NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.285 |
4.333 |
0.048 |
1.1% |
4.330 |
High |
4.318 |
4.435 |
0.117 |
2.7% |
4.408 |
Low |
4.230 |
4.322 |
0.092 |
2.2% |
4.096 |
Close |
4.297 |
4.403 |
0.106 |
2.5% |
4.297 |
Range |
0.088 |
0.113 |
0.025 |
28.4% |
0.312 |
ATR |
0.135 |
0.135 |
0.000 |
0.2% |
0.000 |
Volume |
29,055 |
18,470 |
-10,585 |
-36.4% |
99,419 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.726 |
4.677 |
4.465 |
|
R3 |
4.613 |
4.564 |
4.434 |
|
R2 |
4.500 |
4.500 |
4.424 |
|
R1 |
4.451 |
4.451 |
4.413 |
4.476 |
PP |
4.387 |
4.387 |
4.387 |
4.399 |
S1 |
4.338 |
4.338 |
4.393 |
4.363 |
S2 |
4.274 |
4.274 |
4.382 |
|
S3 |
4.161 |
4.225 |
4.372 |
|
S4 |
4.048 |
4.112 |
4.341 |
|
|
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 |
4.435 |
4.096 |
0.339 |
7.7% |
0.116 |
2.6% |
91% |
True |
False |
22,526 |
10 |
4.435 |
4.096 |
0.339 |
7.7% |
0.136 |
3.1% |
91% |
True |
False |
19,872 |
20 |
4.435 |
3.879 |
0.556 |
12.6% |
0.142 |
3.2% |
94% |
True |
False |
18,709 |
40 |
4.435 |
3.848 |
0.587 |
13.3% |
0.126 |
2.9% |
95% |
True |
False |
15,545 |
60 |
4.530 |
3.848 |
0.682 |
15.5% |
0.116 |
2.6% |
81% |
False |
False |
13,074 |
80 |
4.791 |
3.848 |
0.943 |
21.4% |
0.108 |
2.4% |
59% |
False |
False |
11,218 |
100 |
5.116 |
3.848 |
1.268 |
28.8% |
0.104 |
2.4% |
44% |
False |
False |
9,878 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.915 |
2.618 |
4.731 |
1.618 |
4.618 |
1.000 |
4.548 |
0.618 |
4.505 |
HIGH |
4.435 |
0.618 |
4.392 |
0.500 |
4.379 |
0.382 |
4.365 |
LOW |
4.322 |
0.618 |
4.252 |
1.000 |
4.209 |
1.618 |
4.139 |
2.618 |
4.026 |
4.250 |
3.842 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.395 |
4.366 |
PP |
4.387 |
4.329 |
S1 |
4.379 |
4.292 |
|