NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 29-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.178 |
4.275 |
0.097 |
2.3% |
4.077 |
High |
4.332 |
4.342 |
0.010 |
0.2% |
4.299 |
Low |
4.175 |
4.239 |
0.064 |
1.5% |
4.066 |
Close |
4.303 |
4.322 |
0.019 |
0.4% |
4.193 |
Range |
0.157 |
0.103 |
-0.054 |
-34.4% |
0.233 |
ATR |
0.137 |
0.134 |
-0.002 |
-1.8% |
0.000 |
Volume |
3,180 |
5,920 |
2,740 |
86.2% |
27,903 |
|
Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.610 |
4.569 |
4.379 |
|
R3 |
4.507 |
4.466 |
4.350 |
|
R2 |
4.404 |
4.404 |
4.341 |
|
R1 |
4.363 |
4.363 |
4.331 |
4.384 |
PP |
4.301 |
4.301 |
4.301 |
4.311 |
S1 |
4.260 |
4.260 |
4.313 |
4.281 |
S2 |
4.198 |
4.198 |
4.303 |
|
S3 |
4.095 |
4.157 |
4.294 |
|
S4 |
3.992 |
4.054 |
4.265 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.885 |
4.772 |
4.321 |
|
R3 |
4.652 |
4.539 |
4.257 |
|
R2 |
4.419 |
4.419 |
4.236 |
|
R1 |
4.306 |
4.306 |
4.214 |
4.363 |
PP |
4.186 |
4.186 |
4.186 |
4.214 |
S1 |
4.073 |
4.073 |
4.172 |
4.130 |
S2 |
3.953 |
3.953 |
4.150 |
|
S3 |
3.720 |
3.840 |
4.129 |
|
S4 |
3.487 |
3.607 |
4.065 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.342 |
4.066 |
0.276 |
6.4% |
0.120 |
2.8% |
93% |
True |
False |
5,476 |
10 |
4.342 |
4.020 |
0.322 |
7.5% |
0.133 |
3.1% |
94% |
True |
False |
6,650 |
20 |
4.566 |
4.020 |
0.546 |
12.6% |
0.133 |
3.1% |
55% |
False |
False |
8,424 |
40 |
4.566 |
3.919 |
0.647 |
15.0% |
0.131 |
3.0% |
62% |
False |
False |
6,978 |
60 |
4.566 |
3.882 |
0.684 |
15.8% |
0.119 |
2.8% |
64% |
False |
False |
5,664 |
80 |
4.566 |
3.882 |
0.684 |
15.8% |
0.109 |
2.5% |
64% |
False |
False |
4,763 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.780 |
2.618 |
4.612 |
1.618 |
4.509 |
1.000 |
4.445 |
0.618 |
4.406 |
HIGH |
4.342 |
0.618 |
4.303 |
0.500 |
4.291 |
0.382 |
4.278 |
LOW |
4.239 |
0.618 |
4.175 |
1.000 |
4.136 |
1.618 |
4.072 |
2.618 |
3.969 |
4.250 |
3.801 |
|
|
Fisher Pivots for day following 29-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.312 |
4.290 |
PP |
4.301 |
4.258 |
S1 |
4.291 |
4.226 |
|