NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.492 |
4.393 |
-0.099 |
-2.2% |
4.428 |
| High |
4.547 |
4.611 |
0.064 |
1.4% |
4.500 |
| Low |
4.395 |
4.360 |
-0.035 |
-0.8% |
4.150 |
| Close |
4.401 |
4.604 |
0.203 |
4.6% |
4.359 |
| Range |
0.152 |
0.251 |
0.099 |
65.1% |
0.350 |
| ATR |
0.154 |
0.161 |
0.007 |
4.5% |
0.000 |
| Volume |
42,917 |
70,166 |
27,249 |
63.5% |
133,627 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.278 |
5.192 |
4.742 |
|
| R3 |
5.027 |
4.941 |
4.673 |
|
| R2 |
4.776 |
4.776 |
4.650 |
|
| R1 |
4.690 |
4.690 |
4.627 |
4.733 |
| PP |
4.525 |
4.525 |
4.525 |
4.547 |
| S1 |
4.439 |
4.439 |
4.581 |
4.482 |
| S2 |
4.274 |
4.274 |
4.558 |
|
| S3 |
4.023 |
4.188 |
4.535 |
|
| S4 |
3.772 |
3.937 |
4.466 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.386 |
5.223 |
4.552 |
|
| R3 |
5.036 |
4.873 |
4.455 |
|
| R2 |
4.686 |
4.686 |
4.423 |
|
| R1 |
4.523 |
4.523 |
4.391 |
4.430 |
| PP |
4.336 |
4.336 |
4.336 |
4.290 |
| S1 |
4.173 |
4.173 |
4.327 |
4.080 |
| S2 |
3.986 |
3.986 |
4.295 |
|
| S3 |
3.636 |
3.823 |
4.263 |
|
| S4 |
3.286 |
3.473 |
4.167 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.611 |
4.209 |
0.402 |
8.7% |
0.164 |
3.6% |
98% |
True |
False |
40,866 |
| 10 |
4.611 |
4.150 |
0.461 |
10.0% |
0.166 |
3.6% |
98% |
True |
False |
32,192 |
| 20 |
4.611 |
3.913 |
0.698 |
15.2% |
0.167 |
3.6% |
99% |
True |
False |
26,893 |
| 40 |
4.611 |
3.894 |
0.717 |
15.6% |
0.148 |
3.2% |
99% |
True |
False |
21,907 |
| 60 |
4.641 |
3.894 |
0.747 |
16.2% |
0.132 |
2.9% |
95% |
False |
False |
17,705 |
| 80 |
4.955 |
3.894 |
1.061 |
23.0% |
0.124 |
2.7% |
67% |
False |
False |
14,344 |
| 100 |
5.434 |
3.894 |
1.540 |
33.4% |
0.120 |
2.6% |
46% |
False |
False |
11,981 |
| 120 |
5.835 |
3.894 |
1.941 |
42.2% |
0.120 |
2.6% |
37% |
False |
False |
10,329 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.678 |
|
2.618 |
5.268 |
|
1.618 |
5.017 |
|
1.000 |
4.862 |
|
0.618 |
4.766 |
|
HIGH |
4.611 |
|
0.618 |
4.515 |
|
0.500 |
4.486 |
|
0.382 |
4.456 |
|
LOW |
4.360 |
|
0.618 |
4.205 |
|
1.000 |
4.109 |
|
1.618 |
3.954 |
|
2.618 |
3.703 |
|
4.250 |
3.293 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.565 |
4.565 |
| PP |
4.525 |
4.525 |
| S1 |
4.486 |
4.486 |
|