NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 21-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.221 |
4.375 |
0.154 |
3.6% |
4.595 |
High |
4.421 |
4.388 |
-0.033 |
-0.7% |
4.598 |
Low |
4.220 |
4.266 |
0.046 |
1.1% |
4.147 |
Close |
4.406 |
4.268 |
-0.138 |
-3.1% |
4.258 |
Range |
0.201 |
0.122 |
-0.079 |
-39.3% |
0.451 |
ATR |
0.130 |
0.131 |
0.001 |
0.5% |
0.000 |
Volume |
3,920 |
3,173 |
-747 |
-19.1% |
14,130 |
|
Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.673 |
4.593 |
4.335 |
|
R3 |
4.551 |
4.471 |
4.302 |
|
R2 |
4.429 |
4.429 |
4.290 |
|
R1 |
4.349 |
4.349 |
4.279 |
4.328 |
PP |
4.307 |
4.307 |
4.307 |
4.297 |
S1 |
4.227 |
4.227 |
4.257 |
4.206 |
S2 |
4.185 |
4.185 |
4.246 |
|
S3 |
4.063 |
4.105 |
4.234 |
|
S4 |
3.941 |
3.983 |
4.201 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.687 |
5.424 |
4.506 |
|
R3 |
5.236 |
4.973 |
4.382 |
|
R2 |
4.785 |
4.785 |
4.341 |
|
R1 |
4.522 |
4.522 |
4.299 |
4.428 |
PP |
4.334 |
4.334 |
4.334 |
4.288 |
S1 |
4.071 |
4.071 |
4.217 |
3.977 |
S2 |
3.883 |
3.883 |
4.175 |
|
S3 |
3.432 |
3.620 |
4.134 |
|
S4 |
2.981 |
3.169 |
4.010 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.907 |
2.618 |
4.707 |
1.618 |
4.585 |
1.000 |
4.510 |
0.618 |
4.463 |
HIGH |
4.388 |
0.618 |
4.341 |
0.500 |
4.327 |
0.382 |
4.313 |
LOW |
4.266 |
0.618 |
4.191 |
1.000 |
4.144 |
1.618 |
4.069 |
2.618 |
3.947 |
4.250 |
3.748 |
|
|
Fisher Pivots for day following 21-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.327 |
4.284 |
PP |
4.307 |
4.279 |
S1 |
4.288 |
4.273 |
|