NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.265 |
4.119 |
-0.146 |
-3.4% |
4.458 |
High |
4.265 |
4.199 |
-0.066 |
-1.5% |
4.528 |
Low |
4.092 |
4.028 |
-0.064 |
-1.6% |
3.980 |
Close |
4.096 |
4.196 |
0.100 |
2.4% |
4.100 |
Range |
0.173 |
0.171 |
-0.002 |
-1.2% |
0.548 |
ATR |
0.161 |
0.162 |
0.001 |
0.4% |
0.000 |
Volume |
32,185 |
22,880 |
-9,305 |
-28.9% |
230,353 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.654 |
4.596 |
4.290 |
|
R3 |
4.483 |
4.425 |
4.243 |
|
R2 |
4.312 |
4.312 |
4.227 |
|
R1 |
4.254 |
4.254 |
4.212 |
4.283 |
PP |
4.141 |
4.141 |
4.141 |
4.156 |
S1 |
4.083 |
4.083 |
4.180 |
4.112 |
S2 |
3.970 |
3.970 |
4.165 |
|
S3 |
3.799 |
3.912 |
4.149 |
|
S4 |
3.628 |
3.741 |
4.102 |
|
|
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 |
4.275 |
3.980 |
0.295 |
7.0% |
0.188 |
4.5% |
73% |
False |
False |
32,111 |
10 |
4.601 |
3.980 |
0.621 |
14.8% |
0.171 |
4.1% |
35% |
False |
False |
49,539 |
20 |
4.601 |
3.980 |
0.621 |
14.8% |
0.163 |
3.9% |
35% |
False |
False |
39,667 |
40 |
4.601 |
3.890 |
0.711 |
16.9% |
0.158 |
3.8% |
43% |
False |
False |
30,377 |
60 |
4.601 |
3.854 |
0.747 |
17.8% |
0.137 |
3.3% |
46% |
False |
False |
24,213 |
80 |
4.613 |
3.854 |
0.759 |
18.1% |
0.129 |
3.1% |
45% |
False |
False |
20,410 |
100 |
5.229 |
3.854 |
1.375 |
32.8% |
0.122 |
2.9% |
25% |
False |
False |
17,421 |
120 |
5.458 |
3.854 |
1.604 |
38.2% |
0.119 |
2.8% |
21% |
False |
False |
15,276 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.926 |
2.618 |
4.647 |
1.618 |
4.476 |
1.000 |
4.370 |
0.618 |
4.305 |
HIGH |
4.199 |
0.618 |
4.134 |
0.500 |
4.114 |
0.382 |
4.093 |
LOW |
4.028 |
0.618 |
3.922 |
1.000 |
3.857 |
1.618 |
3.751 |
2.618 |
3.580 |
4.250 |
3.301 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.169 |
4.181 |
PP |
4.141 |
4.166 |
S1 |
4.114 |
4.152 |
|