NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.380 |
4.230 |
-0.150 |
-3.4% |
4.333 |
High |
4.385 |
4.252 |
-0.133 |
-3.0% |
4.557 |
Low |
4.239 |
4.185 |
-0.054 |
-1.3% |
4.303 |
Close |
4.242 |
4.216 |
-0.026 |
-0.6% |
4.375 |
Range |
0.146 |
0.067 |
-0.079 |
-54.1% |
0.254 |
ATR |
0.147 |
0.141 |
-0.006 |
-3.9% |
0.000 |
Volume |
25,456 |
22,452 |
-3,004 |
-11.8% |
165,441 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.419 |
4.384 |
4.253 |
|
R3 |
4.352 |
4.317 |
4.234 |
|
R2 |
4.285 |
4.285 |
4.228 |
|
R1 |
4.250 |
4.250 |
4.222 |
4.234 |
PP |
4.218 |
4.218 |
4.218 |
4.210 |
S1 |
4.183 |
4.183 |
4.210 |
4.167 |
S2 |
4.151 |
4.151 |
4.204 |
|
S3 |
4.084 |
4.116 |
4.198 |
|
S4 |
4.017 |
4.049 |
4.179 |
|
|
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 |
4.185 |
0.372 |
8.8% |
0.144 |
3.4% |
8% |
False |
True |
29,618 |
10 |
4.557 |
4.149 |
0.408 |
9.7% |
0.143 |
3.4% |
16% |
False |
False |
29,162 |
20 |
4.557 |
3.940 |
0.617 |
14.6% |
0.148 |
3.5% |
45% |
False |
False |
23,233 |
40 |
4.557 |
3.848 |
0.709 |
16.8% |
0.141 |
3.3% |
52% |
False |
False |
19,168 |
60 |
4.557 |
3.848 |
0.709 |
16.8% |
0.120 |
2.8% |
52% |
False |
False |
15,780 |
80 |
4.557 |
3.848 |
0.709 |
16.8% |
0.114 |
2.7% |
52% |
False |
False |
13,592 |
100 |
5.116 |
3.848 |
1.268 |
30.1% |
0.109 |
2.6% |
29% |
False |
False |
11,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.537 |
2.618 |
4.427 |
1.618 |
4.360 |
1.000 |
4.319 |
0.618 |
4.293 |
HIGH |
4.252 |
0.618 |
4.226 |
0.500 |
4.219 |
0.382 |
4.211 |
LOW |
4.185 |
0.618 |
4.144 |
1.000 |
4.118 |
1.618 |
4.077 |
2.618 |
4.010 |
4.250 |
3.900 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.219 |
4.336 |
PP |
4.218 |
4.296 |
S1 |
4.217 |
4.256 |
|