NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.153 |
4.163 |
0.010 |
0.2% |
4.486 |
High |
4.230 |
4.215 |
-0.015 |
-0.4% |
4.510 |
Low |
4.066 |
4.149 |
0.083 |
2.0% |
4.020 |
Close |
4.229 |
4.193 |
-0.036 |
-0.9% |
4.131 |
Range |
0.164 |
0.066 |
-0.098 |
-59.8% |
0.490 |
ATR |
0.142 |
0.137 |
-0.004 |
-3.1% |
0.000 |
Volume |
5,975 |
7,389 |
1,414 |
23.7% |
45,515 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.384 |
4.354 |
4.229 |
|
R3 |
4.318 |
4.288 |
4.211 |
|
R2 |
4.252 |
4.252 |
4.205 |
|
R1 |
4.222 |
4.222 |
4.199 |
4.237 |
PP |
4.186 |
4.186 |
4.186 |
4.193 |
S1 |
4.156 |
4.156 |
4.187 |
4.171 |
S2 |
4.120 |
4.120 |
4.181 |
|
S3 |
4.054 |
4.090 |
4.175 |
|
S4 |
3.988 |
4.024 |
4.157 |
|
|
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 |
4.299 |
4.020 |
0.279 |
6.7% |
0.147 |
3.5% |
62% |
False |
False |
7,190 |
10 |
4.510 |
4.020 |
0.490 |
11.7% |
0.136 |
3.2% |
35% |
False |
False |
8,523 |
20 |
4.566 |
4.020 |
0.546 |
13.0% |
0.136 |
3.2% |
32% |
False |
False |
8,796 |
40 |
4.566 |
3.919 |
0.647 |
15.4% |
0.137 |
3.3% |
42% |
False |
False |
6,941 |
60 |
4.566 |
3.882 |
0.684 |
16.3% |
0.117 |
2.8% |
45% |
False |
False |
5,561 |
80 |
4.566 |
3.882 |
0.684 |
16.3% |
0.108 |
2.6% |
45% |
False |
False |
4,711 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.496 |
2.618 |
4.388 |
1.618 |
4.322 |
1.000 |
4.281 |
0.618 |
4.256 |
HIGH |
4.215 |
0.618 |
4.190 |
0.500 |
4.182 |
0.382 |
4.174 |
LOW |
4.149 |
0.618 |
4.108 |
1.000 |
4.083 |
1.618 |
4.042 |
2.618 |
3.976 |
4.250 |
3.869 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.189 |
4.185 |
PP |
4.186 |
4.177 |
S1 |
4.182 |
4.169 |
|