NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 31-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.318 |
4.340 |
0.022 |
0.5% |
4.109 |
High |
4.372 |
4.456 |
0.084 |
1.9% |
4.456 |
Low |
4.248 |
4.320 |
0.072 |
1.7% |
4.064 |
Close |
4.352 |
4.422 |
0.070 |
1.6% |
4.422 |
Range |
0.124 |
0.136 |
0.012 |
9.7% |
0.392 |
ATR |
0.151 |
0.150 |
-0.001 |
-0.7% |
0.000 |
Volume |
27,728 |
29,758 |
2,030 |
7.3% |
105,044 |
|
Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.807 |
4.751 |
4.497 |
|
R3 |
4.671 |
4.615 |
4.459 |
|
R2 |
4.535 |
4.535 |
4.447 |
|
R1 |
4.479 |
4.479 |
4.434 |
4.507 |
PP |
4.399 |
4.399 |
4.399 |
4.414 |
S1 |
4.343 |
4.343 |
4.410 |
4.371 |
S2 |
4.263 |
4.263 |
4.397 |
|
S3 |
4.127 |
4.207 |
4.385 |
|
S4 |
3.991 |
4.071 |
4.347 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.490 |
5.348 |
4.638 |
|
R3 |
5.098 |
4.956 |
4.530 |
|
R2 |
4.706 |
4.706 |
4.494 |
|
R1 |
4.564 |
4.564 |
4.458 |
4.635 |
PP |
4.314 |
4.314 |
4.314 |
4.350 |
S1 |
4.172 |
4.172 |
4.386 |
4.243 |
S2 |
3.922 |
3.922 |
4.350 |
|
S3 |
3.530 |
3.780 |
4.314 |
|
S4 |
3.138 |
3.388 |
4.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.456 |
4.064 |
0.392 |
8.9% |
0.134 |
3.0% |
91% |
True |
False |
21,008 |
10 |
4.456 |
3.980 |
0.476 |
10.8% |
0.151 |
3.4% |
93% |
True |
False |
25,823 |
20 |
4.601 |
3.980 |
0.621 |
14.0% |
0.155 |
3.5% |
71% |
False |
False |
39,806 |
40 |
4.601 |
3.890 |
0.711 |
16.1% |
0.153 |
3.4% |
75% |
False |
False |
30,891 |
60 |
4.601 |
3.854 |
0.747 |
16.9% |
0.141 |
3.2% |
76% |
False |
False |
25,370 |
80 |
4.613 |
3.854 |
0.759 |
17.2% |
0.131 |
3.0% |
75% |
False |
False |
21,487 |
100 |
4.914 |
3.854 |
1.060 |
24.0% |
0.123 |
2.8% |
54% |
False |
False |
18,329 |
120 |
5.327 |
3.854 |
1.473 |
33.3% |
0.120 |
2.7% |
39% |
False |
False |
16,144 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.034 |
2.618 |
4.812 |
1.618 |
4.676 |
1.000 |
4.592 |
0.618 |
4.540 |
HIGH |
4.456 |
0.618 |
4.404 |
0.500 |
4.388 |
0.382 |
4.372 |
LOW |
4.320 |
0.618 |
4.236 |
1.000 |
4.184 |
1.618 |
4.100 |
2.618 |
3.964 |
4.250 |
3.742 |
|
|
Fisher Pivots for day following 31-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.411 |
4.394 |
PP |
4.399 |
4.366 |
S1 |
4.388 |
4.338 |
|