NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.090 |
4.265 |
0.175 |
4.3% |
4.460 |
High |
4.277 |
4.269 |
-0.008 |
-0.2% |
4.554 |
Low |
4.052 |
4.081 |
0.029 |
0.7% |
3.985 |
Close |
4.264 |
4.084 |
-0.180 |
-4.2% |
4.103 |
Range |
0.225 |
0.188 |
-0.037 |
-16.4% |
0.569 |
ATR |
0.168 |
0.170 |
0.001 |
0.8% |
0.000 |
Volume |
58,031 |
58,827 |
796 |
1.4% |
387,027 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.709 |
4.584 |
4.187 |
|
R3 |
4.521 |
4.396 |
4.136 |
|
R2 |
4.333 |
4.333 |
4.118 |
|
R1 |
4.208 |
4.208 |
4.101 |
4.177 |
PP |
4.145 |
4.145 |
4.145 |
4.129 |
S1 |
4.020 |
4.020 |
4.067 |
3.989 |
S2 |
3.957 |
3.957 |
4.050 |
|
S3 |
3.769 |
3.832 |
4.032 |
|
S4 |
3.581 |
3.644 |
3.981 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.921 |
5.581 |
4.416 |
|
R3 |
5.352 |
5.012 |
4.259 |
|
R2 |
4.783 |
4.783 |
4.207 |
|
R1 |
4.443 |
4.443 |
4.155 |
4.329 |
PP |
4.214 |
4.214 |
4.214 |
4.157 |
S1 |
3.874 |
3.874 |
4.051 |
3.760 |
S2 |
3.645 |
3.645 |
3.999 |
|
S3 |
3.076 |
3.305 |
3.947 |
|
S4 |
2.507 |
2.736 |
3.790 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.300 |
3.985 |
0.315 |
7.7% |
0.174 |
4.3% |
31% |
False |
False |
76,073 |
10 |
4.635 |
3.985 |
0.650 |
15.9% |
0.186 |
4.5% |
15% |
False |
False |
72,267 |
20 |
4.635 |
3.985 |
0.650 |
15.9% |
0.171 |
4.2% |
15% |
False |
False |
50,103 |
40 |
4.635 |
3.913 |
0.722 |
17.7% |
0.166 |
4.1% |
24% |
False |
False |
35,392 |
60 |
4.635 |
3.894 |
0.741 |
18.1% |
0.142 |
3.5% |
26% |
False |
False |
27,866 |
80 |
4.678 |
3.894 |
0.784 |
19.2% |
0.134 |
3.3% |
24% |
False |
False |
22,178 |
100 |
5.434 |
3.894 |
1.540 |
37.7% |
0.128 |
3.1% |
12% |
False |
False |
18,360 |
120 |
5.560 |
3.894 |
1.666 |
40.8% |
0.124 |
3.0% |
11% |
False |
False |
15,617 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.068 |
2.618 |
4.761 |
1.618 |
4.573 |
1.000 |
4.457 |
0.618 |
4.385 |
HIGH |
4.269 |
0.618 |
4.197 |
0.500 |
4.175 |
0.382 |
4.153 |
LOW |
4.081 |
0.618 |
3.965 |
1.000 |
3.893 |
1.618 |
3.777 |
2.618 |
3.589 |
4.250 |
3.282 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.175 |
4.131 |
PP |
4.145 |
4.115 |
S1 |
4.114 |
4.100 |
|