NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.271 |
4.058 |
-0.213 |
-5.0% |
4.460 |
| High |
4.271 |
4.142 |
-0.129 |
-3.0% |
4.554 |
| Low |
4.048 |
3.985 |
-0.063 |
-1.6% |
3.985 |
| Close |
4.084 |
4.103 |
0.019 |
0.5% |
4.103 |
| Range |
0.223 |
0.157 |
-0.066 |
-29.6% |
0.569 |
| ATR |
0.165 |
0.164 |
-0.001 |
-0.3% |
0.000 |
| Volume |
87,055 |
98,932 |
11,877 |
13.6% |
387,027 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.548 |
4.482 |
4.189 |
|
| R3 |
4.391 |
4.325 |
4.146 |
|
| R2 |
4.234 |
4.234 |
4.132 |
|
| R1 |
4.168 |
4.168 |
4.117 |
4.201 |
| PP |
4.077 |
4.077 |
4.077 |
4.093 |
| S1 |
4.011 |
4.011 |
4.089 |
4.044 |
| S2 |
3.920 |
3.920 |
4.074 |
|
| S3 |
3.763 |
3.854 |
4.060 |
|
| S4 |
3.606 |
3.697 |
4.017 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.921 |
5.581 |
4.416 |
|
| R3 |
5.352 |
5.012 |
4.259 |
|
| R2 |
4.783 |
4.783 |
4.207 |
|
| R1 |
4.443 |
4.443 |
4.155 |
4.329 |
| PP |
4.214 |
4.214 |
4.214 |
4.157 |
| S1 |
3.874 |
3.874 |
4.051 |
3.760 |
| S2 |
3.645 |
3.645 |
3.999 |
|
| S3 |
3.076 |
3.305 |
3.947 |
|
| S4 |
2.507 |
2.736 |
3.790 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.554 |
3.985 |
0.569 |
13.9% |
0.169 |
4.1% |
21% |
False |
True |
77,405 |
| 10 |
4.635 |
3.985 |
0.650 |
15.8% |
0.173 |
4.2% |
18% |
False |
True |
67,361 |
| 20 |
4.635 |
3.985 |
0.650 |
15.8% |
0.167 |
4.1% |
18% |
False |
True |
46,698 |
| 40 |
4.635 |
3.894 |
0.741 |
18.1% |
0.162 |
3.9% |
28% |
False |
False |
33,056 |
| 60 |
4.635 |
3.894 |
0.741 |
18.1% |
0.139 |
3.4% |
28% |
False |
False |
26,051 |
| 80 |
4.678 |
3.894 |
0.784 |
19.1% |
0.131 |
3.2% |
27% |
False |
False |
20,838 |
| 100 |
5.434 |
3.894 |
1.540 |
37.5% |
0.126 |
3.1% |
14% |
False |
False |
17,265 |
| 120 |
5.570 |
3.894 |
1.676 |
40.8% |
0.123 |
3.0% |
12% |
False |
False |
14,683 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.809 |
|
2.618 |
4.553 |
|
1.618 |
4.396 |
|
1.000 |
4.299 |
|
0.618 |
4.239 |
|
HIGH |
4.142 |
|
0.618 |
4.082 |
|
0.500 |
4.064 |
|
0.382 |
4.045 |
|
LOW |
3.985 |
|
0.618 |
3.888 |
|
1.000 |
3.828 |
|
1.618 |
3.731 |
|
2.618 |
3.574 |
|
4.250 |
3.318 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.090 |
4.143 |
| PP |
4.077 |
4.129 |
| S1 |
4.064 |
4.116 |
|