NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.169 |
4.231 |
0.062 |
1.5% |
4.261 |
| High |
4.246 |
4.297 |
0.051 |
1.2% |
4.403 |
| Low |
4.123 |
4.149 |
0.026 |
0.6% |
4.218 |
| Close |
4.209 |
4.280 |
0.071 |
1.7% |
4.332 |
| Range |
0.123 |
0.148 |
0.025 |
20.3% |
0.185 |
| ATR |
0.138 |
0.139 |
0.001 |
0.5% |
0.000 |
| Volume |
16,066 |
25,309 |
9,243 |
57.5% |
80,836 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.686 |
4.631 |
4.361 |
|
| R3 |
4.538 |
4.483 |
4.321 |
|
| R2 |
4.390 |
4.390 |
4.307 |
|
| R1 |
4.335 |
4.335 |
4.294 |
4.363 |
| PP |
4.242 |
4.242 |
4.242 |
4.256 |
| S1 |
4.187 |
4.187 |
4.266 |
4.215 |
| S2 |
4.094 |
4.094 |
4.253 |
|
| S3 |
3.946 |
4.039 |
4.239 |
|
| S4 |
3.798 |
3.891 |
4.199 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.873 |
4.787 |
4.434 |
|
| R3 |
4.688 |
4.602 |
4.383 |
|
| R2 |
4.503 |
4.503 |
4.366 |
|
| R1 |
4.417 |
4.417 |
4.349 |
4.460 |
| PP |
4.318 |
4.318 |
4.318 |
4.339 |
| S1 |
4.232 |
4.232 |
4.315 |
4.275 |
| S2 |
4.133 |
4.133 |
4.298 |
|
| S3 |
3.948 |
4.047 |
4.281 |
|
| S4 |
3.763 |
3.862 |
4.230 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.408 |
4.096 |
0.312 |
7.3% |
0.152 |
3.5% |
59% |
False |
False |
18,527 |
| 10 |
4.408 |
4.005 |
0.403 |
9.4% |
0.148 |
3.5% |
68% |
False |
False |
18,692 |
| 20 |
4.408 |
3.879 |
0.529 |
12.4% |
0.143 |
3.3% |
76% |
False |
False |
17,746 |
| 40 |
4.408 |
3.848 |
0.560 |
13.1% |
0.127 |
3.0% |
77% |
False |
False |
14,914 |
| 60 |
4.530 |
3.848 |
0.682 |
15.9% |
0.115 |
2.7% |
63% |
False |
False |
12,465 |
| 80 |
4.791 |
3.848 |
0.943 |
22.0% |
0.107 |
2.5% |
46% |
False |
False |
10,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.926 |
|
2.618 |
4.684 |
|
1.618 |
4.536 |
|
1.000 |
4.445 |
|
0.618 |
4.388 |
|
HIGH |
4.297 |
|
0.618 |
4.240 |
|
0.500 |
4.223 |
|
0.382 |
4.206 |
|
LOW |
4.149 |
|
0.618 |
4.058 |
|
1.000 |
4.001 |
|
1.618 |
3.910 |
|
2.618 |
3.762 |
|
4.250 |
3.520 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.261 |
4.252 |
| PP |
4.242 |
4.224 |
| S1 |
4.223 |
4.197 |
|