NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 17-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.239 |
4.064 |
-0.175 |
-4.1% |
4.486 |
High |
4.251 |
4.170 |
-0.081 |
-1.9% |
4.510 |
Low |
4.086 |
4.020 |
-0.066 |
-1.6% |
4.020 |
Close |
4.108 |
4.131 |
0.023 |
0.6% |
4.131 |
Range |
0.165 |
0.150 |
-0.015 |
-9.1% |
0.490 |
ATR |
0.132 |
0.133 |
0.001 |
1.0% |
0.000 |
Volume |
5,694 |
8,049 |
2,355 |
41.4% |
45,515 |
|
Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.557 |
4.494 |
4.214 |
|
R3 |
4.407 |
4.344 |
4.172 |
|
R2 |
4.257 |
4.257 |
4.159 |
|
R1 |
4.194 |
4.194 |
4.145 |
4.226 |
PP |
4.107 |
4.107 |
4.107 |
4.123 |
S1 |
4.044 |
4.044 |
4.117 |
4.076 |
S2 |
3.957 |
3.957 |
4.104 |
|
S3 |
3.807 |
3.894 |
4.090 |
|
S4 |
3.657 |
3.744 |
4.049 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.690 |
5.401 |
4.401 |
|
R3 |
5.200 |
4.911 |
4.266 |
|
R2 |
4.710 |
4.710 |
4.221 |
|
R1 |
4.421 |
4.421 |
4.176 |
4.321 |
PP |
4.220 |
4.220 |
4.220 |
4.170 |
S1 |
3.931 |
3.931 |
4.086 |
3.831 |
S2 |
3.730 |
3.730 |
4.041 |
|
S3 |
3.240 |
3.441 |
3.996 |
|
S4 |
2.750 |
2.951 |
3.862 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.510 |
4.020 |
0.490 |
11.9% |
0.136 |
3.3% |
23% |
False |
True |
9,103 |
10 |
4.566 |
4.020 |
0.546 |
13.2% |
0.137 |
3.3% |
20% |
False |
True |
10,322 |
20 |
4.566 |
4.020 |
0.546 |
13.2% |
0.132 |
3.2% |
20% |
False |
True |
8,331 |
40 |
4.566 |
3.882 |
0.684 |
16.6% |
0.132 |
3.2% |
36% |
False |
False |
6,520 |
60 |
4.566 |
3.882 |
0.684 |
16.6% |
0.111 |
2.7% |
36% |
False |
False |
5,211 |
80 |
4.566 |
3.882 |
0.684 |
16.6% |
0.106 |
2.6% |
36% |
False |
False |
4,487 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.808 |
2.618 |
4.563 |
1.618 |
4.413 |
1.000 |
4.320 |
0.618 |
4.263 |
HIGH |
4.170 |
0.618 |
4.113 |
0.500 |
4.095 |
0.382 |
4.077 |
LOW |
4.020 |
0.618 |
3.927 |
1.000 |
3.870 |
1.618 |
3.777 |
2.618 |
3.627 |
4.250 |
3.383 |
|
|
Fisher Pivots for day following 17-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.119 |
4.150 |
PP |
4.107 |
4.144 |
S1 |
4.095 |
4.137 |
|