NYMEX Natural Gas Future January 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.020 |
4.052 |
0.032 |
0.8% |
4.444 |
| High |
4.110 |
4.250 |
0.140 |
3.4% |
4.547 |
| Low |
3.951 |
4.013 |
0.062 |
1.6% |
3.951 |
| Close |
4.066 |
4.237 |
0.171 |
4.2% |
4.066 |
| Range |
0.159 |
0.237 |
0.078 |
49.1% |
0.596 |
| ATR |
0.175 |
0.179 |
0.004 |
2.6% |
0.000 |
| Volume |
106,654 |
101,426 |
-5,228 |
-4.9% |
619,824 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.878 |
4.794 |
4.367 |
|
| R3 |
4.641 |
4.557 |
4.302 |
|
| R2 |
4.404 |
4.404 |
4.280 |
|
| R1 |
4.320 |
4.320 |
4.259 |
4.362 |
| PP |
4.167 |
4.167 |
4.167 |
4.188 |
| S1 |
4.083 |
4.083 |
4.215 |
4.125 |
| S2 |
3.930 |
3.930 |
4.194 |
|
| S3 |
3.693 |
3.846 |
4.172 |
|
| S4 |
3.456 |
3.609 |
4.107 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.976 |
5.617 |
4.394 |
|
| R3 |
5.380 |
5.021 |
4.230 |
|
| R2 |
4.784 |
4.784 |
4.175 |
|
| R1 |
4.425 |
4.425 |
4.121 |
4.307 |
| PP |
4.188 |
4.188 |
4.188 |
4.129 |
| S1 |
3.829 |
3.829 |
4.011 |
3.711 |
| S2 |
3.592 |
3.592 |
3.957 |
|
| S3 |
2.996 |
3.233 |
3.902 |
|
| S4 |
2.400 |
2.637 |
3.738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.439 |
3.951 |
0.488 |
11.5% |
0.180 |
4.3% |
59% |
False |
False |
114,008 |
| 10 |
4.637 |
3.951 |
0.686 |
16.2% |
0.191 |
4.5% |
42% |
False |
False |
131,125 |
| 20 |
4.637 |
3.951 |
0.686 |
16.2% |
0.180 |
4.3% |
42% |
False |
False |
119,739 |
| 40 |
4.637 |
3.853 |
0.784 |
18.5% |
0.176 |
4.2% |
49% |
False |
False |
90,810 |
| 60 |
4.637 |
3.853 |
0.784 |
18.5% |
0.151 |
3.6% |
49% |
False |
False |
74,062 |
| 80 |
4.681 |
3.853 |
0.828 |
19.5% |
0.144 |
3.4% |
46% |
False |
False |
61,103 |
| 100 |
5.468 |
3.853 |
1.615 |
38.1% |
0.137 |
3.2% |
24% |
False |
False |
52,215 |
| 120 |
5.611 |
3.853 |
1.758 |
41.5% |
0.135 |
3.2% |
22% |
False |
False |
45,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.257 |
|
2.618 |
4.870 |
|
1.618 |
4.633 |
|
1.000 |
4.487 |
|
0.618 |
4.396 |
|
HIGH |
4.250 |
|
0.618 |
4.159 |
|
0.500 |
4.132 |
|
0.382 |
4.104 |
|
LOW |
4.013 |
|
0.618 |
3.867 |
|
1.000 |
3.776 |
|
1.618 |
3.630 |
|
2.618 |
3.393 |
|
4.250 |
3.006 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.202 |
4.192 |
| PP |
4.167 |
4.146 |
| S1 |
4.132 |
4.101 |
|