NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.119 |
4.162 |
0.043 |
1.0% |
4.458 |
High |
4.199 |
4.212 |
0.013 |
0.3% |
4.528 |
Low |
4.028 |
4.105 |
0.077 |
1.9% |
3.980 |
Close |
4.196 |
4.149 |
-0.047 |
-1.1% |
4.100 |
Range |
0.171 |
0.107 |
-0.064 |
-37.4% |
0.548 |
ATR |
0.162 |
0.158 |
-0.004 |
-2.4% |
0.000 |
Volume |
22,880 |
23,545 |
665 |
2.9% |
230,353 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.476 |
4.420 |
4.208 |
|
R3 |
4.369 |
4.313 |
4.178 |
|
R2 |
4.262 |
4.262 |
4.169 |
|
R1 |
4.206 |
4.206 |
4.159 |
4.181 |
PP |
4.155 |
4.155 |
4.155 |
4.143 |
S1 |
4.099 |
4.099 |
4.139 |
4.074 |
S2 |
4.048 |
4.048 |
4.129 |
|
S3 |
3.941 |
3.992 |
4.120 |
|
S4 |
3.834 |
3.885 |
4.090 |
|
|
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 |
7.1% |
0.168 |
4.0% |
57% |
False |
False |
30,638 |
10 |
4.528 |
3.980 |
0.548 |
13.2% |
0.161 |
3.9% |
31% |
False |
False |
42,706 |
20 |
4.601 |
3.980 |
0.621 |
15.0% |
0.161 |
3.9% |
27% |
False |
False |
39,793 |
40 |
4.601 |
3.890 |
0.711 |
17.1% |
0.159 |
3.8% |
36% |
False |
False |
30,607 |
60 |
4.601 |
3.854 |
0.747 |
18.0% |
0.137 |
3.3% |
39% |
False |
False |
24,467 |
80 |
4.613 |
3.854 |
0.759 |
18.3% |
0.129 |
3.1% |
39% |
False |
False |
20,623 |
100 |
5.183 |
3.854 |
1.329 |
32.0% |
0.122 |
2.9% |
22% |
False |
False |
17,582 |
120 |
5.399 |
3.854 |
1.545 |
37.2% |
0.119 |
2.9% |
19% |
False |
False |
15,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.667 |
2.618 |
4.492 |
1.618 |
4.385 |
1.000 |
4.319 |
0.618 |
4.278 |
HIGH |
4.212 |
0.618 |
4.171 |
0.500 |
4.159 |
0.382 |
4.146 |
LOW |
4.105 |
0.618 |
4.039 |
1.000 |
3.998 |
1.618 |
3.932 |
2.618 |
3.825 |
4.250 |
3.650 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.159 |
4.148 |
PP |
4.155 |
4.147 |
S1 |
4.152 |
4.147 |
|