NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.089 |
4.129 |
0.040 |
1.0% |
4.090 |
High |
4.163 |
4.321 |
0.158 |
3.8% |
4.277 |
Low |
4.040 |
4.112 |
0.072 |
1.8% |
4.019 |
Close |
4.155 |
4.288 |
0.133 |
3.2% |
4.133 |
Range |
0.123 |
0.209 |
0.086 |
69.9% |
0.258 |
ATR |
0.163 |
0.167 |
0.003 |
2.0% |
0.000 |
Volume |
44,438 |
71,216 |
26,778 |
60.3% |
225,840 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.867 |
4.787 |
4.403 |
|
R3 |
4.658 |
4.578 |
4.345 |
|
R2 |
4.449 |
4.449 |
4.326 |
|
R1 |
4.369 |
4.369 |
4.307 |
4.409 |
PP |
4.240 |
4.240 |
4.240 |
4.261 |
S1 |
4.160 |
4.160 |
4.269 |
4.200 |
S2 |
4.031 |
4.031 |
4.250 |
|
S3 |
3.822 |
3.951 |
4.231 |
|
S4 |
3.613 |
3.742 |
4.173 |
|
|
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 |
4.321 |
4.019 |
0.302 |
7.0% |
0.163 |
3.8% |
89% |
True |
False |
56,692 |
10 |
4.447 |
3.985 |
0.462 |
10.8% |
0.166 |
3.9% |
66% |
False |
False |
67,795 |
20 |
4.635 |
3.985 |
0.650 |
15.2% |
0.166 |
3.9% |
47% |
False |
False |
56,954 |
40 |
4.635 |
3.913 |
0.722 |
16.8% |
0.166 |
3.9% |
52% |
False |
False |
39,975 |
60 |
4.635 |
3.894 |
0.741 |
17.3% |
0.147 |
3.4% |
53% |
False |
False |
31,141 |
80 |
4.678 |
3.894 |
0.784 |
18.3% |
0.136 |
3.2% |
50% |
False |
False |
24,714 |
100 |
5.181 |
3.894 |
1.287 |
30.0% |
0.129 |
3.0% |
31% |
False |
False |
20,477 |
120 |
5.434 |
3.894 |
1.540 |
35.9% |
0.124 |
2.9% |
26% |
False |
False |
17,424 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.209 |
2.618 |
4.868 |
1.618 |
4.659 |
1.000 |
4.530 |
0.618 |
4.450 |
HIGH |
4.321 |
0.618 |
4.241 |
0.500 |
4.217 |
0.382 |
4.192 |
LOW |
4.112 |
0.618 |
3.983 |
1.000 |
3.903 |
1.618 |
3.774 |
2.618 |
3.565 |
4.250 |
3.224 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.264 |
4.252 |
PP |
4.240 |
4.216 |
S1 |
4.217 |
4.181 |
|