NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.196 |
4.310 |
0.114 |
2.7% |
4.325 |
| High |
4.324 |
4.377 |
0.053 |
1.2% |
4.515 |
| Low |
4.164 |
4.197 |
0.033 |
0.8% |
4.285 |
| Close |
4.269 |
4.343 |
0.074 |
1.7% |
4.399 |
| Range |
0.160 |
0.180 |
0.020 |
12.5% |
0.230 |
| ATR |
0.167 |
0.168 |
0.001 |
0.5% |
0.000 |
| Volume |
112,510 |
129,223 |
16,713 |
14.9% |
397,919 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.846 |
4.774 |
4.442 |
|
| R3 |
4.666 |
4.594 |
4.393 |
|
| R2 |
4.486 |
4.486 |
4.376 |
|
| R1 |
4.414 |
4.414 |
4.360 |
4.450 |
| PP |
4.306 |
4.306 |
4.306 |
4.324 |
| S1 |
4.234 |
4.234 |
4.327 |
4.270 |
| S2 |
4.126 |
4.126 |
4.310 |
|
| S3 |
3.946 |
4.054 |
4.294 |
|
| S4 |
3.766 |
3.874 |
4.244 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.090 |
4.974 |
4.526 |
|
| R3 |
4.860 |
4.744 |
4.462 |
|
| R2 |
4.630 |
4.630 |
4.441 |
|
| R1 |
4.514 |
4.514 |
4.420 |
4.572 |
| PP |
4.400 |
4.400 |
4.400 |
4.429 |
| S1 |
4.284 |
4.284 |
4.378 |
4.342 |
| S2 |
4.170 |
4.170 |
4.357 |
|
| S3 |
3.940 |
4.054 |
4.336 |
|
| S4 |
3.710 |
3.824 |
4.273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.487 |
4.126 |
0.361 |
8.3% |
0.184 |
4.2% |
60% |
False |
False |
115,478 |
| 10 |
4.515 |
4.035 |
0.480 |
11.1% |
0.180 |
4.1% |
64% |
False |
False |
102,360 |
| 20 |
4.515 |
3.853 |
0.662 |
15.2% |
0.173 |
4.0% |
74% |
False |
False |
88,480 |
| 40 |
4.515 |
3.853 |
0.662 |
15.2% |
0.153 |
3.5% |
74% |
False |
False |
68,167 |
| 60 |
4.681 |
3.853 |
0.828 |
19.1% |
0.139 |
3.2% |
59% |
False |
False |
53,036 |
| 80 |
5.010 |
3.853 |
1.157 |
26.6% |
0.131 |
3.0% |
42% |
False |
False |
44,169 |
| 100 |
5.468 |
3.853 |
1.615 |
37.2% |
0.129 |
3.0% |
30% |
False |
False |
38,611 |
| 120 |
5.949 |
3.853 |
2.096 |
48.3% |
0.131 |
3.0% |
23% |
False |
False |
34,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.142 |
|
2.618 |
4.848 |
|
1.618 |
4.668 |
|
1.000 |
4.557 |
|
0.618 |
4.488 |
|
HIGH |
4.377 |
|
0.618 |
4.308 |
|
0.500 |
4.287 |
|
0.382 |
4.266 |
|
LOW |
4.197 |
|
0.618 |
4.086 |
|
1.000 |
4.017 |
|
1.618 |
3.906 |
|
2.618 |
3.726 |
|
4.250 |
3.432 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.324 |
4.313 |
| PP |
4.306 |
4.282 |
| S1 |
4.287 |
4.252 |
|