NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.421 |
4.349 |
-0.072 |
-1.6% |
4.330 |
High |
4.467 |
4.528 |
0.061 |
1.4% |
4.408 |
Low |
4.328 |
4.306 |
-0.022 |
-0.5% |
4.096 |
Close |
4.343 |
4.521 |
0.178 |
4.1% |
4.297 |
Range |
0.139 |
0.222 |
0.083 |
59.7% |
0.312 |
ATR |
0.136 |
0.142 |
0.006 |
4.6% |
0.000 |
Volume |
32,687 |
38,013 |
5,326 |
16.3% |
99,419 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.118 |
5.041 |
4.643 |
|
R3 |
4.896 |
4.819 |
4.582 |
|
R2 |
4.674 |
4.674 |
4.562 |
|
R1 |
4.597 |
4.597 |
4.541 |
4.636 |
PP |
4.452 |
4.452 |
4.452 |
4.471 |
S1 |
4.375 |
4.375 |
4.501 |
4.414 |
S2 |
4.230 |
4.230 |
4.480 |
|
S3 |
4.008 |
4.153 |
4.460 |
|
S4 |
3.786 |
3.931 |
4.399 |
|
|
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 |
4.528 |
4.149 |
0.379 |
8.4% |
0.142 |
3.1% |
98% |
True |
False |
28,706 |
10 |
4.528 |
4.096 |
0.432 |
9.6% |
0.146 |
3.2% |
98% |
True |
False |
22,982 |
20 |
4.528 |
3.879 |
0.649 |
14.4% |
0.147 |
3.3% |
99% |
True |
False |
20,283 |
40 |
4.528 |
3.848 |
0.680 |
15.0% |
0.132 |
2.9% |
99% |
True |
False |
16,883 |
60 |
4.528 |
3.848 |
0.680 |
15.0% |
0.118 |
2.6% |
99% |
True |
False |
13,999 |
80 |
4.750 |
3.848 |
0.902 |
20.0% |
0.110 |
2.4% |
75% |
False |
False |
12,006 |
100 |
5.116 |
3.848 |
1.268 |
28.0% |
0.106 |
2.3% |
53% |
False |
False |
10,496 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.472 |
2.618 |
5.109 |
1.618 |
4.887 |
1.000 |
4.750 |
0.618 |
4.665 |
HIGH |
4.528 |
0.618 |
4.443 |
0.500 |
4.417 |
0.382 |
4.391 |
LOW |
4.306 |
0.618 |
4.169 |
1.000 |
4.084 |
1.618 |
3.947 |
2.618 |
3.725 |
4.250 |
3.363 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.486 |
4.486 |
PP |
4.452 |
4.452 |
S1 |
4.417 |
4.417 |
|