NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.349 |
4.525 |
0.176 |
4.0% |
4.330 |
| High |
4.528 |
4.557 |
0.029 |
0.6% |
4.408 |
| Low |
4.306 |
4.354 |
0.048 |
1.1% |
4.096 |
| Close |
4.521 |
4.379 |
-0.142 |
-3.1% |
4.297 |
| Range |
0.222 |
0.203 |
-0.019 |
-8.6% |
0.312 |
| ATR |
0.142 |
0.146 |
0.004 |
3.1% |
0.000 |
| Volume |
38,013 |
43,996 |
5,983 |
15.7% |
99,419 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.039 |
4.912 |
4.491 |
|
| R3 |
4.836 |
4.709 |
4.435 |
|
| R2 |
4.633 |
4.633 |
4.416 |
|
| R1 |
4.506 |
4.506 |
4.398 |
4.468 |
| PP |
4.430 |
4.430 |
4.430 |
4.411 |
| S1 |
4.303 |
4.303 |
4.360 |
4.265 |
| S2 |
4.227 |
4.227 |
4.342 |
|
| S3 |
4.024 |
4.100 |
4.323 |
|
| S4 |
3.821 |
3.897 |
4.267 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.203 |
5.062 |
4.469 |
|
| R3 |
4.891 |
4.750 |
4.383 |
|
| R2 |
4.579 |
4.579 |
4.354 |
|
| R1 |
4.438 |
4.438 |
4.326 |
4.353 |
| PP |
4.267 |
4.267 |
4.267 |
4.224 |
| S1 |
4.126 |
4.126 |
4.268 |
4.041 |
| S2 |
3.955 |
3.955 |
4.240 |
|
| S3 |
3.643 |
3.814 |
4.211 |
|
| S4 |
3.331 |
3.502 |
4.125 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.557 |
4.230 |
0.327 |
7.5% |
0.153 |
3.5% |
46% |
True |
False |
32,444 |
| 10 |
4.557 |
4.096 |
0.461 |
10.5% |
0.152 |
3.5% |
61% |
True |
False |
25,486 |
| 20 |
4.557 |
3.879 |
0.678 |
15.5% |
0.149 |
3.4% |
74% |
True |
False |
21,432 |
| 40 |
4.557 |
3.848 |
0.709 |
16.2% |
0.135 |
3.1% |
75% |
True |
False |
17,687 |
| 60 |
4.557 |
3.848 |
0.709 |
16.2% |
0.120 |
2.7% |
75% |
True |
False |
14,613 |
| 80 |
4.750 |
3.848 |
0.902 |
20.6% |
0.111 |
2.5% |
59% |
False |
False |
12,473 |
| 100 |
5.116 |
3.848 |
1.268 |
29.0% |
0.107 |
2.4% |
42% |
False |
False |
10,914 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.420 |
|
2.618 |
5.088 |
|
1.618 |
4.885 |
|
1.000 |
4.760 |
|
0.618 |
4.682 |
|
HIGH |
4.557 |
|
0.618 |
4.479 |
|
0.500 |
4.456 |
|
0.382 |
4.432 |
|
LOW |
4.354 |
|
0.618 |
4.229 |
|
1.000 |
4.151 |
|
1.618 |
4.026 |
|
2.618 |
3.823 |
|
4.250 |
3.491 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.456 |
4.432 |
| PP |
4.430 |
4.414 |
| S1 |
4.405 |
4.397 |
|