NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.430 |
4.452 |
0.022 |
0.5% |
4.539 |
| High |
4.443 |
4.470 |
0.027 |
0.6% |
4.556 |
| Low |
4.337 |
4.416 |
0.079 |
1.8% |
4.287 |
| Close |
4.451 |
4.472 |
0.021 |
0.5% |
4.472 |
| Range |
0.106 |
0.054 |
-0.052 |
-49.1% |
0.269 |
| ATR |
0.116 |
0.112 |
-0.004 |
-3.8% |
0.000 |
| Volume |
1,576 |
1,789 |
213 |
13.5% |
6,479 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.615 |
4.597 |
4.502 |
|
| R3 |
4.561 |
4.543 |
4.487 |
|
| R2 |
4.507 |
4.507 |
4.482 |
|
| R1 |
4.489 |
4.489 |
4.477 |
4.498 |
| PP |
4.453 |
4.453 |
4.453 |
4.457 |
| S1 |
4.435 |
4.435 |
4.467 |
4.444 |
| S2 |
4.399 |
4.399 |
4.462 |
|
| S3 |
4.345 |
4.381 |
4.457 |
|
| S4 |
4.291 |
4.327 |
4.442 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.245 |
5.128 |
4.620 |
|
| R3 |
4.976 |
4.859 |
4.546 |
|
| R2 |
4.707 |
4.707 |
4.521 |
|
| R1 |
4.590 |
4.590 |
4.497 |
4.514 |
| PP |
4.438 |
4.438 |
4.438 |
4.401 |
| S1 |
4.321 |
4.321 |
4.447 |
4.245 |
| S2 |
4.169 |
4.169 |
4.423 |
|
| S3 |
3.900 |
4.052 |
4.398 |
|
| S4 |
3.631 |
3.783 |
4.324 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.700 |
|
2.618 |
4.611 |
|
1.618 |
4.557 |
|
1.000 |
4.524 |
|
0.618 |
4.503 |
|
HIGH |
4.470 |
|
0.618 |
4.449 |
|
0.500 |
4.443 |
|
0.382 |
4.437 |
|
LOW |
4.416 |
|
0.618 |
4.383 |
|
1.000 |
4.362 |
|
1.618 |
4.329 |
|
2.618 |
4.275 |
|
4.250 |
4.187 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.462 |
4.447 |
| PP |
4.453 |
4.422 |
| S1 |
4.443 |
4.397 |
|