NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 03-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.270 |
4.312 |
0.042 |
1.0% |
4.396 |
High |
4.315 |
4.338 |
0.023 |
0.5% |
4.426 |
Low |
4.181 |
4.256 |
0.075 |
1.8% |
4.130 |
Close |
4.307 |
4.325 |
0.018 |
0.4% |
4.325 |
Range |
0.134 |
0.082 |
-0.052 |
-38.8% |
0.296 |
ATR |
0.127 |
0.124 |
-0.003 |
-2.5% |
0.000 |
Volume |
8,116 |
9,226 |
1,110 |
13.7% |
35,935 |
|
Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.552 |
4.521 |
4.370 |
|
R3 |
4.470 |
4.439 |
4.348 |
|
R2 |
4.388 |
4.388 |
4.340 |
|
R1 |
4.357 |
4.357 |
4.333 |
4.373 |
PP |
4.306 |
4.306 |
4.306 |
4.314 |
S1 |
4.275 |
4.275 |
4.317 |
4.291 |
S2 |
4.224 |
4.224 |
4.310 |
|
S3 |
4.142 |
4.193 |
4.302 |
|
S4 |
4.060 |
4.111 |
4.280 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.182 |
5.049 |
4.488 |
|
R3 |
4.886 |
4.753 |
4.406 |
|
R2 |
4.590 |
4.590 |
4.379 |
|
R1 |
4.457 |
4.457 |
4.352 |
4.376 |
PP |
4.294 |
4.294 |
4.294 |
4.253 |
S1 |
4.161 |
4.161 |
4.298 |
4.080 |
S2 |
3.998 |
3.998 |
4.271 |
|
S3 |
3.702 |
3.865 |
4.244 |
|
S4 |
3.406 |
3.569 |
4.162 |
|
|
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 |
6.8% |
0.139 |
3.2% |
66% |
False |
False |
7,187 |
10 |
4.426 |
4.130 |
0.296 |
6.8% |
0.126 |
2.9% |
66% |
False |
False |
6,340 |
20 |
4.426 |
3.919 |
0.507 |
11.7% |
0.130 |
3.0% |
80% |
False |
False |
6,258 |
40 |
4.426 |
3.882 |
0.544 |
12.6% |
0.115 |
2.6% |
81% |
False |
False |
4,626 |
60 |
4.541 |
3.882 |
0.659 |
15.2% |
0.104 |
2.4% |
67% |
False |
False |
3,834 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.687 |
2.618 |
4.553 |
1.618 |
4.471 |
1.000 |
4.420 |
0.618 |
4.389 |
HIGH |
4.338 |
0.618 |
4.307 |
0.500 |
4.297 |
0.382 |
4.287 |
LOW |
4.256 |
0.618 |
4.205 |
1.000 |
4.174 |
1.618 |
4.123 |
2.618 |
4.041 |
4.250 |
3.908 |
|
|
Fisher Pivots for day following 03-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.316 |
4.300 |
PP |
4.306 |
4.274 |
S1 |
4.297 |
4.249 |
|