NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.255 |
4.242 |
-0.013 |
-0.3% |
4.385 |
| High |
4.278 |
4.242 |
-0.036 |
-0.8% |
4.637 |
| Low |
4.193 |
4.010 |
-0.183 |
-4.4% |
4.344 |
| Close |
4.222 |
4.048 |
-0.174 |
-4.1% |
4.417 |
| Range |
0.085 |
0.232 |
0.147 |
172.9% |
0.293 |
| ATR |
0.171 |
0.176 |
0.004 |
2.5% |
0.000 |
| Volume |
113,983 |
130,183 |
16,200 |
14.2% |
731,292 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.796 |
4.654 |
4.176 |
|
| R3 |
4.564 |
4.422 |
4.112 |
|
| R2 |
4.332 |
4.332 |
4.091 |
|
| R1 |
4.190 |
4.190 |
4.069 |
4.145 |
| PP |
4.100 |
4.100 |
4.100 |
4.078 |
| S1 |
3.958 |
3.958 |
4.027 |
3.913 |
| S2 |
3.868 |
3.868 |
4.005 |
|
| S3 |
3.636 |
3.726 |
3.984 |
|
| S4 |
3.404 |
3.494 |
3.920 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.345 |
5.174 |
4.578 |
|
| R3 |
5.052 |
4.881 |
4.498 |
|
| R2 |
4.759 |
4.759 |
4.471 |
|
| R1 |
4.588 |
4.588 |
4.444 |
4.674 |
| PP |
4.466 |
4.466 |
4.466 |
4.509 |
| S1 |
4.295 |
4.295 |
4.390 |
4.381 |
| S2 |
4.173 |
4.173 |
4.363 |
|
| S3 |
3.880 |
4.002 |
4.336 |
|
| S4 |
3.587 |
3.709 |
4.256 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.547 |
4.010 |
0.537 |
13.3% |
0.173 |
4.3% |
7% |
False |
True |
128,096 |
| 10 |
4.637 |
4.010 |
0.627 |
15.5% |
0.178 |
4.4% |
6% |
False |
True |
132,876 |
| 20 |
4.637 |
4.010 |
0.627 |
15.5% |
0.179 |
4.4% |
6% |
False |
True |
117,618 |
| 40 |
4.637 |
3.853 |
0.784 |
19.4% |
0.174 |
4.3% |
25% |
False |
False |
87,261 |
| 60 |
4.637 |
3.853 |
0.784 |
19.4% |
0.149 |
3.7% |
25% |
False |
False |
71,329 |
| 80 |
4.681 |
3.853 |
0.828 |
20.5% |
0.142 |
3.5% |
24% |
False |
False |
58,899 |
| 100 |
5.468 |
3.853 |
1.615 |
39.9% |
0.136 |
3.4% |
12% |
False |
False |
50,570 |
| 120 |
5.624 |
3.853 |
1.771 |
43.8% |
0.134 |
3.3% |
11% |
False |
False |
44,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.228 |
|
2.618 |
4.849 |
|
1.618 |
4.617 |
|
1.000 |
4.474 |
|
0.618 |
4.385 |
|
HIGH |
4.242 |
|
0.618 |
4.153 |
|
0.500 |
4.126 |
|
0.382 |
4.099 |
|
LOW |
4.010 |
|
0.618 |
3.867 |
|
1.000 |
3.778 |
|
1.618 |
3.635 |
|
2.618 |
3.403 |
|
4.250 |
3.024 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.126 |
4.225 |
| PP |
4.100 |
4.166 |
| S1 |
4.074 |
4.107 |
|