NYMEX Natural Gas Future August 2011
Trading Metrics calculated at close of trading on 27-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
4.332 |
4.300 |
-0.032 |
-0.7% |
4.264 |
High |
4.372 |
4.365 |
-0.007 |
-0.2% |
4.461 |
Low |
4.314 |
4.285 |
-0.029 |
-0.7% |
4.242 |
Close |
4.357 |
4.363 |
0.006 |
0.1% |
4.357 |
Range |
0.058 |
0.080 |
0.022 |
37.9% |
0.219 |
ATR |
0.123 |
0.120 |
-0.003 |
-2.5% |
0.000 |
Volume |
1,505 |
1,142 |
-363 |
-24.1% |
9,709 |
|
Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.578 |
4.550 |
4.407 |
|
R3 |
4.498 |
4.470 |
4.385 |
|
R2 |
4.418 |
4.418 |
4.378 |
|
R1 |
4.390 |
4.390 |
4.370 |
4.404 |
PP |
4.338 |
4.338 |
4.338 |
4.345 |
S1 |
4.310 |
4.310 |
4.356 |
4.324 |
S2 |
4.258 |
4.258 |
4.348 |
|
S3 |
4.178 |
4.230 |
4.341 |
|
S4 |
4.098 |
4.150 |
4.319 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.010 |
4.903 |
4.477 |
|
R3 |
4.791 |
4.684 |
4.417 |
|
R2 |
4.572 |
4.572 |
4.397 |
|
R1 |
4.465 |
4.465 |
4.377 |
4.519 |
PP |
4.353 |
4.353 |
4.353 |
4.380 |
S1 |
4.246 |
4.246 |
4.337 |
4.300 |
S2 |
4.134 |
4.134 |
4.317 |
|
S3 |
3.915 |
4.027 |
4.297 |
|
S4 |
3.696 |
3.808 |
4.237 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.705 |
2.618 |
4.574 |
1.618 |
4.494 |
1.000 |
4.445 |
0.618 |
4.414 |
HIGH |
4.365 |
0.618 |
4.334 |
0.500 |
4.325 |
0.382 |
4.316 |
LOW |
4.285 |
0.618 |
4.236 |
1.000 |
4.205 |
1.618 |
4.156 |
2.618 |
4.076 |
4.250 |
3.945 |
|
|
Fisher Pivots for day following 27-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
4.350 |
4.347 |
PP |
4.338 |
4.331 |
S1 |
4.325 |
4.315 |
|