NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 02-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.211 |
4.270 |
0.059 |
1.4% |
4.300 |
High |
4.273 |
4.315 |
0.042 |
1.0% |
4.419 |
Low |
4.159 |
4.181 |
0.022 |
0.5% |
4.247 |
Close |
4.236 |
4.307 |
0.071 |
1.7% |
4.357 |
Range |
0.114 |
0.134 |
0.020 |
17.5% |
0.172 |
ATR |
0.127 |
0.127 |
0.001 |
0.4% |
0.000 |
Volume |
6,000 |
8,116 |
2,116 |
35.3% |
23,789 |
|
Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.670 |
4.622 |
4.381 |
|
R3 |
4.536 |
4.488 |
4.344 |
|
R2 |
4.402 |
4.402 |
4.332 |
|
R1 |
4.354 |
4.354 |
4.319 |
4.378 |
PP |
4.268 |
4.268 |
4.268 |
4.280 |
S1 |
4.220 |
4.220 |
4.295 |
4.244 |
S2 |
4.134 |
4.134 |
4.282 |
|
S3 |
4.000 |
4.086 |
4.270 |
|
S4 |
3.866 |
3.952 |
4.233 |
|
|
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 |
6.9% |
0.135 |
3.1% |
60% |
False |
False |
7,116 |
10 |
4.426 |
4.041 |
0.385 |
8.9% |
0.133 |
3.1% |
69% |
False |
False |
6,069 |
20 |
4.426 |
3.919 |
0.507 |
11.8% |
0.132 |
3.1% |
77% |
False |
False |
5,903 |
40 |
4.426 |
3.882 |
0.544 |
12.6% |
0.116 |
2.7% |
78% |
False |
False |
4,483 |
60 |
4.541 |
3.882 |
0.659 |
15.3% |
0.103 |
2.4% |
64% |
False |
False |
3,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.885 |
2.618 |
4.666 |
1.618 |
4.532 |
1.000 |
4.449 |
0.618 |
4.398 |
HIGH |
4.315 |
0.618 |
4.264 |
0.500 |
4.248 |
0.382 |
4.232 |
LOW |
4.181 |
0.618 |
4.098 |
1.000 |
4.047 |
1.618 |
3.964 |
2.618 |
3.830 |
4.250 |
3.612 |
|
|
Fisher Pivots for day following 02-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.287 |
4.279 |
PP |
4.268 |
4.251 |
S1 |
4.248 |
4.223 |
|