NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.269 |
4.239 |
-0.030 |
-0.7% |
4.375 |
High |
4.280 |
4.251 |
-0.029 |
-0.7% |
4.566 |
Low |
4.218 |
4.086 |
-0.132 |
-3.1% |
4.337 |
Close |
4.248 |
4.108 |
-0.140 |
-3.3% |
4.405 |
Range |
0.062 |
0.165 |
0.103 |
166.1% |
0.229 |
ATR |
0.130 |
0.132 |
0.003 |
2.0% |
0.000 |
Volume |
10,843 |
5,694 |
-5,149 |
-47.5% |
57,706 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.643 |
4.541 |
4.199 |
|
R3 |
4.478 |
4.376 |
4.153 |
|
R2 |
4.313 |
4.313 |
4.138 |
|
R1 |
4.211 |
4.211 |
4.123 |
4.180 |
PP |
4.148 |
4.148 |
4.148 |
4.133 |
S1 |
4.046 |
4.046 |
4.093 |
4.015 |
S2 |
3.983 |
3.983 |
4.078 |
|
S3 |
3.818 |
3.881 |
4.063 |
|
S4 |
3.653 |
3.716 |
4.017 |
|
|
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 |
4.510 |
4.086 |
0.424 |
10.3% |
0.125 |
3.0% |
5% |
False |
True |
9,856 |
10 |
4.566 |
4.086 |
0.480 |
11.7% |
0.130 |
3.2% |
5% |
False |
True |
10,439 |
20 |
4.566 |
4.041 |
0.525 |
12.8% |
0.132 |
3.2% |
13% |
False |
False |
8,254 |
40 |
4.566 |
3.882 |
0.684 |
16.7% |
0.131 |
3.2% |
33% |
False |
False |
6,345 |
60 |
4.566 |
3.882 |
0.684 |
16.7% |
0.110 |
2.7% |
33% |
False |
False |
5,105 |
80 |
4.566 |
3.882 |
0.684 |
16.7% |
0.105 |
2.6% |
33% |
False |
False |
4,403 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.952 |
2.618 |
4.683 |
1.618 |
4.518 |
1.000 |
4.416 |
0.618 |
4.353 |
HIGH |
4.251 |
0.618 |
4.188 |
0.500 |
4.169 |
0.382 |
4.149 |
LOW |
4.086 |
0.618 |
3.984 |
1.000 |
3.921 |
1.618 |
3.819 |
2.618 |
3.654 |
4.250 |
3.385 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.169 |
4.239 |
PP |
4.148 |
4.195 |
S1 |
4.128 |
4.152 |
|