NYMEX Natural Gas Future July 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 |
4.271 |
4.283 |
0.012 |
0.3% |
4.595 |
| High |
4.346 |
4.331 |
-0.015 |
-0.3% |
4.598 |
| Low |
4.197 |
4.268 |
0.071 |
1.7% |
4.147 |
| Close |
4.347 |
4.317 |
-0.030 |
-0.7% |
4.258 |
| Range |
0.149 |
0.063 |
-0.086 |
-57.7% |
0.451 |
| ATR |
0.132 |
0.128 |
-0.004 |
-2.9% |
0.000 |
| Volume |
3,833 |
2,299 |
-1,534 |
-40.0% |
14,130 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.494 |
4.469 |
4.352 |
|
| R3 |
4.431 |
4.406 |
4.334 |
|
| R2 |
4.368 |
4.368 |
4.329 |
|
| R1 |
4.343 |
4.343 |
4.323 |
4.356 |
| PP |
4.305 |
4.305 |
4.305 |
4.312 |
| S1 |
4.280 |
4.280 |
4.311 |
4.293 |
| S2 |
4.242 |
4.242 |
4.305 |
|
| S3 |
4.179 |
4.217 |
4.300 |
|
| S4 |
4.116 |
4.154 |
4.282 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.687 |
5.424 |
4.506 |
|
| R3 |
5.236 |
4.973 |
4.382 |
|
| R2 |
4.785 |
4.785 |
4.341 |
|
| R1 |
4.522 |
4.522 |
4.299 |
4.428 |
| PP |
4.334 |
4.334 |
4.334 |
4.288 |
| S1 |
4.071 |
4.071 |
4.217 |
3.977 |
| S2 |
3.883 |
3.883 |
4.175 |
|
| S3 |
3.432 |
3.620 |
4.134 |
|
| S4 |
2.981 |
3.169 |
4.010 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.599 |
|
2.618 |
4.496 |
|
1.618 |
4.433 |
|
1.000 |
4.394 |
|
0.618 |
4.370 |
|
HIGH |
4.331 |
|
0.618 |
4.307 |
|
0.500 |
4.300 |
|
0.382 |
4.292 |
|
LOW |
4.268 |
|
0.618 |
4.229 |
|
1.000 |
4.205 |
|
1.618 |
4.166 |
|
2.618 |
4.103 |
|
4.250 |
4.000 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.311 |
4.309 |
| PP |
4.305 |
4.301 |
| S1 |
4.300 |
4.293 |
|