NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.058 |
4.090 |
0.032 |
0.8% |
4.460 |
| High |
4.142 |
4.277 |
0.135 |
3.3% |
4.554 |
| Low |
3.985 |
4.052 |
0.067 |
1.7% |
3.985 |
| Close |
4.103 |
4.264 |
0.161 |
3.9% |
4.103 |
| Range |
0.157 |
0.225 |
0.068 |
43.3% |
0.569 |
| ATR |
0.164 |
0.168 |
0.004 |
2.7% |
0.000 |
| Volume |
98,932 |
58,031 |
-40,901 |
-41.3% |
387,027 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.873 |
4.793 |
4.388 |
|
| R3 |
4.648 |
4.568 |
4.326 |
|
| R2 |
4.423 |
4.423 |
4.305 |
|
| R1 |
4.343 |
4.343 |
4.285 |
4.383 |
| PP |
4.198 |
4.198 |
4.198 |
4.218 |
| S1 |
4.118 |
4.118 |
4.243 |
4.158 |
| S2 |
3.973 |
3.973 |
4.223 |
|
| S3 |
3.748 |
3.893 |
4.202 |
|
| S4 |
3.523 |
3.668 |
4.140 |
|
|
| 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 |
4.447 |
3.985 |
0.462 |
10.8% |
0.170 |
4.0% |
60% |
False |
False |
78,897 |
| 10 |
4.635 |
3.985 |
0.650 |
15.2% |
0.182 |
4.3% |
43% |
False |
False |
70,676 |
| 20 |
4.635 |
3.985 |
0.650 |
15.2% |
0.169 |
4.0% |
43% |
False |
False |
48,342 |
| 40 |
4.635 |
3.894 |
0.741 |
17.4% |
0.164 |
3.9% |
50% |
False |
False |
34,153 |
| 60 |
4.635 |
3.894 |
0.741 |
17.4% |
0.141 |
3.3% |
50% |
False |
False |
26,955 |
| 80 |
4.678 |
3.894 |
0.784 |
18.4% |
0.133 |
3.1% |
47% |
False |
False |
21,489 |
| 100 |
5.434 |
3.894 |
1.540 |
36.1% |
0.127 |
3.0% |
24% |
False |
False |
17,805 |
| 120 |
5.570 |
3.894 |
1.676 |
39.3% |
0.124 |
2.9% |
22% |
False |
False |
15,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.233 |
|
2.618 |
4.866 |
|
1.618 |
4.641 |
|
1.000 |
4.502 |
|
0.618 |
4.416 |
|
HIGH |
4.277 |
|
0.618 |
4.191 |
|
0.500 |
4.165 |
|
0.382 |
4.138 |
|
LOW |
4.052 |
|
0.618 |
3.913 |
|
1.000 |
3.827 |
|
1.618 |
3.688 |
|
2.618 |
3.463 |
|
4.250 |
3.096 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.231 |
4.220 |
| PP |
4.198 |
4.175 |
| S1 |
4.165 |
4.131 |
|