NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.363 |
4.545 |
0.182 |
4.2% |
4.396 |
High |
4.552 |
4.566 |
0.014 |
0.3% |
4.426 |
Low |
4.361 |
4.391 |
0.030 |
0.7% |
4.130 |
Close |
4.543 |
4.409 |
-0.134 |
-2.9% |
4.325 |
Range |
0.191 |
0.175 |
-0.016 |
-8.4% |
0.296 |
ATR |
0.130 |
0.133 |
0.003 |
2.5% |
0.000 |
Volume |
13,611 |
15,465 |
1,854 |
13.6% |
35,935 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.980 |
4.870 |
4.505 |
|
R3 |
4.805 |
4.695 |
4.457 |
|
R2 |
4.630 |
4.630 |
4.441 |
|
R1 |
4.520 |
4.520 |
4.425 |
4.488 |
PP |
4.455 |
4.455 |
4.455 |
4.439 |
S1 |
4.345 |
4.345 |
4.393 |
4.313 |
S2 |
4.280 |
4.280 |
4.377 |
|
S3 |
4.105 |
4.170 |
4.361 |
|
S4 |
3.930 |
3.995 |
4.313 |
|
|
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 |
4.566 |
4.256 |
0.310 |
7.0% |
0.135 |
3.1% |
49% |
True |
False |
11,023 |
10 |
4.566 |
4.130 |
0.436 |
9.9% |
0.135 |
3.1% |
64% |
True |
False |
9,070 |
20 |
4.566 |
3.919 |
0.647 |
14.7% |
0.136 |
3.1% |
76% |
True |
False |
7,211 |
40 |
4.566 |
3.882 |
0.684 |
15.5% |
0.123 |
2.8% |
77% |
True |
False |
5,498 |
60 |
4.566 |
3.882 |
0.684 |
15.5% |
0.108 |
2.5% |
77% |
True |
False |
4,491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.310 |
2.618 |
5.024 |
1.618 |
4.849 |
1.000 |
4.741 |
0.618 |
4.674 |
HIGH |
4.566 |
0.618 |
4.499 |
0.500 |
4.479 |
0.382 |
4.458 |
LOW |
4.391 |
0.618 |
4.283 |
1.000 |
4.216 |
1.618 |
4.108 |
2.618 |
3.933 |
4.250 |
3.647 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.479 |
4.460 |
PP |
4.455 |
4.443 |
S1 |
4.432 |
4.426 |
|