NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.109 |
4.150 |
0.041 |
1.0% |
4.081 |
High |
4.175 |
4.319 |
0.144 |
3.4% |
4.275 |
Low |
4.064 |
4.122 |
0.058 |
1.4% |
4.028 |
Close |
4.167 |
4.287 |
0.120 |
2.9% |
4.149 |
Range |
0.111 |
0.197 |
0.086 |
77.5% |
0.247 |
ATR |
0.155 |
0.158 |
0.003 |
2.0% |
0.000 |
Volume |
15,730 |
13,408 |
-2,322 |
-14.8% |
111,539 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.834 |
4.757 |
4.395 |
|
R3 |
4.637 |
4.560 |
4.341 |
|
R2 |
4.440 |
4.440 |
4.323 |
|
R1 |
4.363 |
4.363 |
4.305 |
4.402 |
PP |
4.243 |
4.243 |
4.243 |
4.262 |
S1 |
4.166 |
4.166 |
4.269 |
4.205 |
S2 |
4.046 |
4.046 |
4.251 |
|
S3 |
3.849 |
3.969 |
4.233 |
|
S4 |
3.652 |
3.772 |
4.179 |
|
|
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 |
4.319 |
4.028 |
0.291 |
6.8% |
0.152 |
3.5% |
89% |
True |
False |
21,549 |
10 |
4.421 |
3.980 |
0.441 |
10.3% |
0.159 |
3.7% |
70% |
False |
False |
31,139 |
20 |
4.601 |
3.980 |
0.621 |
14.5% |
0.157 |
3.7% |
49% |
False |
False |
39,733 |
40 |
4.601 |
3.890 |
0.711 |
16.6% |
0.156 |
3.6% |
56% |
False |
False |
30,668 |
60 |
4.601 |
3.854 |
0.747 |
17.4% |
0.139 |
3.2% |
58% |
False |
False |
24,629 |
80 |
4.613 |
3.854 |
0.759 |
17.7% |
0.131 |
3.0% |
57% |
False |
False |
20,782 |
100 |
5.087 |
3.854 |
1.233 |
28.8% |
0.123 |
2.9% |
35% |
False |
False |
17,766 |
120 |
5.327 |
3.854 |
1.473 |
34.4% |
0.119 |
2.8% |
29% |
False |
False |
15,621 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.156 |
2.618 |
4.835 |
1.618 |
4.638 |
1.000 |
4.516 |
0.618 |
4.441 |
HIGH |
4.319 |
0.618 |
4.244 |
0.500 |
4.221 |
0.382 |
4.197 |
LOW |
4.122 |
0.618 |
4.000 |
1.000 |
3.925 |
1.618 |
3.803 |
2.618 |
3.606 |
4.250 |
3.285 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.265 |
4.255 |
PP |
4.243 |
4.223 |
S1 |
4.221 |
4.192 |
|