NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 28-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.100 |
4.149 |
0.049 |
1.2% |
4.076 |
High |
4.179 |
4.306 |
0.127 |
3.0% |
4.265 |
Low |
4.070 |
4.132 |
0.062 |
1.5% |
4.029 |
Close |
4.168 |
4.271 |
0.103 |
2.5% |
4.152 |
Range |
0.109 |
0.174 |
0.065 |
59.6% |
0.236 |
ATR |
0.146 |
0.148 |
0.002 |
1.3% |
0.000 |
Volume |
12,732 |
7,333 |
-5,399 |
-42.4% |
77,748 |
|
Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.758 |
4.689 |
4.367 |
|
R3 |
4.584 |
4.515 |
4.319 |
|
R2 |
4.410 |
4.410 |
4.303 |
|
R1 |
4.341 |
4.341 |
4.287 |
4.376 |
PP |
4.236 |
4.236 |
4.236 |
4.254 |
S1 |
4.167 |
4.167 |
4.255 |
4.202 |
S2 |
4.062 |
4.062 |
4.239 |
|
S3 |
3.888 |
3.993 |
4.223 |
|
S4 |
3.714 |
3.819 |
4.175 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.857 |
4.740 |
4.282 |
|
R3 |
4.621 |
4.504 |
4.217 |
|
R2 |
4.385 |
4.385 |
4.195 |
|
R1 |
4.268 |
4.268 |
4.174 |
4.327 |
PP |
4.149 |
4.149 |
4.149 |
4.178 |
S1 |
4.032 |
4.032 |
4.130 |
4.091 |
S2 |
3.913 |
3.913 |
4.109 |
|
S3 |
3.677 |
3.796 |
4.087 |
|
S4 |
3.441 |
3.560 |
4.022 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.306 |
4.029 |
0.277 |
6.5% |
0.143 |
3.3% |
87% |
True |
False |
14,621 |
10 |
4.385 |
3.980 |
0.405 |
9.5% |
0.149 |
3.5% |
72% |
False |
False |
19,732 |
20 |
4.557 |
3.980 |
0.577 |
13.5% |
0.147 |
3.4% |
50% |
False |
False |
24,042 |
40 |
4.557 |
3.879 |
0.678 |
15.9% |
0.148 |
3.5% |
58% |
False |
False |
20,728 |
60 |
4.557 |
3.848 |
0.709 |
16.6% |
0.131 |
3.1% |
60% |
False |
False |
17,281 |
80 |
4.557 |
3.848 |
0.709 |
16.6% |
0.121 |
2.8% |
60% |
False |
False |
14,801 |
100 |
4.930 |
3.848 |
1.082 |
25.3% |
0.114 |
2.7% |
39% |
False |
False |
12,908 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.046 |
2.618 |
4.762 |
1.618 |
4.588 |
1.000 |
4.480 |
0.618 |
4.414 |
HIGH |
4.306 |
0.618 |
4.240 |
0.500 |
4.219 |
0.382 |
4.198 |
LOW |
4.132 |
0.618 |
4.024 |
1.000 |
3.958 |
1.618 |
3.850 |
2.618 |
3.676 |
4.250 |
3.393 |
|
|
Fisher Pivots for day following 28-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.254 |
4.243 |
PP |
4.236 |
4.216 |
S1 |
4.219 |
4.188 |
|