NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.312 |
4.375 |
0.063 |
1.5% |
4.396 |
High |
4.338 |
4.455 |
0.117 |
2.7% |
4.426 |
Low |
4.256 |
4.362 |
0.106 |
2.5% |
4.130 |
Close |
4.325 |
4.425 |
0.100 |
2.3% |
4.325 |
Range |
0.082 |
0.093 |
0.011 |
13.4% |
0.296 |
ATR |
0.124 |
0.125 |
0.000 |
0.3% |
0.000 |
Volume |
9,226 |
6,166 |
-3,060 |
-33.2% |
35,935 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.693 |
4.652 |
4.476 |
|
R3 |
4.600 |
4.559 |
4.451 |
|
R2 |
4.507 |
4.507 |
4.442 |
|
R1 |
4.466 |
4.466 |
4.434 |
4.487 |
PP |
4.414 |
4.414 |
4.414 |
4.424 |
S1 |
4.373 |
4.373 |
4.416 |
4.394 |
S2 |
4.321 |
4.321 |
4.408 |
|
S3 |
4.228 |
4.280 |
4.399 |
|
S4 |
4.135 |
4.187 |
4.374 |
|
|
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 |
4.455 |
4.130 |
0.325 |
7.3% |
0.105 |
2.4% |
91% |
True |
False |
7,645 |
10 |
4.455 |
4.130 |
0.325 |
7.3% |
0.122 |
2.7% |
91% |
True |
False |
6,589 |
20 |
4.455 |
3.919 |
0.536 |
12.1% |
0.130 |
2.9% |
94% |
True |
False |
6,330 |
40 |
4.455 |
3.882 |
0.573 |
12.9% |
0.116 |
2.6% |
95% |
True |
False |
4,696 |
60 |
4.541 |
3.882 |
0.659 |
14.9% |
0.104 |
2.4% |
82% |
False |
False |
3,909 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.850 |
2.618 |
4.698 |
1.618 |
4.605 |
1.000 |
4.548 |
0.618 |
4.512 |
HIGH |
4.455 |
0.618 |
4.419 |
0.500 |
4.409 |
0.382 |
4.398 |
LOW |
4.362 |
0.618 |
4.305 |
1.000 |
4.269 |
1.618 |
4.212 |
2.618 |
4.119 |
4.250 |
3.967 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.420 |
4.389 |
PP |
4.414 |
4.354 |
S1 |
4.409 |
4.318 |
|