NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.291 |
4.310 |
0.019 |
0.4% |
4.090 |
High |
4.310 |
4.364 |
0.054 |
1.3% |
4.277 |
Low |
4.216 |
4.235 |
0.019 |
0.5% |
4.019 |
Close |
4.287 |
4.338 |
0.051 |
1.2% |
4.133 |
Range |
0.094 |
0.129 |
0.035 |
37.2% |
0.258 |
ATR |
0.162 |
0.159 |
-0.002 |
-1.4% |
0.000 |
Volume |
66,955 |
75,035 |
8,080 |
12.1% |
225,840 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.699 |
4.648 |
4.409 |
|
R3 |
4.570 |
4.519 |
4.373 |
|
R2 |
4.441 |
4.441 |
4.362 |
|
R1 |
4.390 |
4.390 |
4.350 |
4.416 |
PP |
4.312 |
4.312 |
4.312 |
4.325 |
S1 |
4.261 |
4.261 |
4.326 |
4.287 |
S2 |
4.183 |
4.183 |
4.314 |
|
S3 |
4.054 |
4.132 |
4.303 |
|
S4 |
3.925 |
4.003 |
4.267 |
|
|
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 |
4.364 |
4.040 |
0.324 |
7.5% |
0.135 |
3.1% |
92% |
True |
False |
60,103 |
10 |
4.364 |
3.985 |
0.379 |
8.7% |
0.164 |
3.8% |
93% |
True |
False |
66,947 |
20 |
4.635 |
3.985 |
0.650 |
15.0% |
0.164 |
3.8% |
54% |
False |
False |
61,173 |
40 |
4.635 |
3.913 |
0.722 |
16.6% |
0.160 |
3.7% |
59% |
False |
False |
42,445 |
60 |
4.635 |
3.894 |
0.741 |
17.1% |
0.148 |
3.4% |
60% |
False |
False |
33,015 |
80 |
4.678 |
3.894 |
0.784 |
18.1% |
0.136 |
3.1% |
57% |
False |
False |
26,378 |
100 |
5.010 |
3.894 |
1.116 |
25.7% |
0.128 |
3.0% |
40% |
False |
False |
21,843 |
120 |
5.434 |
3.894 |
1.540 |
35.5% |
0.125 |
2.9% |
29% |
False |
False |
18,575 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.912 |
2.618 |
4.702 |
1.618 |
4.573 |
1.000 |
4.493 |
0.618 |
4.444 |
HIGH |
4.364 |
0.618 |
4.315 |
0.500 |
4.300 |
0.382 |
4.284 |
LOW |
4.235 |
0.618 |
4.155 |
1.000 |
4.106 |
1.618 |
4.026 |
2.618 |
3.897 |
4.250 |
3.687 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.325 |
4.305 |
PP |
4.312 |
4.271 |
S1 |
4.300 |
4.238 |
|