NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.035 |
4.076 |
0.041 |
1.0% |
4.426 |
| High |
4.132 |
4.265 |
0.133 |
3.2% |
4.487 |
| Low |
3.980 |
4.040 |
0.060 |
1.5% |
3.980 |
| Close |
4.094 |
4.249 |
0.155 |
3.8% |
4.094 |
| Range |
0.152 |
0.225 |
0.073 |
48.0% |
0.507 |
| ATR |
0.145 |
0.151 |
0.006 |
3.9% |
0.000 |
| Volume |
28,684 |
24,707 |
-3,977 |
-13.9% |
123,430 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.860 |
4.779 |
4.373 |
|
| R3 |
4.635 |
4.554 |
4.311 |
|
| R2 |
4.410 |
4.410 |
4.290 |
|
| R1 |
4.329 |
4.329 |
4.270 |
4.370 |
| PP |
4.185 |
4.185 |
4.185 |
4.205 |
| S1 |
4.104 |
4.104 |
4.228 |
4.145 |
| S2 |
3.960 |
3.960 |
4.208 |
|
| S3 |
3.735 |
3.879 |
4.187 |
|
| S4 |
3.510 |
3.654 |
4.125 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.708 |
5.408 |
4.373 |
|
| R3 |
5.201 |
4.901 |
4.233 |
|
| R2 |
4.694 |
4.694 |
4.187 |
|
| R1 |
4.394 |
4.394 |
4.140 |
4.291 |
| PP |
4.187 |
4.187 |
4.187 |
4.135 |
| S1 |
3.887 |
3.887 |
4.048 |
3.784 |
| S2 |
3.680 |
3.680 |
4.001 |
|
| S3 |
3.173 |
3.380 |
3.955 |
|
| S4 |
2.666 |
2.873 |
3.815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.385 |
3.980 |
0.405 |
9.5% |
0.156 |
3.7% |
66% |
False |
False |
24,844 |
| 10 |
4.557 |
3.980 |
0.577 |
13.6% |
0.165 |
3.9% |
47% |
False |
False |
29,510 |
| 20 |
4.557 |
3.980 |
0.577 |
13.6% |
0.150 |
3.5% |
47% |
False |
False |
24,691 |
| 40 |
4.557 |
3.848 |
0.709 |
16.7% |
0.147 |
3.5% |
57% |
False |
False |
20,397 |
| 60 |
4.557 |
3.848 |
0.709 |
16.7% |
0.125 |
3.0% |
57% |
False |
False |
16,723 |
| 80 |
4.557 |
3.848 |
0.709 |
16.7% |
0.119 |
2.8% |
57% |
False |
False |
14,293 |
| 100 |
5.116 |
3.848 |
1.268 |
29.8% |
0.113 |
2.6% |
32% |
False |
False |
12,444 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.221 |
|
2.618 |
4.854 |
|
1.618 |
4.629 |
|
1.000 |
4.490 |
|
0.618 |
4.404 |
|
HIGH |
4.265 |
|
0.618 |
4.179 |
|
0.500 |
4.153 |
|
0.382 |
4.126 |
|
LOW |
4.040 |
|
0.618 |
3.901 |
|
1.000 |
3.815 |
|
1.618 |
3.676 |
|
2.618 |
3.451 |
|
4.250 |
3.084 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.217 |
4.207 |
| PP |
4.185 |
4.165 |
| S1 |
4.153 |
4.123 |
|