NYMEX Natural Gas Future September 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 |
4.280 |
4.355 |
0.075 |
1.8% |
4.599 |
High |
4.400 |
4.384 |
-0.016 |
-0.4% |
4.646 |
Low |
4.250 |
4.320 |
0.070 |
1.6% |
4.209 |
Close |
4.399 |
4.368 |
-0.031 |
-0.7% |
4.317 |
Range |
0.150 |
0.064 |
-0.086 |
-57.3% |
0.437 |
ATR |
|
|
|
|
|
Volume |
1,310 |
1,079 |
-231 |
-17.6% |
8,390 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.549 |
4.523 |
4.403 |
|
R3 |
4.485 |
4.459 |
4.386 |
|
R2 |
4.421 |
4.421 |
4.380 |
|
R1 |
4.395 |
4.395 |
4.374 |
4.408 |
PP |
4.357 |
4.357 |
4.357 |
4.364 |
S1 |
4.331 |
4.331 |
4.362 |
4.344 |
S2 |
4.293 |
4.293 |
4.356 |
|
S3 |
4.229 |
4.267 |
4.350 |
|
S4 |
4.165 |
4.203 |
4.333 |
|
|
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 |
4.656 |
2.618 |
4.552 |
1.618 |
4.488 |
1.000 |
4.448 |
0.618 |
4.424 |
HIGH |
4.384 |
0.618 |
4.360 |
0.500 |
4.352 |
0.382 |
4.344 |
LOW |
4.320 |
0.618 |
4.280 |
1.000 |
4.256 |
1.618 |
4.216 |
2.618 |
4.152 |
4.250 |
4.048 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.363 |
4.361 |
PP |
4.357 |
4.354 |
S1 |
4.352 |
4.347 |
|