NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.333 |
4.421 |
0.088 |
2.0% |
4.330 |
High |
4.435 |
4.467 |
0.032 |
0.7% |
4.408 |
Low |
4.322 |
4.328 |
0.006 |
0.1% |
4.096 |
Close |
4.403 |
4.343 |
-0.060 |
-1.4% |
4.297 |
Range |
0.113 |
0.139 |
0.026 |
23.0% |
0.312 |
ATR |
0.135 |
0.136 |
0.000 |
0.2% |
0.000 |
Volume |
18,470 |
32,687 |
14,217 |
77.0% |
99,419 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.796 |
4.709 |
4.419 |
|
R3 |
4.657 |
4.570 |
4.381 |
|
R2 |
4.518 |
4.518 |
4.368 |
|
R1 |
4.431 |
4.431 |
4.356 |
4.405 |
PP |
4.379 |
4.379 |
4.379 |
4.367 |
S1 |
4.292 |
4.292 |
4.330 |
4.266 |
S2 |
4.240 |
4.240 |
4.318 |
|
S3 |
4.101 |
4.153 |
4.305 |
|
S4 |
3.962 |
4.014 |
4.267 |
|
|
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 |
4.467 |
4.123 |
0.344 |
7.9% |
0.122 |
2.8% |
64% |
True |
False |
24,317 |
10 |
4.467 |
4.096 |
0.371 |
8.5% |
0.137 |
3.2% |
67% |
True |
False |
21,179 |
20 |
4.467 |
3.879 |
0.588 |
13.5% |
0.143 |
3.3% |
79% |
True |
False |
19,386 |
40 |
4.467 |
3.848 |
0.619 |
14.3% |
0.128 |
3.0% |
80% |
True |
False |
16,111 |
60 |
4.530 |
3.848 |
0.682 |
15.7% |
0.117 |
2.7% |
73% |
False |
False |
13,521 |
80 |
4.791 |
3.848 |
0.943 |
21.7% |
0.109 |
2.5% |
52% |
False |
False |
11,561 |
100 |
5.116 |
3.848 |
1.268 |
29.2% |
0.104 |
2.4% |
39% |
False |
False |
10,146 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.058 |
2.618 |
4.831 |
1.618 |
4.692 |
1.000 |
4.606 |
0.618 |
4.553 |
HIGH |
4.467 |
0.618 |
4.414 |
0.500 |
4.398 |
0.382 |
4.381 |
LOW |
4.328 |
0.618 |
4.242 |
1.000 |
4.189 |
1.618 |
4.103 |
2.618 |
3.964 |
4.250 |
3.737 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.398 |
4.349 |
PP |
4.379 |
4.347 |
S1 |
4.361 |
4.345 |
|