NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.265 |
4.093 |
-0.172 |
-4.0% |
4.460 |
| High |
4.269 |
4.195 |
-0.074 |
-1.7% |
4.554 |
| Low |
4.081 |
4.019 |
-0.062 |
-1.5% |
3.985 |
| Close |
4.084 |
4.188 |
0.104 |
2.5% |
4.103 |
| Range |
0.188 |
0.176 |
-0.012 |
-6.4% |
0.569 |
| ATR |
0.170 |
0.170 |
0.000 |
0.3% |
0.000 |
| Volume |
58,827 |
66,108 |
7,281 |
12.4% |
387,027 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.662 |
4.601 |
4.285 |
|
| R3 |
4.486 |
4.425 |
4.236 |
|
| R2 |
4.310 |
4.310 |
4.220 |
|
| R1 |
4.249 |
4.249 |
4.204 |
4.280 |
| PP |
4.134 |
4.134 |
4.134 |
4.149 |
| S1 |
4.073 |
4.073 |
4.172 |
4.104 |
| S2 |
3.958 |
3.958 |
4.156 |
|
| S3 |
3.782 |
3.897 |
4.140 |
|
| S4 |
3.606 |
3.721 |
4.091 |
|
|
| 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 |
4.277 |
3.985 |
0.292 |
7.0% |
0.194 |
4.6% |
70% |
False |
False |
73,790 |
| 10 |
4.635 |
3.985 |
0.650 |
15.5% |
0.178 |
4.3% |
31% |
False |
False |
71,861 |
| 20 |
4.635 |
3.985 |
0.650 |
15.5% |
0.172 |
4.1% |
31% |
False |
False |
52,026 |
| 40 |
4.635 |
3.913 |
0.722 |
17.2% |
0.167 |
4.0% |
38% |
False |
False |
36,845 |
| 60 |
4.635 |
3.894 |
0.741 |
17.7% |
0.144 |
3.4% |
40% |
False |
False |
28,872 |
| 80 |
4.678 |
3.894 |
0.784 |
18.7% |
0.134 |
3.2% |
38% |
False |
False |
22,945 |
| 100 |
5.327 |
3.894 |
1.433 |
34.2% |
0.128 |
3.0% |
21% |
False |
False |
18,989 |
| 120 |
5.560 |
3.894 |
1.666 |
39.8% |
0.124 |
3.0% |
18% |
False |
False |
16,146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.943 |
|
2.618 |
4.656 |
|
1.618 |
4.480 |
|
1.000 |
4.371 |
|
0.618 |
4.304 |
|
HIGH |
4.195 |
|
0.618 |
4.128 |
|
0.500 |
4.107 |
|
0.382 |
4.086 |
|
LOW |
4.019 |
|
0.618 |
3.910 |
|
1.000 |
3.843 |
|
1.618 |
3.734 |
|
2.618 |
3.558 |
|
4.250 |
3.271 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.161 |
4.175 |
| PP |
4.134 |
4.161 |
| S1 |
4.107 |
4.148 |
|