NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.605 |
4.414 |
-0.191 |
-4.1% |
4.401 |
| High |
4.635 |
4.482 |
-0.153 |
-3.3% |
4.635 |
| Low |
4.415 |
4.354 |
-0.061 |
-1.4% |
4.354 |
| Close |
4.440 |
4.428 |
-0.012 |
-0.3% |
4.428 |
| Range |
0.220 |
0.128 |
-0.092 |
-41.8% |
0.281 |
| ATR |
0.165 |
0.162 |
-0.003 |
-1.6% |
0.000 |
| Volume |
75,447 |
73,176 |
-2,271 |
-3.0% |
286,592 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.805 |
4.745 |
4.498 |
|
| R3 |
4.677 |
4.617 |
4.463 |
|
| R2 |
4.549 |
4.549 |
4.451 |
|
| R1 |
4.489 |
4.489 |
4.440 |
4.519 |
| PP |
4.421 |
4.421 |
4.421 |
4.437 |
| S1 |
4.361 |
4.361 |
4.416 |
4.391 |
| S2 |
4.293 |
4.293 |
4.405 |
|
| S3 |
4.165 |
4.233 |
4.393 |
|
| S4 |
4.037 |
4.105 |
4.358 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.315 |
5.153 |
4.583 |
|
| R3 |
5.034 |
4.872 |
4.505 |
|
| R2 |
4.753 |
4.753 |
4.480 |
|
| R1 |
4.591 |
4.591 |
4.454 |
4.672 |
| PP |
4.472 |
4.472 |
4.472 |
4.513 |
| S1 |
4.310 |
4.310 |
4.402 |
4.391 |
| S2 |
4.191 |
4.191 |
4.376 |
|
| S3 |
3.910 |
4.029 |
4.351 |
|
| S4 |
3.629 |
3.748 |
4.273 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.635 |
4.354 |
0.281 |
6.3% |
0.178 |
4.0% |
26% |
False |
True |
57,318 |
| 10 |
4.635 |
4.150 |
0.485 |
11.0% |
0.175 |
3.9% |
57% |
False |
False |
42,021 |
| 20 |
4.635 |
3.913 |
0.722 |
16.3% |
0.165 |
3.7% |
71% |
False |
False |
31,834 |
| 40 |
4.635 |
3.894 |
0.741 |
16.7% |
0.152 |
3.4% |
72% |
False |
False |
24,771 |
| 60 |
4.635 |
3.894 |
0.741 |
16.7% |
0.133 |
3.0% |
72% |
False |
False |
20,031 |
| 80 |
4.955 |
3.894 |
1.061 |
24.0% |
0.127 |
2.9% |
50% |
False |
False |
16,150 |
| 100 |
5.434 |
3.894 |
1.540 |
34.8% |
0.121 |
2.7% |
35% |
False |
False |
13,444 |
| 120 |
5.687 |
3.894 |
1.793 |
40.5% |
0.120 |
2.7% |
30% |
False |
False |
11,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.026 |
|
2.618 |
4.817 |
|
1.618 |
4.689 |
|
1.000 |
4.610 |
|
0.618 |
4.561 |
|
HIGH |
4.482 |
|
0.618 |
4.433 |
|
0.500 |
4.418 |
|
0.382 |
4.403 |
|
LOW |
4.354 |
|
0.618 |
4.275 |
|
1.000 |
4.226 |
|
1.618 |
4.147 |
|
2.618 |
4.019 |
|
4.250 |
3.810 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.425 |
4.495 |
| PP |
4.421 |
4.472 |
| S1 |
4.418 |
4.450 |
|