NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.231 |
4.222 |
-0.009 |
-0.2% |
4.320 |
| High |
4.270 |
4.330 |
0.060 |
1.4% |
4.512 |
| Low |
4.150 |
4.181 |
0.031 |
0.7% |
4.292 |
| Close |
4.199 |
4.279 |
0.080 |
1.9% |
4.412 |
| Range |
0.120 |
0.149 |
0.029 |
24.2% |
0.220 |
| ATR |
0.155 |
0.155 |
0.000 |
-0.3% |
0.000 |
| Volume |
31,529 |
26,076 |
-5,453 |
-17.3% |
101,570 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.710 |
4.644 |
4.361 |
|
| R3 |
4.561 |
4.495 |
4.320 |
|
| R2 |
4.412 |
4.412 |
4.306 |
|
| R1 |
4.346 |
4.346 |
4.293 |
4.379 |
| PP |
4.263 |
4.263 |
4.263 |
4.280 |
| S1 |
4.197 |
4.197 |
4.265 |
4.230 |
| S2 |
4.114 |
4.114 |
4.252 |
|
| S3 |
3.965 |
4.048 |
4.238 |
|
| S4 |
3.816 |
3.899 |
4.197 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.065 |
4.959 |
4.533 |
|
| R3 |
4.845 |
4.739 |
4.473 |
|
| R2 |
4.625 |
4.625 |
4.452 |
|
| R1 |
4.519 |
4.519 |
4.432 |
4.572 |
| PP |
4.405 |
4.405 |
4.405 |
4.432 |
| S1 |
4.299 |
4.299 |
4.392 |
4.352 |
| S2 |
4.185 |
4.185 |
4.372 |
|
| S3 |
3.965 |
4.079 |
4.352 |
|
| S4 |
3.745 |
3.859 |
4.291 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.512 |
4.150 |
0.362 |
8.5% |
0.168 |
3.9% |
36% |
False |
False |
23,518 |
| 10 |
4.512 |
3.983 |
0.529 |
12.4% |
0.172 |
4.0% |
56% |
False |
False |
22,857 |
| 20 |
4.512 |
3.913 |
0.599 |
14.0% |
0.156 |
3.6% |
61% |
False |
False |
23,717 |
| 40 |
4.512 |
3.894 |
0.618 |
14.4% |
0.141 |
3.3% |
62% |
False |
False |
18,936 |
| 60 |
4.678 |
3.894 |
0.784 |
18.3% |
0.127 |
3.0% |
49% |
False |
False |
14,780 |
| 80 |
5.010 |
3.894 |
1.116 |
26.1% |
0.119 |
2.8% |
34% |
False |
False |
12,010 |
| 100 |
5.434 |
3.894 |
1.540 |
36.0% |
0.117 |
2.7% |
25% |
False |
False |
10,056 |
| 120 |
5.861 |
3.894 |
1.967 |
46.0% |
0.118 |
2.8% |
20% |
False |
False |
8,719 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.963 |
|
2.618 |
4.720 |
|
1.618 |
4.571 |
|
1.000 |
4.479 |
|
0.618 |
4.422 |
|
HIGH |
4.330 |
|
0.618 |
4.273 |
|
0.500 |
4.256 |
|
0.382 |
4.238 |
|
LOW |
4.181 |
|
0.618 |
4.089 |
|
1.000 |
4.032 |
|
1.618 |
3.940 |
|
2.618 |
3.791 |
|
4.250 |
3.548 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.271 |
4.325 |
| PP |
4.263 |
4.310 |
| S1 |
4.256 |
4.294 |
|