NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.163 |
4.169 |
0.006 |
0.1% |
4.261 |
High |
4.203 |
4.246 |
0.043 |
1.0% |
4.403 |
Low |
4.096 |
4.123 |
0.027 |
0.7% |
4.218 |
Close |
4.142 |
4.209 |
0.067 |
1.6% |
4.332 |
Range |
0.107 |
0.123 |
0.016 |
15.0% |
0.185 |
ATR |
0.139 |
0.138 |
-0.001 |
-0.8% |
0.000 |
Volume |
23,732 |
16,066 |
-7,666 |
-32.3% |
80,836 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.562 |
4.508 |
4.277 |
|
R3 |
4.439 |
4.385 |
4.243 |
|
R2 |
4.316 |
4.316 |
4.232 |
|
R1 |
4.262 |
4.262 |
4.220 |
4.289 |
PP |
4.193 |
4.193 |
4.193 |
4.206 |
S1 |
4.139 |
4.139 |
4.198 |
4.166 |
S2 |
4.070 |
4.070 |
4.186 |
|
S3 |
3.947 |
4.016 |
4.175 |
|
S4 |
3.824 |
3.893 |
4.141 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.873 |
4.787 |
4.434 |
|
R3 |
4.688 |
4.602 |
4.383 |
|
R2 |
4.503 |
4.503 |
4.366 |
|
R1 |
4.417 |
4.417 |
4.349 |
4.460 |
PP |
4.318 |
4.318 |
4.318 |
4.339 |
S1 |
4.232 |
4.232 |
4.315 |
4.275 |
S2 |
4.133 |
4.133 |
4.298 |
|
S3 |
3.948 |
4.047 |
4.281 |
|
S4 |
3.763 |
3.862 |
4.230 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.408 |
4.096 |
0.312 |
7.4% |
0.151 |
3.6% |
36% |
False |
False |
17,258 |
10 |
4.408 |
3.940 |
0.468 |
11.1% |
0.153 |
3.6% |
57% |
False |
False |
17,303 |
20 |
4.408 |
3.879 |
0.529 |
12.6% |
0.140 |
3.3% |
62% |
False |
False |
17,247 |
40 |
4.408 |
3.848 |
0.560 |
13.3% |
0.125 |
3.0% |
64% |
False |
False |
14,438 |
60 |
4.530 |
3.848 |
0.682 |
16.2% |
0.113 |
2.7% |
53% |
False |
False |
12,161 |
80 |
4.791 |
3.848 |
0.943 |
22.4% |
0.106 |
2.5% |
38% |
False |
False |
10,513 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.769 |
2.618 |
4.568 |
1.618 |
4.445 |
1.000 |
4.369 |
0.618 |
4.322 |
HIGH |
4.246 |
0.618 |
4.199 |
0.500 |
4.185 |
0.382 |
4.170 |
LOW |
4.123 |
0.618 |
4.047 |
1.000 |
4.000 |
1.618 |
3.924 |
2.618 |
3.801 |
4.250 |
3.600 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.201 |
4.252 |
PP |
4.193 |
4.238 |
S1 |
4.185 |
4.223 |
|