NYMEX Natural Gas Future September 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 |
4.427 |
4.280 |
-0.147 |
-3.3% |
4.599 |
High |
4.443 |
4.400 |
-0.043 |
-1.0% |
4.646 |
Low |
4.322 |
4.250 |
-0.072 |
-1.7% |
4.209 |
Close |
4.323 |
4.399 |
0.076 |
1.8% |
4.317 |
Range |
0.121 |
0.150 |
0.029 |
24.0% |
0.437 |
ATR |
|
|
|
|
|
Volume |
2,788 |
1,310 |
-1,478 |
-53.0% |
8,390 |
|
Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.800 |
4.749 |
4.482 |
|
R3 |
4.650 |
4.599 |
4.440 |
|
R2 |
4.500 |
4.500 |
4.427 |
|
R1 |
4.449 |
4.449 |
4.413 |
4.475 |
PP |
4.350 |
4.350 |
4.350 |
4.362 |
S1 |
4.299 |
4.299 |
4.385 |
4.325 |
S2 |
4.200 |
4.200 |
4.372 |
|
S3 |
4.050 |
4.149 |
4.358 |
|
S4 |
3.900 |
3.999 |
4.317 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.702 |
5.446 |
4.557 |
|
R3 |
5.265 |
5.009 |
4.437 |
|
R2 |
4.828 |
4.828 |
4.397 |
|
R1 |
4.572 |
4.572 |
4.357 |
4.482 |
PP |
4.391 |
4.391 |
4.391 |
4.345 |
S1 |
4.135 |
4.135 |
4.277 |
4.045 |
S2 |
3.954 |
3.954 |
4.237 |
|
S3 |
3.517 |
3.698 |
4.197 |
|
S4 |
3.080 |
3.261 |
4.077 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.038 |
2.618 |
4.793 |
1.618 |
4.643 |
1.000 |
4.550 |
0.618 |
4.493 |
HIGH |
4.400 |
0.618 |
4.343 |
0.500 |
4.325 |
0.382 |
4.307 |
LOW |
4.250 |
0.618 |
4.157 |
1.000 |
4.100 |
1.618 |
4.007 |
2.618 |
3.857 |
4.250 |
3.613 |
|
|
Fisher Pivots for day following 22-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.374 |
4.387 |
PP |
4.350 |
4.374 |
S1 |
4.325 |
4.362 |
|