NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.368 |
4.570 |
0.202 |
4.6% |
4.370 |
High |
4.577 |
4.601 |
0.024 |
0.5% |
4.454 |
Low |
4.339 |
4.391 |
0.052 |
1.2% |
4.125 |
Close |
4.570 |
4.413 |
-0.157 |
-3.4% |
4.324 |
Range |
0.238 |
0.210 |
-0.028 |
-11.8% |
0.329 |
ATR |
0.151 |
0.155 |
0.004 |
2.8% |
0.000 |
Volume |
78,236 |
91,877 |
13,641 |
17.4% |
112,101 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.098 |
4.966 |
4.529 |
|
R3 |
4.888 |
4.756 |
4.471 |
|
R2 |
4.678 |
4.678 |
4.452 |
|
R1 |
4.546 |
4.546 |
4.432 |
4.507 |
PP |
4.468 |
4.468 |
4.468 |
4.449 |
S1 |
4.336 |
4.336 |
4.394 |
4.297 |
S2 |
4.258 |
4.258 |
4.375 |
|
S3 |
4.048 |
4.126 |
4.355 |
|
S4 |
3.838 |
3.916 |
4.298 |
|
|
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 |
4.601 |
4.258 |
0.343 |
7.8% |
0.164 |
3.7% |
45% |
True |
False |
52,804 |
10 |
4.601 |
4.125 |
0.476 |
10.8% |
0.161 |
3.6% |
61% |
True |
False |
36,880 |
20 |
4.601 |
3.890 |
0.711 |
16.1% |
0.158 |
3.6% |
74% |
True |
False |
28,757 |
40 |
4.601 |
3.854 |
0.747 |
16.9% |
0.143 |
3.2% |
75% |
True |
False |
22,832 |
60 |
4.601 |
3.854 |
0.747 |
16.9% |
0.128 |
2.9% |
75% |
True |
False |
18,806 |
80 |
4.850 |
3.854 |
0.996 |
22.6% |
0.121 |
2.7% |
56% |
False |
False |
15,941 |
100 |
5.327 |
3.854 |
1.473 |
33.4% |
0.116 |
2.6% |
38% |
False |
False |
13,854 |
120 |
5.582 |
3.854 |
1.728 |
39.2% |
0.115 |
2.6% |
32% |
False |
False |
12,325 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.494 |
2.618 |
5.151 |
1.618 |
4.941 |
1.000 |
4.811 |
0.618 |
4.731 |
HIGH |
4.601 |
0.618 |
4.521 |
0.500 |
4.496 |
0.382 |
4.471 |
LOW |
4.391 |
0.618 |
4.261 |
1.000 |
4.181 |
1.618 |
4.051 |
2.618 |
3.841 |
4.250 |
3.499 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.496 |
4.470 |
PP |
4.468 |
4.451 |
S1 |
4.441 |
4.432 |
|