NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.093 |
4.187 |
0.094 |
2.3% |
4.460 |
High |
4.195 |
4.212 |
0.017 |
0.4% |
4.554 |
Low |
4.019 |
4.093 |
0.074 |
1.8% |
3.985 |
Close |
4.188 |
4.133 |
-0.055 |
-1.3% |
4.103 |
Range |
0.176 |
0.119 |
-0.057 |
-32.4% |
0.569 |
ATR |
0.170 |
0.167 |
-0.004 |
-2.2% |
0.000 |
Volume |
66,108 |
42,874 |
-23,234 |
-35.1% |
387,027 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.503 |
4.437 |
4.198 |
|
R3 |
4.384 |
4.318 |
4.166 |
|
R2 |
4.265 |
4.265 |
4.155 |
|
R1 |
4.199 |
4.199 |
4.144 |
4.173 |
PP |
4.146 |
4.146 |
4.146 |
4.133 |
S1 |
4.080 |
4.080 |
4.122 |
4.054 |
S2 |
4.027 |
4.027 |
4.111 |
|
S3 |
3.908 |
3.961 |
4.100 |
|
S4 |
3.789 |
3.842 |
4.068 |
|
|
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 |
4.277 |
3.985 |
0.292 |
7.1% |
0.173 |
4.2% |
51% |
False |
False |
64,954 |
10 |
4.554 |
3.985 |
0.569 |
13.8% |
0.168 |
4.1% |
26% |
False |
False |
68,604 |
20 |
4.635 |
3.985 |
0.650 |
15.7% |
0.170 |
4.1% |
23% |
False |
False |
52,967 |
40 |
4.635 |
3.913 |
0.722 |
17.5% |
0.168 |
4.1% |
30% |
False |
False |
37,637 |
60 |
4.635 |
3.894 |
0.741 |
17.9% |
0.145 |
3.5% |
32% |
False |
False |
29,508 |
80 |
4.678 |
3.894 |
0.784 |
19.0% |
0.135 |
3.3% |
30% |
False |
False |
23,430 |
100 |
5.280 |
3.894 |
1.386 |
33.5% |
0.128 |
3.1% |
17% |
False |
False |
19,363 |
120 |
5.469 |
3.894 |
1.575 |
38.1% |
0.124 |
3.0% |
15% |
False |
False |
16,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.718 |
2.618 |
4.524 |
1.618 |
4.405 |
1.000 |
4.331 |
0.618 |
4.286 |
HIGH |
4.212 |
0.618 |
4.167 |
0.500 |
4.153 |
0.382 |
4.138 |
LOW |
4.093 |
0.618 |
4.019 |
1.000 |
3.974 |
1.618 |
3.900 |
2.618 |
3.781 |
4.250 |
3.587 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.153 |
4.144 |
PP |
4.146 |
4.140 |
S1 |
4.140 |
4.137 |
|