NYMEX Natural Gas Future January 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.069 |
4.119 |
0.050 |
1.2% |
4.444 |
High |
4.167 |
4.174 |
0.007 |
0.2% |
4.547 |
Low |
3.988 |
4.052 |
0.064 |
1.6% |
3.951 |
Close |
4.152 |
4.083 |
-0.069 |
-1.7% |
4.066 |
Range |
0.179 |
0.122 |
-0.057 |
-31.8% |
0.596 |
ATR |
0.180 |
0.176 |
-0.004 |
-2.3% |
0.000 |
Volume |
90,566 |
55,644 |
-34,922 |
-38.6% |
619,824 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.469 |
4.398 |
4.150 |
|
R3 |
4.347 |
4.276 |
4.117 |
|
R2 |
4.225 |
4.225 |
4.105 |
|
R1 |
4.154 |
4.154 |
4.094 |
4.129 |
PP |
4.103 |
4.103 |
4.103 |
4.090 |
S1 |
4.032 |
4.032 |
4.072 |
4.007 |
S2 |
3.981 |
3.981 |
4.061 |
|
S3 |
3.859 |
3.910 |
4.049 |
|
S4 |
3.737 |
3.788 |
4.016 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.976 |
5.617 |
4.394 |
|
R3 |
5.380 |
5.021 |
4.230 |
|
R2 |
4.784 |
4.784 |
4.175 |
|
R1 |
4.425 |
4.425 |
4.121 |
4.307 |
PP |
4.188 |
4.188 |
4.188 |
4.129 |
S1 |
3.829 |
3.829 |
4.011 |
3.711 |
S2 |
3.592 |
3.592 |
3.957 |
|
S3 |
2.996 |
3.233 |
3.902 |
|
S4 |
2.400 |
2.637 |
3.738 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.250 |
3.951 |
0.299 |
7.3% |
0.177 |
4.3% |
44% |
False |
False |
86,693 |
10 |
4.547 |
3.951 |
0.596 |
14.6% |
0.175 |
4.3% |
22% |
False |
False |
107,394 |
20 |
4.637 |
3.951 |
0.686 |
16.8% |
0.179 |
4.4% |
19% |
False |
False |
116,981 |
40 |
4.637 |
3.853 |
0.784 |
19.2% |
0.180 |
4.4% |
29% |
False |
False |
94,107 |
60 |
4.637 |
3.853 |
0.784 |
19.2% |
0.154 |
3.8% |
29% |
False |
False |
76,750 |
80 |
4.681 |
3.853 |
0.828 |
20.3% |
0.145 |
3.6% |
28% |
False |
False |
63,252 |
100 |
5.350 |
3.853 |
1.497 |
36.7% |
0.138 |
3.4% |
15% |
False |
False |
53,858 |
120 |
5.519 |
3.853 |
1.666 |
40.8% |
0.135 |
3.3% |
14% |
False |
False |
47,460 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.693 |
2.618 |
4.493 |
1.618 |
4.371 |
1.000 |
4.296 |
0.618 |
4.249 |
HIGH |
4.174 |
0.618 |
4.127 |
0.500 |
4.113 |
0.382 |
4.099 |
LOW |
4.052 |
0.618 |
3.977 |
1.000 |
3.930 |
1.618 |
3.855 |
2.618 |
3.733 |
4.250 |
3.534 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.113 |
4.117 |
PP |
4.103 |
4.105 |
S1 |
4.093 |
4.094 |
|