NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.555 |
4.582 |
0.027 |
0.6% |
4.539 |
| High |
4.586 |
4.609 |
0.023 |
0.5% |
4.556 |
| Low |
4.504 |
4.492 |
-0.012 |
-0.3% |
4.287 |
| Close |
4.561 |
4.509 |
-0.052 |
-1.1% |
4.472 |
| Range |
0.082 |
0.117 |
0.035 |
42.7% |
0.269 |
| ATR |
0.112 |
0.113 |
0.000 |
0.3% |
0.000 |
| Volume |
963 |
3,123 |
2,160 |
224.3% |
6,479 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.888 |
4.815 |
4.573 |
|
| R3 |
4.771 |
4.698 |
4.541 |
|
| R2 |
4.654 |
4.654 |
4.530 |
|
| R1 |
4.581 |
4.581 |
4.520 |
4.559 |
| PP |
4.537 |
4.537 |
4.537 |
4.526 |
| S1 |
4.464 |
4.464 |
4.498 |
4.442 |
| S2 |
4.420 |
4.420 |
4.488 |
|
| S3 |
4.303 |
4.347 |
4.477 |
|
| S4 |
4.186 |
4.230 |
4.445 |
|
|
| 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 |
5.106 |
|
2.618 |
4.915 |
|
1.618 |
4.798 |
|
1.000 |
4.726 |
|
0.618 |
4.681 |
|
HIGH |
4.609 |
|
0.618 |
4.564 |
|
0.500 |
4.551 |
|
0.382 |
4.537 |
|
LOW |
4.492 |
|
0.618 |
4.420 |
|
1.000 |
4.375 |
|
1.618 |
4.303 |
|
2.618 |
4.186 |
|
4.250 |
3.995 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.551 |
4.513 |
| PP |
4.537 |
4.511 |
| S1 |
4.523 |
4.510 |
|