NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.275 |
4.322 |
0.047 |
1.1% |
4.370 |
| High |
4.340 |
4.352 |
0.012 |
0.3% |
4.454 |
| Low |
4.179 |
4.258 |
0.079 |
1.9% |
4.125 |
| Close |
4.312 |
4.324 |
0.012 |
0.3% |
4.324 |
| Range |
0.161 |
0.094 |
-0.067 |
-41.6% |
0.329 |
| ATR |
0.147 |
0.143 |
-0.004 |
-2.6% |
0.000 |
| Volume |
30,908 |
31,028 |
120 |
0.4% |
112,101 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.593 |
4.553 |
4.376 |
|
| R3 |
4.499 |
4.459 |
4.350 |
|
| R2 |
4.405 |
4.405 |
4.341 |
|
| R1 |
4.365 |
4.365 |
4.333 |
4.385 |
| PP |
4.311 |
4.311 |
4.311 |
4.322 |
| S1 |
4.271 |
4.271 |
4.315 |
4.291 |
| S2 |
4.217 |
4.217 |
4.307 |
|
| S3 |
4.123 |
4.177 |
4.298 |
|
| S4 |
4.029 |
4.083 |
4.272 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.288 |
5.135 |
4.505 |
|
| R3 |
4.959 |
4.806 |
4.414 |
|
| R2 |
4.630 |
4.630 |
4.384 |
|
| R1 |
4.477 |
4.477 |
4.354 |
4.389 |
| PP |
4.301 |
4.301 |
4.301 |
4.257 |
| S1 |
4.148 |
4.148 |
4.294 |
4.060 |
| S2 |
3.972 |
3.972 |
4.264 |
|
| S3 |
3.643 |
3.819 |
4.234 |
|
| S4 |
3.314 |
3.490 |
4.143 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.454 |
4.125 |
0.329 |
7.6% |
0.160 |
3.7% |
60% |
False |
False |
22,420 |
| 10 |
4.454 |
4.124 |
0.330 |
7.6% |
0.148 |
3.4% |
61% |
False |
False |
22,434 |
| 20 |
4.454 |
3.890 |
0.564 |
13.0% |
0.148 |
3.4% |
77% |
False |
False |
22,781 |
| 40 |
4.454 |
3.854 |
0.600 |
13.9% |
0.133 |
3.1% |
78% |
False |
False |
18,604 |
| 60 |
4.613 |
3.854 |
0.759 |
17.6% |
0.123 |
2.8% |
62% |
False |
False |
15,707 |
| 80 |
4.914 |
3.854 |
1.060 |
24.5% |
0.116 |
2.7% |
44% |
False |
False |
13,291 |
| 100 |
5.327 |
3.854 |
1.473 |
34.1% |
0.114 |
2.6% |
32% |
False |
False |
11,676 |
| 120 |
5.749 |
3.854 |
1.895 |
43.8% |
0.114 |
2.6% |
25% |
False |
False |
10,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.752 |
|
2.618 |
4.598 |
|
1.618 |
4.504 |
|
1.000 |
4.446 |
|
0.618 |
4.410 |
|
HIGH |
4.352 |
|
0.618 |
4.316 |
|
0.500 |
4.305 |
|
0.382 |
4.294 |
|
LOW |
4.258 |
|
0.618 |
4.200 |
|
1.000 |
4.164 |
|
1.618 |
4.106 |
|
2.618 |
4.012 |
|
4.250 |
3.859 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.318 |
4.300 |
| PP |
4.311 |
4.276 |
| S1 |
4.305 |
4.252 |
|