NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.375 |
4.459 |
0.084 |
1.9% |
4.396 |
High |
4.455 |
4.487 |
0.032 |
0.7% |
4.426 |
Low |
4.362 |
4.354 |
-0.008 |
-0.2% |
4.130 |
Close |
4.425 |
4.370 |
-0.055 |
-1.2% |
4.325 |
Range |
0.093 |
0.133 |
0.040 |
43.0% |
0.296 |
ATR |
0.125 |
0.125 |
0.001 |
0.5% |
0.000 |
Volume |
6,166 |
10,650 |
4,484 |
72.7% |
35,935 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.803 |
4.719 |
4.443 |
|
R3 |
4.670 |
4.586 |
4.407 |
|
R2 |
4.537 |
4.537 |
4.394 |
|
R1 |
4.453 |
4.453 |
4.382 |
4.429 |
PP |
4.404 |
4.404 |
4.404 |
4.391 |
S1 |
4.320 |
4.320 |
4.358 |
4.296 |
S2 |
4.271 |
4.271 |
4.346 |
|
S3 |
4.138 |
4.187 |
4.333 |
|
S4 |
4.005 |
4.054 |
4.297 |
|
|
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 |
4.487 |
4.159 |
0.328 |
7.5% |
0.111 |
2.5% |
64% |
True |
False |
8,031 |
10 |
4.487 |
4.130 |
0.357 |
8.2% |
0.122 |
2.8% |
67% |
True |
False |
7,193 |
20 |
4.487 |
3.919 |
0.568 |
13.0% |
0.131 |
3.0% |
79% |
True |
False |
6,627 |
40 |
4.487 |
3.882 |
0.605 |
13.8% |
0.118 |
2.7% |
81% |
True |
False |
4,879 |
60 |
4.541 |
3.882 |
0.659 |
15.1% |
0.105 |
2.4% |
74% |
False |
False |
4,063 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.052 |
2.618 |
4.835 |
1.618 |
4.702 |
1.000 |
4.620 |
0.618 |
4.569 |
HIGH |
4.487 |
0.618 |
4.436 |
0.500 |
4.421 |
0.382 |
4.405 |
LOW |
4.354 |
0.618 |
4.272 |
1.000 |
4.221 |
1.618 |
4.139 |
2.618 |
4.006 |
4.250 |
3.789 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.421 |
4.372 |
PP |
4.404 |
4.371 |
S1 |
4.387 |
4.371 |
|