NYMEX Natural Gas Future July 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.488 |
4.638 |
0.150 |
3.3% |
4.275 |
| High |
4.560 |
4.710 |
0.150 |
3.3% |
4.560 |
| Low |
4.461 |
4.621 |
0.160 |
3.6% |
4.234 |
| Close |
4.541 |
4.697 |
0.156 |
3.4% |
4.541 |
| Range |
0.099 |
0.089 |
-0.010 |
-10.1% |
0.326 |
| ATR |
0.121 |
0.125 |
0.003 |
2.8% |
0.000 |
| Volume |
2,987 |
2,355 |
-632 |
-21.2% |
11,821 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.943 |
4.909 |
4.746 |
|
| R3 |
4.854 |
4.820 |
4.721 |
|
| R2 |
4.765 |
4.765 |
4.713 |
|
| R1 |
4.731 |
4.731 |
4.705 |
4.748 |
| PP |
4.676 |
4.676 |
4.676 |
4.685 |
| S1 |
4.642 |
4.642 |
4.689 |
4.659 |
| S2 |
4.587 |
4.587 |
4.681 |
|
| S3 |
4.498 |
4.553 |
4.673 |
|
| S4 |
4.409 |
4.464 |
4.648 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.423 |
5.308 |
4.720 |
|
| R3 |
5.097 |
4.982 |
4.631 |
|
| R2 |
4.771 |
4.771 |
4.601 |
|
| R1 |
4.656 |
4.656 |
4.571 |
4.714 |
| PP |
4.445 |
4.445 |
4.445 |
4.474 |
| S1 |
4.330 |
4.330 |
4.511 |
4.388 |
| S2 |
4.119 |
4.119 |
4.481 |
|
| S3 |
3.793 |
4.004 |
4.451 |
|
| S4 |
3.467 |
3.678 |
4.362 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.088 |
|
2.618 |
4.943 |
|
1.618 |
4.854 |
|
1.000 |
4.799 |
|
0.618 |
4.765 |
|
HIGH |
4.710 |
|
0.618 |
4.676 |
|
0.500 |
4.666 |
|
0.382 |
4.655 |
|
LOW |
4.621 |
|
0.618 |
4.566 |
|
1.000 |
4.532 |
|
1.618 |
4.477 |
|
2.618 |
4.388 |
|
4.250 |
4.243 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.687 |
4.646 |
| PP |
4.676 |
4.596 |
| S1 |
4.666 |
4.545 |
|