NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.306 |
4.300 |
-0.006 |
-0.1% |
4.100 |
| High |
4.359 |
4.433 |
0.074 |
1.7% |
4.433 |
| Low |
4.238 |
4.300 |
0.062 |
1.5% |
4.070 |
| Close |
4.337 |
4.401 |
0.064 |
1.5% |
4.401 |
| Range |
0.121 |
0.133 |
0.012 |
9.9% |
0.363 |
| ATR |
0.143 |
0.143 |
-0.001 |
-0.5% |
0.000 |
| Volume |
14,837 |
16,009 |
1,172 |
7.9% |
65,320 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.777 |
4.722 |
4.474 |
|
| R3 |
4.644 |
4.589 |
4.438 |
|
| R2 |
4.511 |
4.511 |
4.425 |
|
| R1 |
4.456 |
4.456 |
4.413 |
4.484 |
| PP |
4.378 |
4.378 |
4.378 |
4.392 |
| S1 |
4.323 |
4.323 |
4.389 |
4.351 |
| S2 |
4.245 |
4.245 |
4.377 |
|
| S3 |
4.112 |
4.190 |
4.364 |
|
| S4 |
3.979 |
4.057 |
4.328 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.390 |
5.259 |
4.601 |
|
| R3 |
5.027 |
4.896 |
4.501 |
|
| R2 |
4.664 |
4.664 |
4.468 |
|
| R1 |
4.533 |
4.533 |
4.434 |
4.599 |
| PP |
4.301 |
4.301 |
4.301 |
4.334 |
| S1 |
4.170 |
4.170 |
4.368 |
4.236 |
| S2 |
3.938 |
3.938 |
4.334 |
|
| S3 |
3.575 |
3.807 |
4.301 |
|
| S4 |
3.212 |
3.444 |
4.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.433 |
4.070 |
0.363 |
8.2% |
0.128 |
2.9% |
91% |
True |
False |
13,064 |
| 10 |
4.433 |
3.980 |
0.453 |
10.3% |
0.145 |
3.3% |
93% |
True |
False |
17,175 |
| 20 |
4.557 |
3.980 |
0.577 |
13.1% |
0.146 |
3.3% |
73% |
False |
False |
23,049 |
| 40 |
4.557 |
3.879 |
0.678 |
15.4% |
0.144 |
3.3% |
77% |
False |
False |
20,398 |
| 60 |
4.557 |
3.848 |
0.709 |
16.1% |
0.133 |
3.0% |
78% |
False |
False |
17,626 |
| 80 |
4.557 |
3.848 |
0.709 |
16.1% |
0.123 |
2.8% |
78% |
False |
False |
15,111 |
| 100 |
4.791 |
3.848 |
0.943 |
21.4% |
0.114 |
2.6% |
59% |
False |
False |
13,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.998 |
|
2.618 |
4.781 |
|
1.618 |
4.648 |
|
1.000 |
4.566 |
|
0.618 |
4.515 |
|
HIGH |
4.433 |
|
0.618 |
4.382 |
|
0.500 |
4.367 |
|
0.382 |
4.351 |
|
LOW |
4.300 |
|
0.618 |
4.218 |
|
1.000 |
4.167 |
|
1.618 |
4.085 |
|
2.618 |
3.952 |
|
4.250 |
3.735 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.390 |
4.374 |
| PP |
4.378 |
4.347 |
| S1 |
4.367 |
4.320 |
|