NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.468 |
4.430 |
-0.038 |
-0.9% |
4.423 |
High |
4.517 |
4.580 |
0.063 |
1.4% |
4.465 |
Low |
4.396 |
4.407 |
0.011 |
0.3% |
4.180 |
Close |
4.414 |
4.577 |
0.163 |
3.7% |
4.372 |
Range |
0.121 |
0.173 |
0.052 |
43.0% |
0.285 |
ATR |
0.121 |
0.124 |
0.004 |
3.1% |
0.000 |
Volume |
6,152 |
4,715 |
-1,437 |
-23.4% |
16,351 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.040 |
4.982 |
4.672 |
|
R3 |
4.867 |
4.809 |
4.625 |
|
R2 |
4.694 |
4.694 |
4.609 |
|
R1 |
4.636 |
4.636 |
4.593 |
4.665 |
PP |
4.521 |
4.521 |
4.521 |
4.536 |
S1 |
4.463 |
4.463 |
4.561 |
4.492 |
S2 |
4.348 |
4.348 |
4.545 |
|
S3 |
4.175 |
4.290 |
4.529 |
|
S4 |
4.002 |
4.117 |
4.482 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.194 |
5.068 |
4.529 |
|
R3 |
4.909 |
4.783 |
4.450 |
|
R2 |
4.624 |
4.624 |
4.424 |
|
R1 |
4.498 |
4.498 |
4.398 |
4.419 |
PP |
4.339 |
4.339 |
4.339 |
4.299 |
S1 |
4.213 |
4.213 |
4.346 |
4.134 |
S2 |
4.054 |
4.054 |
4.320 |
|
S3 |
3.769 |
3.928 |
4.294 |
|
S4 |
3.484 |
3.643 |
4.215 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.580 |
4.238 |
0.342 |
7.5% |
0.117 |
2.6% |
99% |
True |
False |
4,514 |
10 |
4.580 |
4.180 |
0.400 |
8.7% |
0.126 |
2.8% |
99% |
True |
False |
3,485 |
20 |
4.580 |
3.980 |
0.600 |
13.1% |
0.130 |
2.8% |
100% |
True |
False |
2,914 |
40 |
4.580 |
3.942 |
0.638 |
13.9% |
0.117 |
2.6% |
100% |
True |
False |
2,300 |
60 |
4.584 |
3.942 |
0.642 |
14.0% |
0.105 |
2.3% |
99% |
False |
False |
1,995 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.315 |
2.618 |
5.033 |
1.618 |
4.860 |
1.000 |
4.753 |
0.618 |
4.687 |
HIGH |
4.580 |
0.618 |
4.514 |
0.500 |
4.494 |
0.382 |
4.473 |
LOW |
4.407 |
0.618 |
4.300 |
1.000 |
4.234 |
1.618 |
4.127 |
2.618 |
3.954 |
4.250 |
3.672 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.549 |
4.547 |
PP |
4.521 |
4.516 |
S1 |
4.494 |
4.486 |
|