NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.120 |
4.148 |
0.028 |
0.7% |
4.426 |
| High |
4.194 |
4.210 |
0.016 |
0.4% |
4.487 |
| Low |
4.029 |
4.105 |
0.076 |
1.9% |
3.980 |
| Close |
4.191 |
4.152 |
-0.039 |
-0.9% |
4.094 |
| Range |
0.165 |
0.105 |
-0.060 |
-36.4% |
0.507 |
| ATR |
0.153 |
0.149 |
-0.003 |
-2.2% |
0.000 |
| Volume |
16,168 |
17,955 |
1,787 |
11.1% |
123,430 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.471 |
4.416 |
4.210 |
|
| R3 |
4.366 |
4.311 |
4.181 |
|
| R2 |
4.261 |
4.261 |
4.171 |
|
| R1 |
4.206 |
4.206 |
4.162 |
4.234 |
| PP |
4.156 |
4.156 |
4.156 |
4.169 |
| S1 |
4.101 |
4.101 |
4.142 |
4.129 |
| S2 |
4.051 |
4.051 |
4.133 |
|
| S3 |
3.946 |
3.996 |
4.123 |
|
| S4 |
3.841 |
3.891 |
4.094 |
|
|
| 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 |
4.265 |
3.980 |
0.285 |
6.9% |
0.162 |
3.9% |
60% |
False |
False |
21,286 |
| 10 |
4.487 |
3.980 |
0.507 |
12.2% |
0.151 |
3.6% |
34% |
False |
False |
23,345 |
| 20 |
4.557 |
3.980 |
0.577 |
13.9% |
0.152 |
3.7% |
30% |
False |
False |
24,415 |
| 40 |
4.557 |
3.879 |
0.678 |
16.3% |
0.150 |
3.6% |
40% |
False |
False |
20,943 |
| 60 |
4.557 |
3.848 |
0.709 |
17.1% |
0.129 |
3.1% |
43% |
False |
False |
17,261 |
| 80 |
4.557 |
3.848 |
0.709 |
17.1% |
0.120 |
2.9% |
43% |
False |
False |
14,719 |
| 100 |
5.034 |
3.848 |
1.186 |
28.6% |
0.113 |
2.7% |
26% |
False |
False |
12,800 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.656 |
|
2.618 |
4.485 |
|
1.618 |
4.380 |
|
1.000 |
4.315 |
|
0.618 |
4.275 |
|
HIGH |
4.210 |
|
0.618 |
4.170 |
|
0.500 |
4.158 |
|
0.382 |
4.145 |
|
LOW |
4.105 |
|
0.618 |
4.040 |
|
1.000 |
4.000 |
|
1.618 |
3.935 |
|
2.618 |
3.830 |
|
4.250 |
3.659 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.158 |
4.149 |
| PP |
4.156 |
4.145 |
| S1 |
4.154 |
4.142 |
|