NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.426 |
4.380 |
-0.046 |
-1.0% |
4.333 |
| High |
4.487 |
4.385 |
-0.102 |
-2.3% |
4.557 |
| Low |
4.290 |
4.239 |
-0.051 |
-1.2% |
4.303 |
| Close |
4.381 |
4.242 |
-0.139 |
-3.2% |
4.375 |
| Range |
0.197 |
0.146 |
-0.051 |
-25.9% |
0.254 |
| ATR |
0.147 |
0.147 |
0.000 |
-0.1% |
0.000 |
| Volume |
23,915 |
25,456 |
1,541 |
6.4% |
165,441 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.727 |
4.630 |
4.322 |
|
| R3 |
4.581 |
4.484 |
4.282 |
|
| R2 |
4.435 |
4.435 |
4.269 |
|
| R1 |
4.338 |
4.338 |
4.255 |
4.314 |
| PP |
4.289 |
4.289 |
4.289 |
4.276 |
| S1 |
4.192 |
4.192 |
4.229 |
4.168 |
| S2 |
4.143 |
4.143 |
4.215 |
|
| S3 |
3.997 |
4.046 |
4.202 |
|
| S4 |
3.851 |
3.900 |
4.162 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.174 |
5.028 |
4.515 |
|
| R3 |
4.920 |
4.774 |
4.445 |
|
| R2 |
4.666 |
4.666 |
4.422 |
|
| R1 |
4.520 |
4.520 |
4.398 |
4.593 |
| PP |
4.412 |
4.412 |
4.412 |
4.448 |
| S1 |
4.266 |
4.266 |
4.352 |
4.339 |
| S2 |
4.158 |
4.158 |
4.328 |
|
| S3 |
3.904 |
4.012 |
4.305 |
|
| S4 |
3.650 |
3.758 |
4.235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.557 |
4.239 |
0.318 |
7.5% |
0.175 |
4.1% |
1% |
False |
True |
32,731 |
| 10 |
4.557 |
4.123 |
0.434 |
10.2% |
0.149 |
3.5% |
27% |
False |
False |
28,524 |
| 20 |
4.557 |
3.938 |
0.619 |
14.6% |
0.150 |
3.5% |
49% |
False |
False |
22,826 |
| 40 |
4.557 |
3.848 |
0.709 |
16.7% |
0.140 |
3.3% |
56% |
False |
False |
18,844 |
| 60 |
4.557 |
3.848 |
0.709 |
16.7% |
0.121 |
2.8% |
56% |
False |
False |
15,527 |
| 80 |
4.557 |
3.848 |
0.709 |
16.7% |
0.114 |
2.7% |
56% |
False |
False |
13,354 |
| 100 |
5.116 |
3.848 |
1.268 |
29.9% |
0.109 |
2.6% |
31% |
False |
False |
11,643 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.006 |
|
2.618 |
4.767 |
|
1.618 |
4.621 |
|
1.000 |
4.531 |
|
0.618 |
4.475 |
|
HIGH |
4.385 |
|
0.618 |
4.329 |
|
0.500 |
4.312 |
|
0.382 |
4.295 |
|
LOW |
4.239 |
|
0.618 |
4.149 |
|
1.000 |
4.093 |
|
1.618 |
4.003 |
|
2.618 |
3.857 |
|
4.250 |
3.619 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.312 |
4.363 |
| PP |
4.289 |
4.323 |
| S1 |
4.265 |
4.282 |
|