NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.460 |
4.439 |
-0.021 |
-0.5% |
4.401 |
High |
4.554 |
4.447 |
-0.107 |
-2.3% |
4.635 |
Low |
4.335 |
4.280 |
-0.055 |
-1.3% |
4.354 |
Close |
4.434 |
4.284 |
-0.150 |
-3.4% |
4.428 |
Range |
0.219 |
0.167 |
-0.052 |
-23.7% |
0.281 |
ATR |
0.166 |
0.167 |
0.000 |
0.0% |
0.000 |
Volume |
50,569 |
72,950 |
22,381 |
44.3% |
286,592 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.838 |
4.728 |
4.376 |
|
R3 |
4.671 |
4.561 |
4.330 |
|
R2 |
4.504 |
4.504 |
4.315 |
|
R1 |
4.394 |
4.394 |
4.299 |
4.366 |
PP |
4.337 |
4.337 |
4.337 |
4.323 |
S1 |
4.227 |
4.227 |
4.269 |
4.199 |
S2 |
4.170 |
4.170 |
4.253 |
|
S3 |
4.003 |
4.060 |
4.238 |
|
S4 |
3.836 |
3.893 |
4.192 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.315 |
5.153 |
4.583 |
|
R3 |
5.034 |
4.872 |
4.505 |
|
R2 |
4.753 |
4.753 |
4.480 |
|
R1 |
4.591 |
4.591 |
4.454 |
4.672 |
PP |
4.472 |
4.472 |
4.472 |
4.513 |
S1 |
4.310 |
4.310 |
4.402 |
4.391 |
S2 |
4.191 |
4.191 |
4.376 |
|
S3 |
3.910 |
4.029 |
4.351 |
|
S4 |
3.629 |
3.748 |
4.273 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.635 |
4.280 |
0.355 |
8.3% |
0.197 |
4.6% |
1% |
False |
True |
68,461 |
10 |
4.635 |
4.181 |
0.454 |
10.6% |
0.170 |
4.0% |
23% |
False |
False |
50,255 |
20 |
4.635 |
3.977 |
0.658 |
15.4% |
0.170 |
4.0% |
47% |
False |
False |
36,051 |
40 |
4.635 |
3.894 |
0.741 |
17.3% |
0.158 |
3.7% |
53% |
False |
False |
27,155 |
60 |
4.635 |
3.894 |
0.741 |
17.3% |
0.136 |
3.2% |
53% |
False |
False |
21,902 |
80 |
4.722 |
3.894 |
0.828 |
19.3% |
0.129 |
3.0% |
47% |
False |
False |
17,639 |
100 |
5.434 |
3.894 |
1.540 |
35.9% |
0.124 |
2.9% |
25% |
False |
False |
14,658 |
120 |
5.687 |
3.894 |
1.793 |
41.9% |
0.122 |
2.8% |
22% |
False |
False |
12,520 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.157 |
2.618 |
4.884 |
1.618 |
4.717 |
1.000 |
4.614 |
0.618 |
4.550 |
HIGH |
4.447 |
0.618 |
4.383 |
0.500 |
4.364 |
0.382 |
4.344 |
LOW |
4.280 |
0.618 |
4.177 |
1.000 |
4.113 |
1.618 |
4.010 |
2.618 |
3.843 |
4.250 |
3.570 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.364 |
4.417 |
PP |
4.337 |
4.373 |
S1 |
4.311 |
4.328 |
|