NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.289 |
4.271 |
-0.018 |
-0.4% |
4.401 |
| High |
4.300 |
4.271 |
-0.029 |
-0.7% |
4.635 |
| Low |
4.223 |
4.048 |
-0.175 |
-4.1% |
4.354 |
| Close |
4.251 |
4.084 |
-0.167 |
-3.9% |
4.428 |
| Range |
0.077 |
0.223 |
0.146 |
189.6% |
0.281 |
| ATR |
0.160 |
0.165 |
0.004 |
2.8% |
0.000 |
| Volume |
77,521 |
87,055 |
9,534 |
12.3% |
286,592 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.803 |
4.667 |
4.207 |
|
| R3 |
4.580 |
4.444 |
4.145 |
|
| R2 |
4.357 |
4.357 |
4.125 |
|
| R1 |
4.221 |
4.221 |
4.104 |
4.178 |
| PP |
4.134 |
4.134 |
4.134 |
4.113 |
| S1 |
3.998 |
3.998 |
4.064 |
3.955 |
| S2 |
3.911 |
3.911 |
4.043 |
|
| S3 |
3.688 |
3.775 |
4.023 |
|
| S4 |
3.465 |
3.552 |
3.961 |
|
|
| 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 |
4.554 |
4.048 |
0.506 |
12.4% |
0.163 |
4.0% |
7% |
False |
True |
72,254 |
| 10 |
4.635 |
4.048 |
0.587 |
14.4% |
0.168 |
4.1% |
6% |
False |
True |
60,765 |
| 20 |
4.635 |
4.046 |
0.589 |
14.4% |
0.168 |
4.1% |
6% |
False |
False |
42,838 |
| 40 |
4.635 |
3.894 |
0.741 |
18.1% |
0.162 |
4.0% |
26% |
False |
False |
30,778 |
| 60 |
4.635 |
3.894 |
0.741 |
18.1% |
0.138 |
3.4% |
26% |
False |
False |
24,471 |
| 80 |
4.678 |
3.894 |
0.784 |
19.2% |
0.131 |
3.2% |
24% |
False |
False |
19,629 |
| 100 |
5.434 |
3.894 |
1.540 |
37.7% |
0.125 |
3.1% |
12% |
False |
False |
16,285 |
| 120 |
5.570 |
3.894 |
1.676 |
41.0% |
0.123 |
3.0% |
11% |
False |
False |
13,869 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.219 |
|
2.618 |
4.855 |
|
1.618 |
4.632 |
|
1.000 |
4.494 |
|
0.618 |
4.409 |
|
HIGH |
4.271 |
|
0.618 |
4.186 |
|
0.500 |
4.160 |
|
0.382 |
4.133 |
|
LOW |
4.048 |
|
0.618 |
3.910 |
|
1.000 |
3.825 |
|
1.618 |
3.687 |
|
2.618 |
3.464 |
|
4.250 |
3.100 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.160 |
4.248 |
| PP |
4.134 |
4.193 |
| S1 |
4.109 |
4.139 |
|