NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.220 |
4.120 |
-0.100 |
-2.4% |
4.426 |
High |
4.255 |
4.194 |
-0.061 |
-1.4% |
4.487 |
Low |
4.094 |
4.029 |
-0.065 |
-1.6% |
3.980 |
Close |
4.097 |
4.191 |
0.094 |
2.3% |
4.094 |
Range |
0.161 |
0.165 |
0.004 |
2.5% |
0.507 |
ATR |
0.152 |
0.153 |
0.001 |
0.6% |
0.000 |
Volume |
18,918 |
16,168 |
-2,750 |
-14.5% |
123,430 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.633 |
4.577 |
4.282 |
|
R3 |
4.468 |
4.412 |
4.236 |
|
R2 |
4.303 |
4.303 |
4.221 |
|
R1 |
4.247 |
4.247 |
4.206 |
4.275 |
PP |
4.138 |
4.138 |
4.138 |
4.152 |
S1 |
4.082 |
4.082 |
4.176 |
4.110 |
S2 |
3.973 |
3.973 |
4.161 |
|
S3 |
3.808 |
3.917 |
4.146 |
|
S4 |
3.643 |
3.752 |
4.100 |
|
|
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 |
4.265 |
3.980 |
0.285 |
6.8% |
0.179 |
4.3% |
74% |
False |
False |
22,280 |
10 |
4.557 |
3.980 |
0.577 |
13.8% |
0.161 |
3.8% |
37% |
False |
False |
25,949 |
20 |
4.557 |
3.980 |
0.577 |
13.8% |
0.154 |
3.7% |
37% |
False |
False |
24,466 |
40 |
4.557 |
3.879 |
0.678 |
16.2% |
0.149 |
3.6% |
46% |
False |
False |
20,838 |
60 |
4.557 |
3.848 |
0.709 |
16.9% |
0.128 |
3.1% |
48% |
False |
False |
17,067 |
80 |
4.557 |
3.848 |
0.709 |
16.9% |
0.120 |
2.9% |
48% |
False |
False |
14,590 |
100 |
5.037 |
3.848 |
1.189 |
28.4% |
0.113 |
2.7% |
29% |
False |
False |
12,673 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.895 |
2.618 |
4.626 |
1.618 |
4.461 |
1.000 |
4.359 |
0.618 |
4.296 |
HIGH |
4.194 |
0.618 |
4.131 |
0.500 |
4.112 |
0.382 |
4.092 |
LOW |
4.029 |
0.618 |
3.927 |
1.000 |
3.864 |
1.618 |
3.762 |
2.618 |
3.597 |
4.250 |
3.328 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.165 |
4.176 |
PP |
4.138 |
4.162 |
S1 |
4.112 |
4.147 |
|