NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.231 |
4.285 |
0.054 |
1.3% |
4.330 |
High |
4.297 |
4.318 |
0.021 |
0.5% |
4.408 |
Low |
4.149 |
4.230 |
0.081 |
2.0% |
4.096 |
Close |
4.280 |
4.297 |
0.017 |
0.4% |
4.297 |
Range |
0.148 |
0.088 |
-0.060 |
-40.5% |
0.312 |
ATR |
0.139 |
0.135 |
-0.004 |
-2.6% |
0.000 |
Volume |
25,309 |
29,055 |
3,746 |
14.8% |
99,419 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.546 |
4.509 |
4.345 |
|
R3 |
4.458 |
4.421 |
4.321 |
|
R2 |
4.370 |
4.370 |
4.313 |
|
R1 |
4.333 |
4.333 |
4.305 |
4.352 |
PP |
4.282 |
4.282 |
4.282 |
4.291 |
S1 |
4.245 |
4.245 |
4.289 |
4.264 |
S2 |
4.194 |
4.194 |
4.281 |
|
S3 |
4.106 |
4.157 |
4.273 |
|
S4 |
4.018 |
4.069 |
4.249 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.203 |
5.062 |
4.469 |
|
R3 |
4.891 |
4.750 |
4.383 |
|
R2 |
4.579 |
4.579 |
4.354 |
|
R1 |
4.438 |
4.438 |
4.326 |
4.353 |
PP |
4.267 |
4.267 |
4.267 |
4.224 |
S1 |
4.126 |
4.126 |
4.268 |
4.041 |
S2 |
3.955 |
3.955 |
4.240 |
|
S3 |
3.643 |
3.814 |
4.211 |
|
S4 |
3.331 |
3.502 |
4.125 |
|
|
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 |
7.3% |
0.150 |
3.5% |
64% |
False |
False |
19,883 |
10 |
4.408 |
4.091 |
0.317 |
7.4% |
0.141 |
3.3% |
65% |
False |
False |
19,659 |
20 |
4.408 |
3.879 |
0.529 |
12.3% |
0.140 |
3.3% |
79% |
False |
False |
18,742 |
40 |
4.408 |
3.848 |
0.560 |
13.0% |
0.125 |
2.9% |
80% |
False |
False |
15,367 |
60 |
4.530 |
3.848 |
0.682 |
15.9% |
0.115 |
2.7% |
66% |
False |
False |
12,869 |
80 |
4.791 |
3.848 |
0.943 |
21.9% |
0.107 |
2.5% |
48% |
False |
False |
11,086 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.692 |
2.618 |
4.548 |
1.618 |
4.460 |
1.000 |
4.406 |
0.618 |
4.372 |
HIGH |
4.318 |
0.618 |
4.284 |
0.500 |
4.274 |
0.382 |
4.264 |
LOW |
4.230 |
0.618 |
4.176 |
1.000 |
4.142 |
1.618 |
4.088 |
2.618 |
4.000 |
4.250 |
3.856 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.289 |
4.272 |
PP |
4.282 |
4.246 |
S1 |
4.274 |
4.221 |
|