NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.525 |
4.350 |
-0.175 |
-3.9% |
4.333 |
High |
4.557 |
4.409 |
-0.148 |
-3.2% |
4.557 |
Low |
4.354 |
4.303 |
-0.051 |
-1.2% |
4.303 |
Close |
4.379 |
4.375 |
-0.004 |
-0.1% |
4.375 |
Range |
0.203 |
0.106 |
-0.097 |
-47.8% |
0.254 |
ATR |
0.146 |
0.143 |
-0.003 |
-2.0% |
0.000 |
Volume |
43,996 |
32,275 |
-11,721 |
-26.6% |
165,441 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.680 |
4.634 |
4.433 |
|
R3 |
4.574 |
4.528 |
4.404 |
|
R2 |
4.468 |
4.468 |
4.394 |
|
R1 |
4.422 |
4.422 |
4.385 |
4.445 |
PP |
4.362 |
4.362 |
4.362 |
4.374 |
S1 |
4.316 |
4.316 |
4.365 |
4.339 |
S2 |
4.256 |
4.256 |
4.356 |
|
S3 |
4.150 |
4.210 |
4.346 |
|
S4 |
4.044 |
4.104 |
4.317 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.174 |
5.028 |
4.515 |
|
R3 |
4.920 |
4.774 |
4.445 |
|
R2 |
4.666 |
4.666 |
4.422 |
|
R1 |
4.520 |
4.520 |
4.398 |
4.593 |
PP |
4.412 |
4.412 |
4.412 |
4.448 |
S1 |
4.266 |
4.266 |
4.352 |
4.339 |
S2 |
4.158 |
4.158 |
4.328 |
|
S3 |
3.904 |
4.012 |
4.305 |
|
S4 |
3.650 |
3.758 |
4.235 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.557 |
4.303 |
0.254 |
5.8% |
0.157 |
3.6% |
28% |
False |
True |
33,088 |
10 |
4.557 |
4.096 |
0.461 |
10.5% |
0.153 |
3.5% |
61% |
False |
False |
26,486 |
20 |
4.557 |
3.879 |
0.678 |
15.5% |
0.146 |
3.3% |
73% |
False |
False |
22,036 |
40 |
4.557 |
3.848 |
0.709 |
16.2% |
0.135 |
3.1% |
74% |
False |
False |
18,196 |
60 |
4.557 |
3.848 |
0.709 |
16.2% |
0.119 |
2.7% |
74% |
False |
False |
15,048 |
80 |
4.750 |
3.848 |
0.902 |
20.6% |
0.112 |
2.6% |
58% |
False |
False |
12,837 |
100 |
5.116 |
3.848 |
1.268 |
29.0% |
0.107 |
2.5% |
42% |
False |
False |
11,207 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.860 |
2.618 |
4.687 |
1.618 |
4.581 |
1.000 |
4.515 |
0.618 |
4.475 |
HIGH |
4.409 |
0.618 |
4.369 |
0.500 |
4.356 |
0.382 |
4.343 |
LOW |
4.303 |
0.618 |
4.237 |
1.000 |
4.197 |
1.618 |
4.131 |
2.618 |
4.025 |
4.250 |
3.853 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.369 |
4.430 |
PP |
4.362 |
4.412 |
S1 |
4.356 |
4.393 |
|