NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.430 |
4.578 |
0.148 |
3.3% |
4.423 |
High |
4.580 |
4.598 |
0.018 |
0.4% |
4.465 |
Low |
4.407 |
4.430 |
0.023 |
0.5% |
4.180 |
Close |
4.577 |
4.449 |
-0.128 |
-2.8% |
4.372 |
Range |
0.173 |
0.168 |
-0.005 |
-2.9% |
0.285 |
ATR |
0.124 |
0.128 |
0.003 |
2.5% |
0.000 |
Volume |
4,715 |
7,716 |
3,001 |
63.6% |
16,351 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.996 |
4.891 |
4.541 |
|
R3 |
4.828 |
4.723 |
4.495 |
|
R2 |
4.660 |
4.660 |
4.480 |
|
R1 |
4.555 |
4.555 |
4.464 |
4.524 |
PP |
4.492 |
4.492 |
4.492 |
4.477 |
S1 |
4.387 |
4.387 |
4.434 |
4.356 |
S2 |
4.324 |
4.324 |
4.418 |
|
S3 |
4.156 |
4.219 |
4.403 |
|
S4 |
3.988 |
4.051 |
4.357 |
|
|
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 |
4.598 |
4.316 |
0.282 |
6.3% |
0.126 |
2.8% |
47% |
True |
False |
5,316 |
10 |
4.598 |
4.180 |
0.418 |
9.4% |
0.131 |
2.9% |
64% |
True |
False |
3,980 |
20 |
4.598 |
3.980 |
0.618 |
13.9% |
0.131 |
3.0% |
76% |
True |
False |
3,223 |
40 |
4.598 |
3.942 |
0.656 |
14.7% |
0.119 |
2.7% |
77% |
True |
False |
2,442 |
60 |
4.598 |
3.942 |
0.656 |
14.7% |
0.107 |
2.4% |
77% |
True |
False |
2,106 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.312 |
2.618 |
5.038 |
1.618 |
4.870 |
1.000 |
4.766 |
0.618 |
4.702 |
HIGH |
4.598 |
0.618 |
4.534 |
0.500 |
4.514 |
0.382 |
4.494 |
LOW |
4.430 |
0.618 |
4.326 |
1.000 |
4.262 |
1.618 |
4.158 |
2.618 |
3.990 |
4.250 |
3.716 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.514 |
4.497 |
PP |
4.492 |
4.481 |
S1 |
4.471 |
4.465 |
|