NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.230 |
4.222 |
-0.008 |
-0.2% |
4.333 |
High |
4.252 |
4.231 |
-0.021 |
-0.5% |
4.557 |
Low |
4.185 |
4.041 |
-0.144 |
-3.4% |
4.303 |
Close |
4.216 |
4.071 |
-0.145 |
-3.4% |
4.375 |
Range |
0.067 |
0.190 |
0.123 |
183.6% |
0.254 |
ATR |
0.141 |
0.145 |
0.003 |
2.5% |
0.000 |
Volume |
22,452 |
22,923 |
471 |
2.1% |
165,441 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.684 |
4.568 |
4.176 |
|
R3 |
4.494 |
4.378 |
4.123 |
|
R2 |
4.304 |
4.304 |
4.106 |
|
R1 |
4.188 |
4.188 |
4.088 |
4.151 |
PP |
4.114 |
4.114 |
4.114 |
4.096 |
S1 |
3.998 |
3.998 |
4.054 |
3.961 |
S2 |
3.924 |
3.924 |
4.036 |
|
S3 |
3.734 |
3.808 |
4.019 |
|
S4 |
3.544 |
3.618 |
3.967 |
|
|
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 |
4.487 |
4.041 |
0.446 |
11.0% |
0.141 |
3.5% |
7% |
False |
True |
25,404 |
10 |
4.557 |
4.041 |
0.516 |
12.7% |
0.147 |
3.6% |
6% |
False |
True |
28,924 |
20 |
4.557 |
4.005 |
0.552 |
13.6% |
0.147 |
3.6% |
12% |
False |
False |
23,808 |
40 |
4.557 |
3.848 |
0.709 |
17.4% |
0.144 |
3.5% |
31% |
False |
False |
19,551 |
60 |
4.557 |
3.848 |
0.709 |
17.4% |
0.122 |
3.0% |
31% |
False |
False |
16,021 |
80 |
4.557 |
3.848 |
0.709 |
17.4% |
0.116 |
2.8% |
31% |
False |
False |
13,784 |
100 |
5.116 |
3.848 |
1.268 |
31.1% |
0.110 |
2.7% |
18% |
False |
False |
12,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.039 |
2.618 |
4.728 |
1.618 |
4.538 |
1.000 |
4.421 |
0.618 |
4.348 |
HIGH |
4.231 |
0.618 |
4.158 |
0.500 |
4.136 |
0.382 |
4.114 |
LOW |
4.041 |
0.618 |
3.924 |
1.000 |
3.851 |
1.618 |
3.734 |
2.618 |
3.544 |
4.250 |
3.234 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.136 |
4.213 |
PP |
4.114 |
4.166 |
S1 |
4.093 |
4.118 |
|