NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 22-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.314 |
4.196 |
-0.118 |
-2.7% |
4.506 |
High |
4.317 |
4.278 |
-0.039 |
-0.9% |
4.546 |
Low |
4.193 |
4.126 |
-0.067 |
-1.6% |
4.078 |
Close |
4.195 |
4.280 |
0.085 |
2.0% |
4.188 |
Range |
0.124 |
0.152 |
0.028 |
22.6% |
0.468 |
ATR |
0.135 |
0.137 |
0.001 |
0.9% |
0.000 |
Volume |
5,791 |
4,721 |
-1,070 |
-18.5% |
25,704 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.684 |
4.634 |
4.364 |
|
R3 |
4.532 |
4.482 |
4.322 |
|
R2 |
4.380 |
4.380 |
4.308 |
|
R1 |
4.330 |
4.330 |
4.294 |
4.355 |
PP |
4.228 |
4.228 |
4.228 |
4.241 |
S1 |
4.178 |
4.178 |
4.266 |
4.203 |
S2 |
4.076 |
4.076 |
4.252 |
|
S3 |
3.924 |
4.026 |
4.238 |
|
S4 |
3.772 |
3.874 |
4.196 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.675 |
5.399 |
4.445 |
|
R3 |
5.207 |
4.931 |
4.317 |
|
R2 |
4.739 |
4.739 |
4.274 |
|
R1 |
4.463 |
4.463 |
4.231 |
4.367 |
PP |
4.271 |
4.271 |
4.271 |
4.223 |
S1 |
3.995 |
3.995 |
4.145 |
3.899 |
S2 |
3.803 |
3.803 |
4.102 |
|
S3 |
3.335 |
3.527 |
4.059 |
|
S4 |
2.867 |
3.059 |
3.931 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.352 |
4.078 |
0.274 |
6.4% |
0.159 |
3.7% |
74% |
False |
False |
4,838 |
10 |
4.598 |
4.078 |
0.520 |
12.1% |
0.144 |
3.4% |
39% |
False |
False |
5,372 |
20 |
4.598 |
4.078 |
0.520 |
12.1% |
0.135 |
3.2% |
39% |
False |
False |
4,428 |
40 |
4.598 |
3.980 |
0.618 |
14.4% |
0.133 |
3.1% |
49% |
False |
False |
3,297 |
60 |
4.598 |
3.942 |
0.656 |
15.3% |
0.114 |
2.7% |
52% |
False |
False |
2,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.924 |
2.618 |
4.676 |
1.618 |
4.524 |
1.000 |
4.430 |
0.618 |
4.372 |
HIGH |
4.278 |
0.618 |
4.220 |
0.500 |
4.202 |
0.382 |
4.184 |
LOW |
4.126 |
0.618 |
4.032 |
1.000 |
3.974 |
1.618 |
3.880 |
2.618 |
3.728 |
4.250 |
3.480 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.254 |
4.266 |
PP |
4.228 |
4.253 |
S1 |
4.202 |
4.239 |
|