NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.481 |
4.343 |
-0.138 |
-3.1% |
4.495 |
High |
4.485 |
4.382 |
-0.103 |
-2.3% |
4.657 |
Low |
4.374 |
4.326 |
-0.048 |
-1.1% |
4.437 |
Close |
4.374 |
4.352 |
-0.022 |
-0.5% |
4.497 |
Range |
0.111 |
0.056 |
-0.055 |
-49.5% |
0.220 |
ATR |
0.126 |
0.121 |
-0.005 |
-4.0% |
0.000 |
Volume |
2,952 |
2,656 |
-296 |
-10.0% |
17,259 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.521 |
4.493 |
4.383 |
|
R3 |
4.465 |
4.437 |
4.367 |
|
R2 |
4.409 |
4.409 |
4.362 |
|
R1 |
4.381 |
4.381 |
4.357 |
4.395 |
PP |
4.353 |
4.353 |
4.353 |
4.361 |
S1 |
4.325 |
4.325 |
4.347 |
4.339 |
S2 |
4.297 |
4.297 |
4.342 |
|
S3 |
4.241 |
4.269 |
4.337 |
|
S4 |
4.185 |
4.213 |
4.321 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.190 |
5.064 |
4.618 |
|
R3 |
4.970 |
4.844 |
4.558 |
|
R2 |
4.750 |
4.750 |
4.537 |
|
R1 |
4.624 |
4.624 |
4.517 |
4.687 |
PP |
4.530 |
4.530 |
4.530 |
4.562 |
S1 |
4.404 |
4.404 |
4.477 |
4.467 |
S2 |
4.310 |
4.310 |
4.457 |
|
S3 |
4.090 |
4.184 |
4.437 |
|
S4 |
3.870 |
3.964 |
4.376 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.620 |
2.618 |
4.529 |
1.618 |
4.473 |
1.000 |
4.438 |
0.618 |
4.417 |
HIGH |
4.382 |
0.618 |
4.361 |
0.500 |
4.354 |
0.382 |
4.347 |
LOW |
4.326 |
0.618 |
4.291 |
1.000 |
4.270 |
1.618 |
4.235 |
2.618 |
4.179 |
4.250 |
4.088 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.354 |
4.462 |
PP |
4.353 |
4.425 |
S1 |
4.353 |
4.389 |
|