NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.373 |
4.470 |
0.097 |
2.2% |
4.370 |
High |
4.487 |
4.510 |
0.023 |
0.5% |
4.454 |
Low |
4.355 |
4.366 |
0.011 |
0.3% |
4.125 |
Close |
4.446 |
4.376 |
-0.070 |
-1.6% |
4.324 |
Range |
0.132 |
0.144 |
0.012 |
9.1% |
0.329 |
ATR |
0.144 |
0.144 |
0.000 |
0.0% |
0.000 |
Volume |
22,744 |
40,138 |
17,394 |
76.5% |
112,101 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.849 |
4.757 |
4.455 |
|
R3 |
4.705 |
4.613 |
4.416 |
|
R2 |
4.561 |
4.561 |
4.402 |
|
R1 |
4.469 |
4.469 |
4.389 |
4.443 |
PP |
4.417 |
4.417 |
4.417 |
4.405 |
S1 |
4.325 |
4.325 |
4.363 |
4.299 |
S2 |
4.273 |
4.273 |
4.350 |
|
S3 |
4.129 |
4.181 |
4.336 |
|
S4 |
3.985 |
4.037 |
4.297 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.288 |
5.135 |
4.505 |
|
R3 |
4.959 |
4.806 |
4.414 |
|
R2 |
4.630 |
4.630 |
4.384 |
|
R1 |
4.477 |
4.477 |
4.354 |
4.389 |
PP |
4.301 |
4.301 |
4.301 |
4.257 |
S1 |
4.148 |
4.148 |
4.294 |
4.060 |
S2 |
3.972 |
3.972 |
4.264 |
|
S3 |
3.643 |
3.819 |
4.234 |
|
S4 |
3.314 |
3.490 |
4.143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.510 |
4.151 |
0.359 |
8.2% |
0.134 |
3.1% |
63% |
True |
False |
29,493 |
10 |
4.510 |
4.125 |
0.385 |
8.8% |
0.145 |
3.3% |
65% |
True |
False |
24,497 |
20 |
4.510 |
3.890 |
0.620 |
14.2% |
0.152 |
3.5% |
78% |
True |
False |
23,012 |
40 |
4.510 |
3.854 |
0.656 |
15.0% |
0.136 |
3.1% |
80% |
True |
False |
19,323 |
60 |
4.613 |
3.854 |
0.759 |
17.3% |
0.124 |
2.8% |
69% |
False |
False |
16,355 |
80 |
4.911 |
3.854 |
1.057 |
24.2% |
0.118 |
2.7% |
49% |
False |
False |
13,911 |
100 |
5.327 |
3.854 |
1.473 |
33.7% |
0.113 |
2.6% |
35% |
False |
False |
12,208 |
120 |
5.709 |
3.854 |
1.855 |
42.4% |
0.114 |
2.6% |
28% |
False |
False |
11,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.122 |
2.618 |
4.887 |
1.618 |
4.743 |
1.000 |
4.654 |
0.618 |
4.599 |
HIGH |
4.510 |
0.618 |
4.455 |
0.500 |
4.438 |
0.382 |
4.421 |
LOW |
4.366 |
0.618 |
4.277 |
1.000 |
4.222 |
1.618 |
4.133 |
2.618 |
3.989 |
4.250 |
3.754 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.438 |
4.384 |
PP |
4.417 |
4.381 |
S1 |
4.397 |
4.379 |
|