NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.187 |
4.089 |
-0.098 |
-2.3% |
4.090 |
High |
4.212 |
4.163 |
-0.049 |
-1.2% |
4.277 |
Low |
4.093 |
4.040 |
-0.053 |
-1.3% |
4.019 |
Close |
4.133 |
4.155 |
0.022 |
0.5% |
4.133 |
Range |
0.119 |
0.123 |
0.004 |
3.4% |
0.258 |
ATR |
0.167 |
0.163 |
-0.003 |
-1.9% |
0.000 |
Volume |
42,874 |
44,438 |
1,564 |
3.6% |
225,840 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.488 |
4.445 |
4.223 |
|
R3 |
4.365 |
4.322 |
4.189 |
|
R2 |
4.242 |
4.242 |
4.178 |
|
R1 |
4.199 |
4.199 |
4.166 |
4.221 |
PP |
4.119 |
4.119 |
4.119 |
4.130 |
S1 |
4.076 |
4.076 |
4.144 |
4.098 |
S2 |
3.996 |
3.996 |
4.132 |
|
S3 |
3.873 |
3.953 |
4.121 |
|
S4 |
3.750 |
3.830 |
4.087 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.917 |
4.783 |
4.275 |
|
R3 |
4.659 |
4.525 |
4.204 |
|
R2 |
4.401 |
4.401 |
4.180 |
|
R1 |
4.267 |
4.267 |
4.157 |
4.334 |
PP |
4.143 |
4.143 |
4.143 |
4.177 |
S1 |
4.009 |
4.009 |
4.109 |
4.076 |
S2 |
3.885 |
3.885 |
4.086 |
|
S3 |
3.627 |
3.751 |
4.062 |
|
S4 |
3.369 |
3.493 |
3.991 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.277 |
4.019 |
0.258 |
6.2% |
0.166 |
4.0% |
53% |
False |
False |
54,055 |
10 |
4.554 |
3.985 |
0.569 |
13.7% |
0.167 |
4.0% |
30% |
False |
False |
65,730 |
20 |
4.635 |
3.985 |
0.650 |
15.6% |
0.171 |
4.1% |
26% |
False |
False |
53,876 |
40 |
4.635 |
3.913 |
0.722 |
17.4% |
0.165 |
4.0% |
34% |
False |
False |
38,548 |
60 |
4.635 |
3.894 |
0.741 |
17.8% |
0.144 |
3.5% |
35% |
False |
False |
30,153 |
80 |
4.678 |
3.894 |
0.784 |
18.9% |
0.135 |
3.2% |
33% |
False |
False |
23,912 |
100 |
5.280 |
3.894 |
1.386 |
33.4% |
0.128 |
3.1% |
19% |
False |
False |
19,782 |
120 |
5.434 |
3.894 |
1.540 |
37.1% |
0.124 |
3.0% |
17% |
False |
False |
16,852 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.686 |
2.618 |
4.485 |
1.618 |
4.362 |
1.000 |
4.286 |
0.618 |
4.239 |
HIGH |
4.163 |
0.618 |
4.116 |
0.500 |
4.102 |
0.382 |
4.087 |
LOW |
4.040 |
0.618 |
3.964 |
1.000 |
3.917 |
1.618 |
3.841 |
2.618 |
3.718 |
4.250 |
3.517 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.137 |
4.142 |
PP |
4.119 |
4.129 |
S1 |
4.102 |
4.116 |
|