NYMEX Natural Gas Future February 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 |
4.222 |
4.310 |
0.088 |
2.1% |
4.320 |
| High |
4.330 |
4.383 |
0.053 |
1.2% |
4.512 |
| Low |
4.181 |
4.209 |
0.028 |
0.7% |
4.292 |
| Close |
4.279 |
4.350 |
0.071 |
1.7% |
4.412 |
| Range |
0.149 |
0.174 |
0.025 |
16.8% |
0.220 |
| ATR |
0.155 |
0.156 |
0.001 |
0.9% |
0.000 |
| Volume |
26,076 |
33,397 |
7,321 |
28.1% |
101,570 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.836 |
4.767 |
4.446 |
|
| R3 |
4.662 |
4.593 |
4.398 |
|
| R2 |
4.488 |
4.488 |
4.382 |
|
| R1 |
4.419 |
4.419 |
4.366 |
4.454 |
| PP |
4.314 |
4.314 |
4.314 |
4.331 |
| S1 |
4.245 |
4.245 |
4.334 |
4.280 |
| S2 |
4.140 |
4.140 |
4.318 |
|
| S3 |
3.966 |
4.071 |
4.302 |
|
| S4 |
3.792 |
3.897 |
4.254 |
|
|
| 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 |
4.500 |
4.150 |
0.350 |
8.0% |
0.170 |
3.9% |
57% |
False |
False |
25,384 |
| 10 |
4.512 |
4.046 |
0.466 |
10.7% |
0.168 |
3.9% |
65% |
False |
False |
24,911 |
| 20 |
4.512 |
3.913 |
0.599 |
13.8% |
0.160 |
3.7% |
73% |
False |
False |
24,061 |
| 40 |
4.512 |
3.894 |
0.618 |
14.2% |
0.142 |
3.3% |
74% |
False |
False |
19,468 |
| 60 |
4.678 |
3.894 |
0.784 |
18.0% |
0.128 |
2.9% |
58% |
False |
False |
15,272 |
| 80 |
5.003 |
3.894 |
1.109 |
25.5% |
0.121 |
2.8% |
41% |
False |
False |
12,373 |
| 100 |
5.434 |
3.894 |
1.540 |
35.4% |
0.118 |
2.7% |
30% |
False |
False |
10,384 |
| 120 |
5.861 |
3.894 |
1.967 |
45.2% |
0.119 |
2.7% |
23% |
False |
False |
8,990 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.123 |
|
2.618 |
4.839 |
|
1.618 |
4.665 |
|
1.000 |
4.557 |
|
0.618 |
4.491 |
|
HIGH |
4.383 |
|
0.618 |
4.317 |
|
0.500 |
4.296 |
|
0.382 |
4.275 |
|
LOW |
4.209 |
|
0.618 |
4.101 |
|
1.000 |
4.035 |
|
1.618 |
3.927 |
|
2.618 |
3.753 |
|
4.250 |
3.470 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.332 |
4.322 |
| PP |
4.314 |
4.294 |
| S1 |
4.296 |
4.267 |
|