NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 29-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.149 |
4.262 |
0.113 |
2.7% |
4.076 |
High |
4.306 |
4.310 |
0.004 |
0.1% |
4.265 |
Low |
4.132 |
4.207 |
0.075 |
1.8% |
4.029 |
Close |
4.271 |
4.290 |
0.019 |
0.4% |
4.152 |
Range |
0.174 |
0.103 |
-0.071 |
-40.8% |
0.236 |
ATR |
0.148 |
0.145 |
-0.003 |
-2.2% |
0.000 |
Volume |
7,333 |
14,409 |
7,076 |
96.5% |
77,748 |
|
Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.578 |
4.537 |
4.347 |
|
R3 |
4.475 |
4.434 |
4.318 |
|
R2 |
4.372 |
4.372 |
4.309 |
|
R1 |
4.331 |
4.331 |
4.299 |
4.352 |
PP |
4.269 |
4.269 |
4.269 |
4.279 |
S1 |
4.228 |
4.228 |
4.281 |
4.249 |
S2 |
4.166 |
4.166 |
4.271 |
|
S3 |
4.063 |
4.125 |
4.262 |
|
S4 |
3.960 |
4.022 |
4.233 |
|
|
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 |
4.310 |
4.029 |
0.281 |
6.6% |
0.131 |
3.1% |
93% |
True |
False |
13,719 |
10 |
4.310 |
3.980 |
0.330 |
7.7% |
0.145 |
3.4% |
94% |
True |
False |
18,628 |
20 |
4.557 |
3.980 |
0.577 |
13.4% |
0.147 |
3.4% |
54% |
False |
False |
23,576 |
40 |
4.557 |
3.879 |
0.678 |
15.8% |
0.144 |
3.4% |
61% |
False |
False |
20,476 |
60 |
4.557 |
3.848 |
0.709 |
16.5% |
0.131 |
3.1% |
62% |
False |
False |
17,355 |
80 |
4.557 |
3.848 |
0.709 |
16.5% |
0.121 |
2.8% |
62% |
False |
False |
14,883 |
100 |
4.920 |
3.848 |
1.072 |
25.0% |
0.114 |
2.7% |
41% |
False |
False |
12,996 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.748 |
2.618 |
4.580 |
1.618 |
4.477 |
1.000 |
4.413 |
0.618 |
4.374 |
HIGH |
4.310 |
0.618 |
4.271 |
0.500 |
4.259 |
0.382 |
4.246 |
LOW |
4.207 |
0.618 |
4.143 |
1.000 |
4.104 |
1.618 |
4.040 |
2.618 |
3.937 |
4.250 |
3.769 |
|
|
Fisher Pivots for day following 29-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.280 |
4.257 |
PP |
4.269 |
4.223 |
S1 |
4.259 |
4.190 |
|