NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.222 |
4.035 |
-0.187 |
-4.4% |
4.426 |
High |
4.231 |
4.132 |
-0.099 |
-2.3% |
4.487 |
Low |
4.041 |
3.980 |
-0.061 |
-1.5% |
3.980 |
Close |
4.071 |
4.094 |
0.023 |
0.6% |
4.094 |
Range |
0.190 |
0.152 |
-0.038 |
-20.0% |
0.507 |
ATR |
0.145 |
0.145 |
0.001 |
0.4% |
0.000 |
Volume |
22,923 |
28,684 |
5,761 |
25.1% |
123,430 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.525 |
4.461 |
4.178 |
|
R3 |
4.373 |
4.309 |
4.136 |
|
R2 |
4.221 |
4.221 |
4.122 |
|
R1 |
4.157 |
4.157 |
4.108 |
4.189 |
PP |
4.069 |
4.069 |
4.069 |
4.085 |
S1 |
4.005 |
4.005 |
4.080 |
4.037 |
S2 |
3.917 |
3.917 |
4.066 |
|
S3 |
3.765 |
3.853 |
4.052 |
|
S4 |
3.613 |
3.701 |
4.010 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.708 |
5.408 |
4.373 |
|
R3 |
5.201 |
4.901 |
4.233 |
|
R2 |
4.694 |
4.694 |
4.187 |
|
R1 |
4.394 |
4.394 |
4.140 |
4.291 |
PP |
4.187 |
4.187 |
4.187 |
4.135 |
S1 |
3.887 |
3.887 |
4.048 |
3.784 |
S2 |
3.680 |
3.680 |
4.001 |
|
S3 |
3.173 |
3.380 |
3.955 |
|
S4 |
2.666 |
2.873 |
3.815 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.487 |
3.980 |
0.507 |
12.4% |
0.150 |
3.7% |
22% |
False |
True |
24,686 |
10 |
4.557 |
3.980 |
0.577 |
14.1% |
0.154 |
3.7% |
20% |
False |
True |
28,887 |
20 |
4.557 |
3.980 |
0.577 |
14.1% |
0.147 |
3.6% |
20% |
False |
True |
24,273 |
40 |
4.557 |
3.848 |
0.709 |
17.3% |
0.144 |
3.5% |
35% |
False |
False |
20,064 |
60 |
4.557 |
3.848 |
0.709 |
17.3% |
0.123 |
3.0% |
35% |
False |
False |
16,432 |
80 |
4.557 |
3.848 |
0.709 |
17.3% |
0.117 |
2.8% |
35% |
False |
False |
14,088 |
100 |
5.116 |
3.848 |
1.268 |
31.0% |
0.111 |
2.7% |
19% |
False |
False |
12,319 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.778 |
2.618 |
4.530 |
1.618 |
4.378 |
1.000 |
4.284 |
0.618 |
4.226 |
HIGH |
4.132 |
0.618 |
4.074 |
0.500 |
4.056 |
0.382 |
4.038 |
LOW |
3.980 |
0.618 |
3.886 |
1.000 |
3.828 |
1.618 |
3.734 |
2.618 |
3.582 |
4.250 |
3.334 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.081 |
4.116 |
PP |
4.069 |
4.109 |
S1 |
4.056 |
4.101 |
|