NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.414 |
4.460 |
0.046 |
1.0% |
4.401 |
| High |
4.482 |
4.554 |
0.072 |
1.6% |
4.635 |
| Low |
4.354 |
4.335 |
-0.019 |
-0.4% |
4.354 |
| Close |
4.428 |
4.434 |
0.006 |
0.1% |
4.428 |
| Range |
0.128 |
0.219 |
0.091 |
71.1% |
0.281 |
| ATR |
0.162 |
0.166 |
0.004 |
2.5% |
0.000 |
| Volume |
73,176 |
50,569 |
-22,607 |
-30.9% |
286,592 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.098 |
4.985 |
4.554 |
|
| R3 |
4.879 |
4.766 |
4.494 |
|
| R2 |
4.660 |
4.660 |
4.474 |
|
| R1 |
4.547 |
4.547 |
4.454 |
4.494 |
| PP |
4.441 |
4.441 |
4.441 |
4.415 |
| S1 |
4.328 |
4.328 |
4.414 |
4.275 |
| S2 |
4.222 |
4.222 |
4.394 |
|
| S3 |
4.003 |
4.109 |
4.374 |
|
| S4 |
3.784 |
3.890 |
4.314 |
|
|
| 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 |
4.335 |
0.300 |
6.8% |
0.194 |
4.4% |
33% |
False |
True |
62,455 |
| 10 |
4.635 |
4.150 |
0.485 |
10.9% |
0.166 |
3.7% |
59% |
False |
False |
46,112 |
| 20 |
4.635 |
3.913 |
0.722 |
16.3% |
0.169 |
3.8% |
72% |
False |
False |
33,148 |
| 40 |
4.635 |
3.894 |
0.741 |
16.7% |
0.155 |
3.5% |
73% |
False |
False |
25,618 |
| 60 |
4.635 |
3.894 |
0.741 |
16.7% |
0.135 |
3.1% |
73% |
False |
False |
20,766 |
| 80 |
4.777 |
3.894 |
0.883 |
19.9% |
0.127 |
2.9% |
61% |
False |
False |
16,761 |
| 100 |
5.434 |
3.894 |
1.540 |
34.7% |
0.123 |
2.8% |
35% |
False |
False |
13,940 |
| 120 |
5.687 |
3.894 |
1.793 |
40.4% |
0.121 |
2.7% |
30% |
False |
False |
11,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.485 |
|
2.618 |
5.127 |
|
1.618 |
4.908 |
|
1.000 |
4.773 |
|
0.618 |
4.689 |
|
HIGH |
4.554 |
|
0.618 |
4.470 |
|
0.500 |
4.445 |
|
0.382 |
4.419 |
|
LOW |
4.335 |
|
0.618 |
4.200 |
|
1.000 |
4.116 |
|
1.618 |
3.981 |
|
2.618 |
3.762 |
|
4.250 |
3.404 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.445 |
4.485 |
| PP |
4.441 |
4.468 |
| S1 |
4.438 |
4.451 |
|