NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.452 |
4.506 |
0.054 |
1.2% |
4.425 |
High |
4.475 |
4.546 |
0.071 |
1.6% |
4.598 |
Low |
4.380 |
4.360 |
-0.020 |
-0.5% |
4.380 |
Close |
4.444 |
4.453 |
0.009 |
0.2% |
4.444 |
Range |
0.095 |
0.186 |
0.091 |
95.8% |
0.218 |
ATR |
0.125 |
0.130 |
0.004 |
3.5% |
0.000 |
Volume |
4,825 |
5,249 |
424 |
8.8% |
26,356 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.011 |
4.918 |
4.555 |
|
R3 |
4.825 |
4.732 |
4.504 |
|
R2 |
4.639 |
4.639 |
4.487 |
|
R1 |
4.546 |
4.546 |
4.470 |
4.500 |
PP |
4.453 |
4.453 |
4.453 |
4.430 |
S1 |
4.360 |
4.360 |
4.436 |
4.314 |
S2 |
4.267 |
4.267 |
4.419 |
|
S3 |
4.081 |
4.174 |
4.402 |
|
S4 |
3.895 |
3.988 |
4.351 |
|
|
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 |
4.360 |
0.238 |
5.3% |
0.149 |
3.3% |
39% |
False |
True |
5,731 |
10 |
4.598 |
4.180 |
0.418 |
9.4% |
0.123 |
2.8% |
65% |
False |
False |
4,730 |
20 |
4.598 |
3.980 |
0.618 |
13.9% |
0.132 |
3.0% |
77% |
False |
False |
3,515 |
40 |
4.598 |
3.942 |
0.656 |
14.7% |
0.122 |
2.7% |
78% |
False |
False |
2,609 |
60 |
4.598 |
3.942 |
0.656 |
14.7% |
0.107 |
2.4% |
78% |
False |
False |
2,219 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.337 |
2.618 |
5.033 |
1.618 |
4.847 |
1.000 |
4.732 |
0.618 |
4.661 |
HIGH |
4.546 |
0.618 |
4.475 |
0.500 |
4.453 |
0.382 |
4.431 |
LOW |
4.360 |
0.618 |
4.245 |
1.000 |
4.174 |
1.618 |
4.059 |
2.618 |
3.873 |
4.250 |
3.570 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.453 |
4.479 |
PP |
4.453 |
4.470 |
S1 |
4.453 |
4.462 |
|