NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.262 |
4.306 |
0.044 |
1.0% |
4.076 |
High |
4.310 |
4.359 |
0.049 |
1.1% |
4.265 |
Low |
4.207 |
4.238 |
0.031 |
0.7% |
4.029 |
Close |
4.290 |
4.337 |
0.047 |
1.1% |
4.152 |
Range |
0.103 |
0.121 |
0.018 |
17.5% |
0.236 |
ATR |
0.145 |
0.143 |
-0.002 |
-1.2% |
0.000 |
Volume |
14,409 |
14,837 |
428 |
3.0% |
77,748 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.674 |
4.627 |
4.404 |
|
R3 |
4.553 |
4.506 |
4.370 |
|
R2 |
4.432 |
4.432 |
4.359 |
|
R1 |
4.385 |
4.385 |
4.348 |
4.409 |
PP |
4.311 |
4.311 |
4.311 |
4.323 |
S1 |
4.264 |
4.264 |
4.326 |
4.288 |
S2 |
4.190 |
4.190 |
4.315 |
|
S3 |
4.069 |
4.143 |
4.304 |
|
S4 |
3.948 |
4.022 |
4.270 |
|
|
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 |
4.359 |
4.070 |
0.289 |
6.7% |
0.122 |
2.8% |
92% |
True |
False |
13,453 |
10 |
4.359 |
3.980 |
0.379 |
8.7% |
0.151 |
3.5% |
94% |
True |
False |
17,866 |
20 |
4.557 |
3.980 |
0.577 |
13.3% |
0.147 |
3.4% |
62% |
False |
False |
23,514 |
40 |
4.557 |
3.879 |
0.678 |
15.6% |
0.144 |
3.3% |
68% |
False |
False |
20,380 |
60 |
4.557 |
3.848 |
0.709 |
16.3% |
0.132 |
3.1% |
69% |
False |
False |
17,464 |
80 |
4.557 |
3.848 |
0.709 |
16.3% |
0.122 |
2.8% |
69% |
False |
False |
14,999 |
100 |
4.791 |
3.848 |
0.943 |
21.7% |
0.114 |
2.6% |
52% |
False |
False |
13,113 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.873 |
2.618 |
4.676 |
1.618 |
4.555 |
1.000 |
4.480 |
0.618 |
4.434 |
HIGH |
4.359 |
0.618 |
4.313 |
0.500 |
4.299 |
0.382 |
4.284 |
LOW |
4.238 |
0.618 |
4.163 |
1.000 |
4.117 |
1.618 |
4.042 |
2.618 |
3.921 |
4.250 |
3.724 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.324 |
4.307 |
PP |
4.311 |
4.276 |
S1 |
4.299 |
4.246 |
|