NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 10-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.578 |
4.452 |
-0.126 |
-2.8% |
4.425 |
High |
4.598 |
4.475 |
-0.123 |
-2.7% |
4.598 |
Low |
4.430 |
4.380 |
-0.050 |
-1.1% |
4.380 |
Close |
4.449 |
4.444 |
-0.005 |
-0.1% |
4.444 |
Range |
0.168 |
0.095 |
-0.073 |
-43.5% |
0.218 |
ATR |
0.128 |
0.125 |
-0.002 |
-1.8% |
0.000 |
Volume |
7,716 |
4,825 |
-2,891 |
-37.5% |
26,356 |
|
Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.718 |
4.676 |
4.496 |
|
R3 |
4.623 |
4.581 |
4.470 |
|
R2 |
4.528 |
4.528 |
4.461 |
|
R1 |
4.486 |
4.486 |
4.453 |
4.460 |
PP |
4.433 |
4.433 |
4.433 |
4.420 |
S1 |
4.391 |
4.391 |
4.435 |
4.365 |
S2 |
4.338 |
4.338 |
4.427 |
|
S3 |
4.243 |
4.296 |
4.418 |
|
S4 |
4.148 |
4.201 |
4.392 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.128 |
5.004 |
4.564 |
|
R3 |
4.910 |
4.786 |
4.504 |
|
R2 |
4.692 |
4.692 |
4.484 |
|
R1 |
4.568 |
4.568 |
4.464 |
4.630 |
PP |
4.474 |
4.474 |
4.474 |
4.505 |
S1 |
4.350 |
4.350 |
4.424 |
4.412 |
S2 |
4.256 |
4.256 |
4.404 |
|
S3 |
4.038 |
4.132 |
4.384 |
|
S4 |
3.820 |
3.914 |
4.324 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.598 |
4.380 |
0.218 |
4.9% |
0.132 |
3.0% |
29% |
False |
True |
5,271 |
10 |
4.598 |
4.180 |
0.418 |
9.4% |
0.130 |
2.9% |
63% |
False |
False |
4,270 |
20 |
4.598 |
3.980 |
0.618 |
13.9% |
0.128 |
2.9% |
75% |
False |
False |
3,355 |
40 |
4.598 |
3.942 |
0.656 |
14.8% |
0.120 |
2.7% |
77% |
False |
False |
2,528 |
60 |
4.598 |
3.942 |
0.656 |
14.8% |
0.105 |
2.4% |
77% |
False |
False |
2,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.879 |
2.618 |
4.724 |
1.618 |
4.629 |
1.000 |
4.570 |
0.618 |
4.534 |
HIGH |
4.475 |
0.618 |
4.439 |
0.500 |
4.428 |
0.382 |
4.416 |
LOW |
4.380 |
0.618 |
4.321 |
1.000 |
4.285 |
1.618 |
4.226 |
2.618 |
4.131 |
4.250 |
3.976 |
|
|
Fisher Pivots for day following 10-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.439 |
4.489 |
PP |
4.433 |
4.474 |
S1 |
4.428 |
4.459 |
|