NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.509 |
4.576 |
0.067 |
1.5% |
4.109 |
| High |
4.645 |
4.668 |
0.023 |
0.5% |
4.456 |
| Low |
4.505 |
4.527 |
0.022 |
0.5% |
4.064 |
| Close |
4.614 |
4.632 |
0.018 |
0.4% |
4.422 |
| Range |
0.140 |
0.141 |
0.001 |
0.7% |
0.392 |
| ATR |
0.156 |
0.155 |
-0.001 |
-0.7% |
0.000 |
| Volume |
29,141 |
72,966 |
43,825 |
150.4% |
105,044 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.032 |
4.973 |
4.710 |
|
| R3 |
4.891 |
4.832 |
4.671 |
|
| R2 |
4.750 |
4.750 |
4.658 |
|
| R1 |
4.691 |
4.691 |
4.645 |
4.721 |
| PP |
4.609 |
4.609 |
4.609 |
4.624 |
| S1 |
4.550 |
4.550 |
4.619 |
4.580 |
| S2 |
4.468 |
4.468 |
4.606 |
|
| S3 |
4.327 |
4.409 |
4.593 |
|
| S4 |
4.186 |
4.268 |
4.554 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.490 |
5.348 |
4.638 |
|
| R3 |
5.098 |
4.956 |
4.530 |
|
| R2 |
4.706 |
4.706 |
4.494 |
|
| R1 |
4.564 |
4.564 |
4.458 |
4.635 |
| PP |
4.314 |
4.314 |
4.314 |
4.350 |
| S1 |
4.172 |
4.172 |
4.386 |
4.243 |
| S2 |
3.922 |
3.922 |
4.350 |
|
| S3 |
3.530 |
3.780 |
4.314 |
|
| S4 |
3.138 |
3.388 |
4.206 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.668 |
4.220 |
0.448 |
9.7% |
0.128 |
2.8% |
92% |
True |
False |
35,602 |
| 10 |
4.668 |
4.028 |
0.640 |
13.8% |
0.140 |
3.0% |
94% |
True |
False |
28,576 |
| 20 |
4.668 |
3.980 |
0.688 |
14.9% |
0.157 |
3.4% |
95% |
True |
False |
42,223 |
| 40 |
4.668 |
3.890 |
0.778 |
16.8% |
0.154 |
3.3% |
95% |
True |
False |
32,342 |
| 60 |
4.668 |
3.854 |
0.814 |
17.6% |
0.141 |
3.1% |
96% |
True |
False |
26,542 |
| 80 |
4.668 |
3.854 |
0.814 |
17.6% |
0.132 |
2.9% |
96% |
True |
False |
22,432 |
| 100 |
4.914 |
3.854 |
1.060 |
22.9% |
0.125 |
2.7% |
73% |
False |
False |
19,222 |
| 120 |
5.327 |
3.854 |
1.473 |
31.8% |
0.121 |
2.6% |
53% |
False |
False |
16,933 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.267 |
|
2.618 |
5.037 |
|
1.618 |
4.896 |
|
1.000 |
4.809 |
|
0.618 |
4.755 |
|
HIGH |
4.668 |
|
0.618 |
4.614 |
|
0.500 |
4.598 |
|
0.382 |
4.581 |
|
LOW |
4.527 |
|
0.618 |
4.440 |
|
1.000 |
4.386 |
|
1.618 |
4.299 |
|
2.618 |
4.158 |
|
4.250 |
3.928 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.621 |
4.586 |
| PP |
4.609 |
4.540 |
| S1 |
4.598 |
4.494 |
|