NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.196 |
4.222 |
0.026 |
0.6% |
4.506 |
High |
4.278 |
4.264 |
-0.014 |
-0.3% |
4.546 |
Low |
4.126 |
4.195 |
0.069 |
1.7% |
4.078 |
Close |
4.280 |
4.246 |
-0.034 |
-0.8% |
4.188 |
Range |
0.152 |
0.069 |
-0.083 |
-54.6% |
0.468 |
ATR |
0.137 |
0.133 |
-0.004 |
-2.7% |
0.000 |
Volume |
4,721 |
4,478 |
-243 |
-5.1% |
25,704 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.442 |
4.413 |
4.284 |
|
R3 |
4.373 |
4.344 |
4.265 |
|
R2 |
4.304 |
4.304 |
4.259 |
|
R1 |
4.275 |
4.275 |
4.252 |
4.290 |
PP |
4.235 |
4.235 |
4.235 |
4.242 |
S1 |
4.206 |
4.206 |
4.240 |
4.221 |
S2 |
4.166 |
4.166 |
4.233 |
|
S3 |
4.097 |
4.137 |
4.227 |
|
S4 |
4.028 |
4.068 |
4.208 |
|
|
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 |
6.5% |
0.140 |
3.3% |
61% |
False |
False |
5,066 |
10 |
4.546 |
4.078 |
0.468 |
11.0% |
0.134 |
3.1% |
36% |
False |
False |
5,048 |
20 |
4.598 |
4.078 |
0.520 |
12.2% |
0.132 |
3.1% |
32% |
False |
False |
4,514 |
40 |
4.598 |
3.980 |
0.618 |
14.6% |
0.132 |
3.1% |
43% |
False |
False |
3,356 |
60 |
4.598 |
3.942 |
0.656 |
15.4% |
0.114 |
2.7% |
46% |
False |
False |
2,726 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.557 |
2.618 |
4.445 |
1.618 |
4.376 |
1.000 |
4.333 |
0.618 |
4.307 |
HIGH |
4.264 |
0.618 |
4.238 |
0.500 |
4.230 |
0.382 |
4.221 |
LOW |
4.195 |
0.618 |
4.152 |
1.000 |
4.126 |
1.618 |
4.083 |
2.618 |
4.014 |
4.250 |
3.902 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.241 |
4.238 |
PP |
4.235 |
4.230 |
S1 |
4.230 |
4.222 |
|