NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.148 |
4.100 |
-0.048 |
-1.2% |
4.076 |
| High |
4.210 |
4.179 |
-0.031 |
-0.7% |
4.265 |
| Low |
4.105 |
4.070 |
-0.035 |
-0.9% |
4.029 |
| Close |
4.152 |
4.168 |
0.016 |
0.4% |
4.152 |
| Range |
0.105 |
0.109 |
0.004 |
3.8% |
0.236 |
| ATR |
0.149 |
0.146 |
-0.003 |
-1.9% |
0.000 |
| Volume |
17,955 |
12,732 |
-5,223 |
-29.1% |
77,748 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.466 |
4.426 |
4.228 |
|
| R3 |
4.357 |
4.317 |
4.198 |
|
| R2 |
4.248 |
4.248 |
4.188 |
|
| R1 |
4.208 |
4.208 |
4.178 |
4.228 |
| PP |
4.139 |
4.139 |
4.139 |
4.149 |
| S1 |
4.099 |
4.099 |
4.158 |
4.119 |
| S2 |
4.030 |
4.030 |
4.148 |
|
| S3 |
3.921 |
3.990 |
4.138 |
|
| S4 |
3.812 |
3.881 |
4.108 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.857 |
4.740 |
4.282 |
|
| R3 |
4.621 |
4.504 |
4.217 |
|
| R2 |
4.385 |
4.385 |
4.195 |
|
| R1 |
4.268 |
4.268 |
4.174 |
4.327 |
| PP |
4.149 |
4.149 |
4.149 |
4.178 |
| S1 |
4.032 |
4.032 |
4.130 |
4.091 |
| S2 |
3.913 |
3.913 |
4.109 |
|
| S3 |
3.677 |
3.796 |
4.087 |
|
| S4 |
3.441 |
3.560 |
4.022 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.265 |
4.029 |
0.236 |
5.7% |
0.153 |
3.7% |
59% |
False |
False |
18,096 |
| 10 |
4.487 |
3.980 |
0.507 |
12.2% |
0.152 |
3.6% |
37% |
False |
False |
21,391 |
| 20 |
4.557 |
3.980 |
0.577 |
13.8% |
0.152 |
3.7% |
33% |
False |
False |
23,938 |
| 40 |
4.557 |
3.879 |
0.678 |
16.3% |
0.147 |
3.5% |
43% |
False |
False |
21,003 |
| 60 |
4.557 |
3.848 |
0.709 |
17.0% |
0.129 |
3.1% |
45% |
False |
False |
17,341 |
| 80 |
4.557 |
3.848 |
0.709 |
17.0% |
0.120 |
2.9% |
45% |
False |
False |
14,795 |
| 100 |
5.034 |
3.848 |
1.186 |
28.5% |
0.114 |
2.7% |
27% |
False |
False |
12,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.642 |
|
2.618 |
4.464 |
|
1.618 |
4.355 |
|
1.000 |
4.288 |
|
0.618 |
4.246 |
|
HIGH |
4.179 |
|
0.618 |
4.137 |
|
0.500 |
4.125 |
|
0.382 |
4.112 |
|
LOW |
4.070 |
|
0.618 |
4.003 |
|
1.000 |
3.961 |
|
1.618 |
3.894 |
|
2.618 |
3.785 |
|
4.250 |
3.607 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.154 |
4.152 |
| PP |
4.139 |
4.136 |
| S1 |
4.125 |
4.120 |
|