NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.310 |
4.354 |
0.044 |
1.0% |
4.428 |
High |
4.383 |
4.396 |
0.013 |
0.3% |
4.500 |
Low |
4.209 |
4.290 |
0.081 |
1.9% |
4.150 |
Close |
4.350 |
4.359 |
0.009 |
0.2% |
4.359 |
Range |
0.174 |
0.106 |
-0.068 |
-39.1% |
0.350 |
ATR |
0.156 |
0.153 |
-0.004 |
-2.3% |
0.000 |
Volume |
33,397 |
32,966 |
-431 |
-1.3% |
133,627 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.666 |
4.619 |
4.417 |
|
R3 |
4.560 |
4.513 |
4.388 |
|
R2 |
4.454 |
4.454 |
4.378 |
|
R1 |
4.407 |
4.407 |
4.369 |
4.431 |
PP |
4.348 |
4.348 |
4.348 |
4.360 |
S1 |
4.301 |
4.301 |
4.349 |
4.325 |
S2 |
4.242 |
4.242 |
4.340 |
|
S3 |
4.136 |
4.195 |
4.330 |
|
S4 |
4.030 |
4.089 |
4.301 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.386 |
5.223 |
4.552 |
|
R3 |
5.036 |
4.873 |
4.455 |
|
R2 |
4.686 |
4.686 |
4.423 |
|
R1 |
4.523 |
4.523 |
4.391 |
4.430 |
PP |
4.336 |
4.336 |
4.336 |
4.290 |
S1 |
4.173 |
4.173 |
4.327 |
4.080 |
S2 |
3.986 |
3.986 |
4.295 |
|
S3 |
3.636 |
3.823 |
4.263 |
|
S4 |
3.286 |
3.473 |
4.167 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.500 |
4.150 |
0.350 |
8.0% |
0.171 |
3.9% |
60% |
False |
False |
26,725 |
10 |
4.512 |
4.150 |
0.362 |
8.3% |
0.160 |
3.7% |
58% |
False |
False |
26,035 |
20 |
4.512 |
3.913 |
0.599 |
13.7% |
0.158 |
3.6% |
74% |
False |
False |
24,863 |
40 |
4.512 |
3.894 |
0.618 |
14.2% |
0.141 |
3.2% |
75% |
False |
False |
19,884 |
60 |
4.678 |
3.894 |
0.784 |
18.0% |
0.128 |
2.9% |
59% |
False |
False |
15,746 |
80 |
5.003 |
3.894 |
1.109 |
25.4% |
0.121 |
2.8% |
42% |
False |
False |
12,722 |
100 |
5.434 |
3.894 |
1.540 |
35.3% |
0.118 |
2.7% |
30% |
False |
False |
10,681 |
120 |
5.850 |
3.894 |
1.956 |
44.9% |
0.119 |
2.7% |
24% |
False |
False |
9,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.847 |
2.618 |
4.674 |
1.618 |
4.568 |
1.000 |
4.502 |
0.618 |
4.462 |
HIGH |
4.396 |
0.618 |
4.356 |
0.500 |
4.343 |
0.382 |
4.330 |
LOW |
4.290 |
0.618 |
4.224 |
1.000 |
4.184 |
1.618 |
4.118 |
2.618 |
4.012 |
4.250 |
3.840 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.354 |
4.336 |
PP |
4.348 |
4.312 |
S1 |
4.343 |
4.289 |
|