NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.162 |
4.109 |
-0.053 |
-1.3% |
4.081 |
High |
4.212 |
4.175 |
-0.037 |
-0.9% |
4.275 |
Low |
4.105 |
4.064 |
-0.041 |
-1.0% |
4.028 |
Close |
4.149 |
4.167 |
0.018 |
0.4% |
4.149 |
Range |
0.107 |
0.111 |
0.004 |
3.7% |
0.247 |
ATR |
0.158 |
0.155 |
-0.003 |
-2.1% |
0.000 |
Volume |
23,545 |
15,730 |
-7,815 |
-33.2% |
111,539 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.468 |
4.429 |
4.228 |
|
R3 |
4.357 |
4.318 |
4.198 |
|
R2 |
4.246 |
4.246 |
4.187 |
|
R1 |
4.207 |
4.207 |
4.177 |
4.227 |
PP |
4.135 |
4.135 |
4.135 |
4.145 |
S1 |
4.096 |
4.096 |
4.157 |
4.116 |
S2 |
4.024 |
4.024 |
4.147 |
|
S3 |
3.913 |
3.985 |
4.136 |
|
S4 |
3.802 |
3.874 |
4.106 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.892 |
4.767 |
4.285 |
|
R3 |
4.645 |
4.520 |
4.217 |
|
R2 |
4.398 |
4.398 |
4.194 |
|
R1 |
4.273 |
4.273 |
4.172 |
4.336 |
PP |
4.151 |
4.151 |
4.151 |
4.182 |
S1 |
4.026 |
4.026 |
4.126 |
4.089 |
S2 |
3.904 |
3.904 |
4.104 |
|
S3 |
3.657 |
3.779 |
4.081 |
|
S4 |
3.410 |
3.532 |
4.013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.275 |
4.028 |
0.247 |
5.9% |
0.158 |
3.8% |
56% |
False |
False |
25,453 |
10 |
4.528 |
3.980 |
0.548 |
13.2% |
0.160 |
3.8% |
34% |
False |
False |
35,762 |
20 |
4.601 |
3.980 |
0.621 |
14.9% |
0.162 |
3.9% |
30% |
False |
False |
39,394 |
40 |
4.601 |
3.890 |
0.711 |
17.1% |
0.156 |
3.7% |
39% |
False |
False |
30,729 |
60 |
4.601 |
3.854 |
0.747 |
17.9% |
0.137 |
3.3% |
42% |
False |
False |
24,608 |
80 |
4.613 |
3.854 |
0.759 |
18.2% |
0.129 |
3.1% |
41% |
False |
False |
20,717 |
100 |
5.183 |
3.854 |
1.329 |
31.9% |
0.123 |
2.9% |
24% |
False |
False |
17,673 |
120 |
5.327 |
3.854 |
1.473 |
35.3% |
0.119 |
2.9% |
21% |
False |
False |
15,543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.647 |
2.618 |
4.466 |
1.618 |
4.355 |
1.000 |
4.286 |
0.618 |
4.244 |
HIGH |
4.175 |
0.618 |
4.133 |
0.500 |
4.120 |
0.382 |
4.106 |
LOW |
4.064 |
0.618 |
3.995 |
1.000 |
3.953 |
1.618 |
3.884 |
2.618 |
3.773 |
4.250 |
3.592 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.151 |
4.151 |
PP |
4.135 |
4.136 |
S1 |
4.120 |
4.120 |
|