NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.081 |
4.265 |
0.184 |
4.5% |
4.458 |
High |
4.275 |
4.265 |
-0.010 |
-0.2% |
4.528 |
Low |
4.045 |
4.092 |
0.047 |
1.2% |
3.980 |
Close |
4.260 |
4.096 |
-0.164 |
-3.8% |
4.100 |
Range |
0.230 |
0.173 |
-0.057 |
-24.8% |
0.548 |
ATR |
0.160 |
0.161 |
0.001 |
0.6% |
0.000 |
Volume |
32,929 |
32,185 |
-744 |
-2.3% |
230,353 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.670 |
4.556 |
4.191 |
|
R3 |
4.497 |
4.383 |
4.144 |
|
R2 |
4.324 |
4.324 |
4.128 |
|
R1 |
4.210 |
4.210 |
4.112 |
4.181 |
PP |
4.151 |
4.151 |
4.151 |
4.136 |
S1 |
4.037 |
4.037 |
4.080 |
4.008 |
S2 |
3.978 |
3.978 |
4.064 |
|
S3 |
3.805 |
3.864 |
4.048 |
|
S4 |
3.632 |
3.691 |
4.001 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.847 |
5.521 |
4.401 |
|
R3 |
5.299 |
4.973 |
4.251 |
|
R2 |
4.751 |
4.751 |
4.200 |
|
R1 |
4.425 |
4.425 |
4.150 |
4.314 |
PP |
4.203 |
4.203 |
4.203 |
4.147 |
S1 |
3.877 |
3.877 |
4.050 |
3.766 |
S2 |
3.655 |
3.655 |
4.000 |
|
S3 |
3.107 |
3.329 |
3.949 |
|
S4 |
2.559 |
2.781 |
3.799 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.283 |
3.980 |
0.303 |
7.4% |
0.168 |
4.1% |
38% |
False |
False |
34,367 |
10 |
4.601 |
3.980 |
0.621 |
15.2% |
0.178 |
4.3% |
19% |
False |
False |
55,074 |
20 |
4.601 |
3.980 |
0.621 |
15.2% |
0.161 |
3.9% |
19% |
False |
False |
39,786 |
40 |
4.601 |
3.890 |
0.711 |
17.4% |
0.157 |
3.8% |
29% |
False |
False |
30,047 |
60 |
4.601 |
3.854 |
0.747 |
18.2% |
0.135 |
3.3% |
32% |
False |
False |
24,021 |
80 |
4.613 |
3.854 |
0.759 |
18.5% |
0.129 |
3.1% |
32% |
False |
False |
20,204 |
100 |
5.327 |
3.854 |
1.473 |
36.0% |
0.122 |
3.0% |
16% |
False |
False |
17,263 |
120 |
5.458 |
3.854 |
1.604 |
39.2% |
0.119 |
2.9% |
15% |
False |
False |
15,145 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.000 |
2.618 |
4.718 |
1.618 |
4.545 |
1.000 |
4.438 |
0.618 |
4.372 |
HIGH |
4.265 |
0.618 |
4.199 |
0.500 |
4.179 |
0.382 |
4.158 |
LOW |
4.092 |
0.618 |
3.985 |
1.000 |
3.919 |
1.618 |
3.812 |
2.618 |
3.639 |
4.250 |
3.357 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.179 |
4.128 |
PP |
4.151 |
4.117 |
S1 |
4.124 |
4.107 |
|