NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.570 |
4.380 |
-0.190 |
-4.2% |
4.373 |
High |
4.601 |
4.454 |
-0.147 |
-3.2% |
4.601 |
Low |
4.391 |
4.333 |
-0.058 |
-1.3% |
4.333 |
Close |
4.413 |
4.409 |
-0.004 |
-0.1% |
4.409 |
Range |
0.210 |
0.121 |
-0.089 |
-42.4% |
0.268 |
ATR |
0.155 |
0.153 |
-0.002 |
-1.6% |
0.000 |
Volume |
91,877 |
85,168 |
-6,709 |
-7.3% |
318,163 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.762 |
4.706 |
4.476 |
|
R3 |
4.641 |
4.585 |
4.442 |
|
R2 |
4.520 |
4.520 |
4.431 |
|
R1 |
4.464 |
4.464 |
4.420 |
4.492 |
PP |
4.399 |
4.399 |
4.399 |
4.413 |
S1 |
4.343 |
4.343 |
4.398 |
4.371 |
S2 |
4.278 |
4.278 |
4.387 |
|
S3 |
4.157 |
4.222 |
4.376 |
|
S4 |
4.036 |
4.101 |
4.342 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.252 |
5.098 |
4.556 |
|
R3 |
4.984 |
4.830 |
4.483 |
|
R2 |
4.716 |
4.716 |
4.458 |
|
R1 |
4.562 |
4.562 |
4.434 |
4.639 |
PP |
4.448 |
4.448 |
4.448 |
4.486 |
S1 |
4.294 |
4.294 |
4.384 |
4.371 |
S2 |
4.180 |
4.180 |
4.360 |
|
S3 |
3.912 |
4.026 |
4.335 |
|
S4 |
3.644 |
3.758 |
4.262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.601 |
4.333 |
0.268 |
6.1% |
0.169 |
3.8% |
28% |
False |
True |
63,632 |
10 |
4.601 |
4.125 |
0.476 |
10.8% |
0.164 |
3.7% |
60% |
False |
False |
43,026 |
20 |
4.601 |
3.890 |
0.711 |
16.1% |
0.155 |
3.5% |
73% |
False |
False |
31,786 |
40 |
4.601 |
3.854 |
0.747 |
16.9% |
0.143 |
3.2% |
74% |
False |
False |
24,512 |
60 |
4.601 |
3.854 |
0.747 |
16.9% |
0.127 |
2.9% |
74% |
False |
False |
20,081 |
80 |
4.850 |
3.854 |
0.996 |
22.6% |
0.122 |
2.8% |
56% |
False |
False |
16,970 |
100 |
5.327 |
3.854 |
1.473 |
33.4% |
0.117 |
2.6% |
38% |
False |
False |
14,677 |
120 |
5.582 |
3.854 |
1.728 |
39.2% |
0.115 |
2.6% |
32% |
False |
False |
12,967 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.968 |
2.618 |
4.771 |
1.618 |
4.650 |
1.000 |
4.575 |
0.618 |
4.529 |
HIGH |
4.454 |
0.618 |
4.408 |
0.500 |
4.394 |
0.382 |
4.379 |
LOW |
4.333 |
0.618 |
4.258 |
1.000 |
4.212 |
1.618 |
4.137 |
2.618 |
4.016 |
4.250 |
3.819 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.404 |
4.467 |
PP |
4.399 |
4.448 |
S1 |
4.394 |
4.428 |
|