NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.506 |
4.449 |
-0.057 |
-1.3% |
4.425 |
High |
4.546 |
4.449 |
-0.097 |
-2.1% |
4.598 |
Low |
4.360 |
4.313 |
-0.047 |
-1.1% |
4.380 |
Close |
4.453 |
4.316 |
-0.137 |
-3.1% |
4.444 |
Range |
0.186 |
0.136 |
-0.050 |
-26.9% |
0.218 |
ATR |
0.130 |
0.130 |
0.001 |
0.6% |
0.000 |
Volume |
5,249 |
5,750 |
501 |
9.5% |
26,356 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.767 |
4.678 |
4.391 |
|
R3 |
4.631 |
4.542 |
4.353 |
|
R2 |
4.495 |
4.495 |
4.341 |
|
R1 |
4.406 |
4.406 |
4.328 |
4.383 |
PP |
4.359 |
4.359 |
4.359 |
4.348 |
S1 |
4.270 |
4.270 |
4.304 |
4.247 |
S2 |
4.223 |
4.223 |
4.291 |
|
S3 |
4.087 |
4.134 |
4.279 |
|
S4 |
3.951 |
3.998 |
4.241 |
|
|
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 |
4.313 |
0.285 |
6.6% |
0.152 |
3.5% |
1% |
False |
True |
5,651 |
10 |
4.598 |
4.210 |
0.388 |
9.0% |
0.127 |
2.9% |
27% |
False |
False |
4,926 |
20 |
4.598 |
4.033 |
0.565 |
13.1% |
0.133 |
3.1% |
50% |
False |
False |
3,686 |
40 |
4.598 |
3.942 |
0.656 |
15.2% |
0.125 |
2.9% |
57% |
False |
False |
2,712 |
60 |
4.598 |
3.942 |
0.656 |
15.2% |
0.107 |
2.5% |
57% |
False |
False |
2,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.027 |
2.618 |
4.805 |
1.618 |
4.669 |
1.000 |
4.585 |
0.618 |
4.533 |
HIGH |
4.449 |
0.618 |
4.397 |
0.500 |
4.381 |
0.382 |
4.365 |
LOW |
4.313 |
0.618 |
4.229 |
1.000 |
4.177 |
1.618 |
4.093 |
2.618 |
3.957 |
4.250 |
3.735 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.381 |
4.430 |
PP |
4.359 |
4.392 |
S1 |
4.338 |
4.354 |
|