NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.350 |
4.426 |
0.076 |
1.7% |
4.333 |
High |
4.409 |
4.487 |
0.078 |
1.8% |
4.557 |
Low |
4.303 |
4.290 |
-0.013 |
-0.3% |
4.303 |
Close |
4.375 |
4.381 |
0.006 |
0.1% |
4.375 |
Range |
0.106 |
0.197 |
0.091 |
85.8% |
0.254 |
ATR |
0.143 |
0.147 |
0.004 |
2.7% |
0.000 |
Volume |
32,275 |
23,915 |
-8,360 |
-25.9% |
165,441 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.977 |
4.876 |
4.489 |
|
R3 |
4.780 |
4.679 |
4.435 |
|
R2 |
4.583 |
4.583 |
4.417 |
|
R1 |
4.482 |
4.482 |
4.399 |
4.434 |
PP |
4.386 |
4.386 |
4.386 |
4.362 |
S1 |
4.285 |
4.285 |
4.363 |
4.237 |
S2 |
4.189 |
4.189 |
4.345 |
|
S3 |
3.992 |
4.088 |
4.327 |
|
S4 |
3.795 |
3.891 |
4.273 |
|
|
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 |
4.290 |
0.267 |
6.1% |
0.173 |
4.0% |
34% |
False |
True |
34,177 |
10 |
4.557 |
4.096 |
0.461 |
10.5% |
0.145 |
3.3% |
62% |
False |
False |
28,351 |
20 |
4.557 |
3.879 |
0.678 |
15.5% |
0.149 |
3.4% |
74% |
False |
False |
22,223 |
40 |
4.557 |
3.848 |
0.709 |
16.2% |
0.138 |
3.1% |
75% |
False |
False |
18,457 |
60 |
4.557 |
3.848 |
0.709 |
16.2% |
0.121 |
2.8% |
75% |
False |
False |
15,213 |
80 |
4.590 |
3.848 |
0.742 |
16.9% |
0.112 |
2.6% |
72% |
False |
False |
13,109 |
100 |
5.116 |
3.848 |
1.268 |
28.9% |
0.109 |
2.5% |
42% |
False |
False |
11,418 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.324 |
2.618 |
5.003 |
1.618 |
4.806 |
1.000 |
4.684 |
0.618 |
4.609 |
HIGH |
4.487 |
0.618 |
4.412 |
0.500 |
4.389 |
0.382 |
4.365 |
LOW |
4.290 |
0.618 |
4.168 |
1.000 |
4.093 |
1.618 |
3.971 |
2.618 |
3.774 |
4.250 |
3.453 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.389 |
4.424 |
PP |
4.386 |
4.409 |
S1 |
4.384 |
4.395 |
|