NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.198 |
4.211 |
0.013 |
0.3% |
4.300 |
High |
4.230 |
4.273 |
0.043 |
1.0% |
4.419 |
Low |
4.130 |
4.159 |
0.029 |
0.7% |
4.247 |
Close |
4.174 |
4.236 |
0.062 |
1.5% |
4.357 |
Range |
0.100 |
0.114 |
0.014 |
14.0% |
0.172 |
ATR |
0.128 |
0.127 |
-0.001 |
-0.8% |
0.000 |
Volume |
8,718 |
6,000 |
-2,718 |
-31.2% |
23,789 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.565 |
4.514 |
4.299 |
|
R3 |
4.451 |
4.400 |
4.267 |
|
R2 |
4.337 |
4.337 |
4.257 |
|
R1 |
4.286 |
4.286 |
4.246 |
4.312 |
PP |
4.223 |
4.223 |
4.223 |
4.235 |
S1 |
4.172 |
4.172 |
4.226 |
4.198 |
S2 |
4.109 |
4.109 |
4.215 |
|
S3 |
3.995 |
4.058 |
4.205 |
|
S4 |
3.881 |
3.944 |
4.173 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.857 |
4.779 |
4.452 |
|
R3 |
4.685 |
4.607 |
4.404 |
|
R2 |
4.513 |
4.513 |
4.389 |
|
R1 |
4.435 |
4.435 |
4.373 |
4.474 |
PP |
4.341 |
4.341 |
4.341 |
4.361 |
S1 |
4.263 |
4.263 |
4.341 |
4.302 |
S2 |
4.169 |
4.169 |
4.325 |
|
S3 |
3.997 |
4.091 |
4.310 |
|
S4 |
3.825 |
3.919 |
4.262 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.426 |
4.130 |
0.296 |
7.0% |
0.135 |
3.2% |
36% |
False |
False |
6,630 |
10 |
4.426 |
3.981 |
0.445 |
10.5% |
0.139 |
3.3% |
57% |
False |
False |
5,703 |
20 |
4.426 |
3.919 |
0.507 |
12.0% |
0.130 |
3.1% |
63% |
False |
False |
5,651 |
40 |
4.426 |
3.882 |
0.544 |
12.8% |
0.114 |
2.7% |
65% |
False |
False |
4,329 |
60 |
4.541 |
3.882 |
0.659 |
15.6% |
0.102 |
2.4% |
54% |
False |
False |
3,605 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.758 |
2.618 |
4.571 |
1.618 |
4.457 |
1.000 |
4.387 |
0.618 |
4.343 |
HIGH |
4.273 |
0.618 |
4.229 |
0.500 |
4.216 |
0.382 |
4.203 |
LOW |
4.159 |
0.618 |
4.089 |
1.000 |
4.045 |
1.618 |
3.975 |
2.618 |
3.861 |
4.250 |
3.675 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.229 |
4.278 |
PP |
4.223 |
4.264 |
S1 |
4.216 |
4.250 |
|