NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.322 |
4.373 |
0.051 |
1.2% |
4.370 |
| High |
4.352 |
4.487 |
0.135 |
3.1% |
4.454 |
| Low |
4.258 |
4.355 |
0.097 |
2.3% |
4.125 |
| Close |
4.324 |
4.446 |
0.122 |
2.8% |
4.324 |
| Range |
0.094 |
0.132 |
0.038 |
40.4% |
0.329 |
| ATR |
0.143 |
0.144 |
0.001 |
1.0% |
0.000 |
| Volume |
31,028 |
22,744 |
-8,284 |
-26.7% |
112,101 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.825 |
4.768 |
4.519 |
|
| R3 |
4.693 |
4.636 |
4.482 |
|
| R2 |
4.561 |
4.561 |
4.470 |
|
| R1 |
4.504 |
4.504 |
4.458 |
4.533 |
| PP |
4.429 |
4.429 |
4.429 |
4.444 |
| S1 |
4.372 |
4.372 |
4.434 |
4.401 |
| S2 |
4.297 |
4.297 |
4.422 |
|
| S3 |
4.165 |
4.240 |
4.410 |
|
| S4 |
4.033 |
4.108 |
4.373 |
|
|
| 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 |
4.487 |
4.125 |
0.362 |
8.1% |
0.127 |
2.9% |
89% |
True |
False |
25,643 |
| 10 |
4.487 |
4.125 |
0.362 |
8.1% |
0.145 |
3.3% |
89% |
True |
False |
22,663 |
| 20 |
4.487 |
3.890 |
0.597 |
13.4% |
0.151 |
3.4% |
93% |
True |
False |
22,462 |
| 40 |
4.487 |
3.854 |
0.633 |
14.2% |
0.133 |
3.0% |
94% |
True |
False |
18,701 |
| 60 |
4.613 |
3.854 |
0.759 |
17.1% |
0.124 |
2.8% |
78% |
False |
False |
15,835 |
| 80 |
4.914 |
3.854 |
1.060 |
23.8% |
0.117 |
2.6% |
56% |
False |
False |
13,472 |
| 100 |
5.327 |
3.854 |
1.473 |
33.1% |
0.113 |
2.5% |
40% |
False |
False |
11,875 |
| 120 |
5.710 |
3.854 |
1.856 |
41.7% |
0.114 |
2.6% |
32% |
False |
False |
10,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.048 |
|
2.618 |
4.833 |
|
1.618 |
4.701 |
|
1.000 |
4.619 |
|
0.618 |
4.569 |
|
HIGH |
4.487 |
|
0.618 |
4.437 |
|
0.500 |
4.421 |
|
0.382 |
4.405 |
|
LOW |
4.355 |
|
0.618 |
4.273 |
|
1.000 |
4.223 |
|
1.618 |
4.141 |
|
2.618 |
4.009 |
|
4.250 |
3.794 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.438 |
4.408 |
| PP |
4.429 |
4.371 |
| S1 |
4.421 |
4.333 |
|