NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.459 |
4.363 |
-0.096 |
-2.2% |
4.396 |
High |
4.487 |
4.552 |
0.065 |
1.4% |
4.426 |
Low |
4.354 |
4.361 |
0.007 |
0.2% |
4.130 |
Close |
4.370 |
4.543 |
0.173 |
4.0% |
4.325 |
Range |
0.133 |
0.191 |
0.058 |
43.6% |
0.296 |
ATR |
0.125 |
0.130 |
0.005 |
3.8% |
0.000 |
Volume |
10,650 |
13,611 |
2,961 |
27.8% |
35,935 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.058 |
4.992 |
4.648 |
|
R3 |
4.867 |
4.801 |
4.596 |
|
R2 |
4.676 |
4.676 |
4.578 |
|
R1 |
4.610 |
4.610 |
4.561 |
4.643 |
PP |
4.485 |
4.485 |
4.485 |
4.502 |
S1 |
4.419 |
4.419 |
4.525 |
4.452 |
S2 |
4.294 |
4.294 |
4.508 |
|
S3 |
4.103 |
4.228 |
4.490 |
|
S4 |
3.912 |
4.037 |
4.438 |
|
|
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 |
4.552 |
4.181 |
0.371 |
8.2% |
0.127 |
2.8% |
98% |
True |
False |
9,553 |
10 |
4.552 |
4.130 |
0.422 |
9.3% |
0.131 |
2.9% |
98% |
True |
False |
8,092 |
20 |
4.552 |
3.919 |
0.633 |
13.9% |
0.135 |
3.0% |
99% |
True |
False |
6,828 |
40 |
4.552 |
3.882 |
0.670 |
14.7% |
0.121 |
2.7% |
99% |
True |
False |
5,179 |
60 |
4.552 |
3.882 |
0.670 |
14.7% |
0.106 |
2.3% |
99% |
True |
False |
4,254 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.364 |
2.618 |
5.052 |
1.618 |
4.861 |
1.000 |
4.743 |
0.618 |
4.670 |
HIGH |
4.552 |
0.618 |
4.479 |
0.500 |
4.457 |
0.382 |
4.434 |
LOW |
4.361 |
0.618 |
4.243 |
1.000 |
4.170 |
1.618 |
4.052 |
2.618 |
3.861 |
4.250 |
3.549 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.514 |
4.513 |
PP |
4.485 |
4.483 |
S1 |
4.457 |
4.453 |
|