NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.344 |
4.404 |
0.060 |
1.4% |
4.142 |
High |
4.382 |
4.429 |
0.047 |
1.1% |
4.352 |
Low |
4.296 |
4.317 |
0.021 |
0.5% |
4.126 |
Close |
4.364 |
4.407 |
0.043 |
1.0% |
4.246 |
Range |
0.086 |
0.112 |
0.026 |
30.2% |
0.226 |
ATR |
0.128 |
0.126 |
-0.001 |
-0.9% |
0.000 |
Volume |
3,005 |
3,308 |
303 |
10.1% |
19,954 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.720 |
4.676 |
4.469 |
|
R3 |
4.608 |
4.564 |
4.438 |
|
R2 |
4.496 |
4.496 |
4.428 |
|
R1 |
4.452 |
4.452 |
4.417 |
4.474 |
PP |
4.384 |
4.384 |
4.384 |
4.396 |
S1 |
4.340 |
4.340 |
4.397 |
4.362 |
S2 |
4.272 |
4.272 |
4.386 |
|
S3 |
4.160 |
4.228 |
4.376 |
|
S4 |
4.048 |
4.116 |
4.345 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.919 |
4.809 |
4.370 |
|
R3 |
4.693 |
4.583 |
4.308 |
|
R2 |
4.467 |
4.467 |
4.287 |
|
R1 |
4.357 |
4.357 |
4.267 |
4.412 |
PP |
4.241 |
4.241 |
4.241 |
4.269 |
S1 |
4.131 |
4.131 |
4.225 |
4.186 |
S2 |
4.015 |
4.015 |
4.205 |
|
S3 |
3.789 |
3.905 |
4.184 |
|
S4 |
3.563 |
3.679 |
4.122 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.429 |
4.172 |
0.257 |
5.8% |
0.100 |
2.3% |
91% |
True |
False |
3,134 |
10 |
4.429 |
4.078 |
0.351 |
8.0% |
0.129 |
2.9% |
94% |
True |
False |
3,986 |
20 |
4.598 |
4.078 |
0.520 |
11.8% |
0.126 |
2.9% |
63% |
False |
False |
4,598 |
40 |
4.598 |
3.980 |
0.618 |
14.0% |
0.126 |
2.9% |
69% |
False |
False |
3,433 |
60 |
4.598 |
3.942 |
0.656 |
14.9% |
0.116 |
2.6% |
71% |
False |
False |
2,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.905 |
2.618 |
4.722 |
1.618 |
4.610 |
1.000 |
4.541 |
0.618 |
4.498 |
HIGH |
4.429 |
0.618 |
4.386 |
0.500 |
4.373 |
0.382 |
4.360 |
LOW |
4.317 |
0.618 |
4.248 |
1.000 |
4.205 |
1.618 |
4.136 |
2.618 |
4.024 |
4.250 |
3.841 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.396 |
4.380 |
PP |
4.384 |
4.353 |
S1 |
4.373 |
4.326 |
|