NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.401 |
4.492 |
0.091 |
2.1% |
4.428 |
High |
4.533 |
4.547 |
0.014 |
0.3% |
4.500 |
Low |
4.395 |
4.395 |
0.000 |
0.0% |
4.150 |
Close |
4.488 |
4.401 |
-0.087 |
-1.9% |
4.359 |
Range |
0.138 |
0.152 |
0.014 |
10.1% |
0.350 |
ATR |
0.154 |
0.154 |
0.000 |
-0.1% |
0.000 |
Volume |
24,886 |
42,917 |
18,031 |
72.5% |
133,627 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.904 |
4.804 |
4.485 |
|
R3 |
4.752 |
4.652 |
4.443 |
|
R2 |
4.600 |
4.600 |
4.429 |
|
R1 |
4.500 |
4.500 |
4.415 |
4.474 |
PP |
4.448 |
4.448 |
4.448 |
4.435 |
S1 |
4.348 |
4.348 |
4.387 |
4.322 |
S2 |
4.296 |
4.296 |
4.373 |
|
S3 |
4.144 |
4.196 |
4.359 |
|
S4 |
3.992 |
4.044 |
4.317 |
|
|
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 |
4.547 |
4.181 |
0.366 |
8.3% |
0.144 |
3.3% |
60% |
True |
False |
32,048 |
10 |
4.547 |
4.150 |
0.397 |
9.0% |
0.156 |
3.6% |
63% |
True |
False |
27,938 |
20 |
4.547 |
3.913 |
0.634 |
14.4% |
0.162 |
3.7% |
77% |
True |
False |
24,698 |
40 |
4.547 |
3.894 |
0.653 |
14.8% |
0.144 |
3.3% |
78% |
True |
False |
20,563 |
60 |
4.678 |
3.894 |
0.784 |
17.8% |
0.130 |
3.0% |
65% |
False |
False |
16,612 |
80 |
5.003 |
3.894 |
1.109 |
25.2% |
0.123 |
2.8% |
46% |
False |
False |
13,482 |
100 |
5.434 |
3.894 |
1.540 |
35.0% |
0.118 |
2.7% |
33% |
False |
False |
11,297 |
120 |
5.850 |
3.894 |
1.956 |
44.4% |
0.119 |
2.7% |
26% |
False |
False |
9,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.193 |
2.618 |
4.945 |
1.618 |
4.793 |
1.000 |
4.699 |
0.618 |
4.641 |
HIGH |
4.547 |
0.618 |
4.489 |
0.500 |
4.471 |
0.382 |
4.453 |
LOW |
4.395 |
0.618 |
4.301 |
1.000 |
4.243 |
1.618 |
4.149 |
2.618 |
3.997 |
4.250 |
3.749 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.471 |
4.419 |
PP |
4.448 |
4.413 |
S1 |
4.424 |
4.407 |
|