NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.325 |
4.492 |
0.167 |
3.9% |
4.089 |
| High |
4.454 |
4.689 |
0.235 |
5.3% |
4.454 |
| Low |
4.306 |
4.491 |
0.185 |
4.3% |
4.040 |
| Close |
4.405 |
4.652 |
0.247 |
5.6% |
4.405 |
| Range |
0.148 |
0.198 |
0.050 |
33.8% |
0.414 |
| ATR |
0.158 |
0.167 |
0.009 |
5.7% |
0.000 |
| Volume |
60,765 |
150,754 |
89,989 |
148.1% |
318,409 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.205 |
5.126 |
4.761 |
|
| R3 |
5.007 |
4.928 |
4.706 |
|
| R2 |
4.809 |
4.809 |
4.688 |
|
| R1 |
4.730 |
4.730 |
4.670 |
4.770 |
| PP |
4.611 |
4.611 |
4.611 |
4.630 |
| S1 |
4.532 |
4.532 |
4.634 |
4.572 |
| S2 |
4.413 |
4.413 |
4.616 |
|
| S3 |
4.215 |
4.334 |
4.598 |
|
| S4 |
4.017 |
4.136 |
4.543 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.542 |
5.387 |
4.633 |
|
| R3 |
5.128 |
4.973 |
4.519 |
|
| R2 |
4.714 |
4.714 |
4.481 |
|
| R1 |
4.559 |
4.559 |
4.443 |
4.637 |
| PP |
4.300 |
4.300 |
4.300 |
4.338 |
| S1 |
4.145 |
4.145 |
4.367 |
4.223 |
| S2 |
3.886 |
3.886 |
4.329 |
|
| S3 |
3.472 |
3.731 |
4.291 |
|
| S4 |
3.058 |
3.317 |
4.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.689 |
4.112 |
0.577 |
12.4% |
0.156 |
3.3% |
94% |
True |
False |
84,945 |
| 10 |
4.689 |
4.019 |
0.670 |
14.4% |
0.161 |
3.5% |
94% |
True |
False |
69,500 |
| 20 |
4.689 |
3.985 |
0.704 |
15.1% |
0.167 |
3.6% |
95% |
True |
False |
68,431 |
| 40 |
4.689 |
3.913 |
0.776 |
16.7% |
0.163 |
3.5% |
95% |
True |
False |
46,647 |
| 60 |
4.689 |
3.894 |
0.795 |
17.1% |
0.150 |
3.2% |
95% |
True |
False |
36,066 |
| 80 |
4.689 |
3.894 |
0.795 |
17.1% |
0.138 |
3.0% |
95% |
True |
False |
28,917 |
| 100 |
5.003 |
3.894 |
1.109 |
23.8% |
0.130 |
2.8% |
68% |
False |
False |
23,863 |
| 120 |
5.434 |
3.894 |
1.540 |
33.1% |
0.126 |
2.7% |
49% |
False |
False |
20,306 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.531 |
|
2.618 |
5.207 |
|
1.618 |
5.009 |
|
1.000 |
4.887 |
|
0.618 |
4.811 |
|
HIGH |
4.689 |
|
0.618 |
4.613 |
|
0.500 |
4.590 |
|
0.382 |
4.567 |
|
LOW |
4.491 |
|
0.618 |
4.369 |
|
1.000 |
4.293 |
|
1.618 |
4.171 |
|
2.618 |
3.973 |
|
4.250 |
3.650 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.631 |
4.589 |
| PP |
4.611 |
4.525 |
| S1 |
4.590 |
4.462 |
|