NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.393 |
4.605 |
0.212 |
4.8% |
4.428 |
High |
4.611 |
4.635 |
0.024 |
0.5% |
4.500 |
Low |
4.360 |
4.415 |
0.055 |
1.3% |
4.150 |
Close |
4.604 |
4.440 |
-0.164 |
-3.6% |
4.359 |
Range |
0.251 |
0.220 |
-0.031 |
-12.4% |
0.350 |
ATR |
0.161 |
0.165 |
0.004 |
2.6% |
0.000 |
Volume |
70,166 |
75,447 |
5,281 |
7.5% |
133,627 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.157 |
5.018 |
4.561 |
|
R3 |
4.937 |
4.798 |
4.501 |
|
R2 |
4.717 |
4.717 |
4.480 |
|
R1 |
4.578 |
4.578 |
4.460 |
4.538 |
PP |
4.497 |
4.497 |
4.497 |
4.476 |
S1 |
4.358 |
4.358 |
4.420 |
4.318 |
S2 |
4.277 |
4.277 |
4.400 |
|
S3 |
4.057 |
4.138 |
4.380 |
|
S4 |
3.837 |
3.918 |
4.319 |
|
|
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 |
4.635 |
4.290 |
0.345 |
7.8% |
0.173 |
3.9% |
43% |
True |
False |
49,276 |
10 |
4.635 |
4.150 |
0.485 |
10.9% |
0.172 |
3.9% |
60% |
True |
False |
37,330 |
20 |
4.635 |
3.913 |
0.722 |
16.3% |
0.169 |
3.8% |
73% |
True |
False |
29,452 |
40 |
4.635 |
3.894 |
0.741 |
16.7% |
0.152 |
3.4% |
74% |
True |
False |
23,296 |
60 |
4.641 |
3.894 |
0.747 |
16.8% |
0.135 |
3.0% |
73% |
False |
False |
18,877 |
80 |
4.955 |
3.894 |
1.061 |
23.9% |
0.126 |
2.8% |
51% |
False |
False |
15,254 |
100 |
5.434 |
3.894 |
1.540 |
34.7% |
0.121 |
2.7% |
35% |
False |
False |
12,725 |
120 |
5.687 |
3.894 |
1.793 |
40.4% |
0.120 |
2.7% |
30% |
False |
False |
10,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.570 |
2.618 |
5.211 |
1.618 |
4.991 |
1.000 |
4.855 |
0.618 |
4.771 |
HIGH |
4.635 |
0.618 |
4.551 |
0.500 |
4.525 |
0.382 |
4.499 |
LOW |
4.415 |
0.618 |
4.279 |
1.000 |
4.195 |
1.618 |
4.059 |
2.618 |
3.839 |
4.250 |
3.480 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.525 |
4.498 |
PP |
4.497 |
4.478 |
S1 |
4.468 |
4.459 |
|