NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.545 |
4.411 |
-0.134 |
-2.9% |
4.375 |
High |
4.566 |
4.432 |
-0.134 |
-2.9% |
4.566 |
Low |
4.391 |
4.337 |
-0.054 |
-1.2% |
4.337 |
Close |
4.409 |
4.405 |
-0.004 |
-0.1% |
4.405 |
Range |
0.175 |
0.095 |
-0.080 |
-45.7% |
0.229 |
ATR |
0.133 |
0.130 |
-0.003 |
-2.0% |
0.000 |
Volume |
15,465 |
11,814 |
-3,651 |
-23.6% |
57,706 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.676 |
4.636 |
4.457 |
|
R3 |
4.581 |
4.541 |
4.431 |
|
R2 |
4.486 |
4.486 |
4.422 |
|
R1 |
4.446 |
4.446 |
4.414 |
4.419 |
PP |
4.391 |
4.391 |
4.391 |
4.378 |
S1 |
4.351 |
4.351 |
4.396 |
4.324 |
S2 |
4.296 |
4.296 |
4.388 |
|
S3 |
4.201 |
4.256 |
4.379 |
|
S4 |
4.106 |
4.161 |
4.353 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.123 |
4.993 |
4.531 |
|
R3 |
4.894 |
4.764 |
4.468 |
|
R2 |
4.665 |
4.665 |
4.447 |
|
R1 |
4.535 |
4.535 |
4.426 |
4.600 |
PP |
4.436 |
4.436 |
4.436 |
4.469 |
S1 |
4.306 |
4.306 |
4.384 |
4.371 |
S2 |
4.207 |
4.207 |
4.363 |
|
S3 |
3.978 |
4.077 |
4.342 |
|
S4 |
3.749 |
3.848 |
4.279 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.566 |
4.337 |
0.229 |
5.2% |
0.137 |
3.1% |
30% |
False |
True |
11,541 |
10 |
4.566 |
4.130 |
0.436 |
9.9% |
0.138 |
3.1% |
63% |
False |
False |
9,364 |
20 |
4.566 |
3.919 |
0.647 |
14.7% |
0.132 |
3.0% |
75% |
False |
False |
7,424 |
40 |
4.566 |
3.882 |
0.684 |
15.5% |
0.124 |
2.8% |
76% |
False |
False |
5,688 |
60 |
4.566 |
3.882 |
0.684 |
15.5% |
0.107 |
2.4% |
76% |
False |
False |
4,669 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.836 |
2.618 |
4.681 |
1.618 |
4.586 |
1.000 |
4.527 |
0.618 |
4.491 |
HIGH |
4.432 |
0.618 |
4.396 |
0.500 |
4.385 |
0.382 |
4.373 |
LOW |
4.337 |
0.618 |
4.278 |
1.000 |
4.242 |
1.618 |
4.183 |
2.618 |
4.088 |
4.250 |
3.933 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.398 |
4.452 |
PP |
4.391 |
4.436 |
S1 |
4.385 |
4.421 |
|