NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.582 |
4.570 |
-0.012 |
-0.3% |
4.539 |
| High |
4.609 |
4.667 |
0.058 |
1.3% |
4.556 |
| Low |
4.492 |
4.507 |
0.015 |
0.3% |
4.287 |
| Close |
4.509 |
4.663 |
0.154 |
3.4% |
4.472 |
| Range |
0.117 |
0.160 |
0.043 |
36.8% |
0.269 |
| ATR |
0.113 |
0.116 |
0.003 |
3.0% |
0.000 |
| Volume |
3,123 |
2,027 |
-1,096 |
-35.1% |
6,479 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.092 |
5.038 |
4.751 |
|
| R3 |
4.932 |
4.878 |
4.707 |
|
| R2 |
4.772 |
4.772 |
4.692 |
|
| R1 |
4.718 |
4.718 |
4.678 |
4.745 |
| PP |
4.612 |
4.612 |
4.612 |
4.626 |
| S1 |
4.558 |
4.558 |
4.648 |
4.585 |
| S2 |
4.452 |
4.452 |
4.634 |
|
| S3 |
4.292 |
4.398 |
4.619 |
|
| S4 |
4.132 |
4.238 |
4.575 |
|
|
| 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 |
5.347 |
|
2.618 |
5.086 |
|
1.618 |
4.926 |
|
1.000 |
4.827 |
|
0.618 |
4.766 |
|
HIGH |
4.667 |
|
0.618 |
4.606 |
|
0.500 |
4.587 |
|
0.382 |
4.568 |
|
LOW |
4.507 |
|
0.618 |
4.408 |
|
1.000 |
4.347 |
|
1.618 |
4.248 |
|
2.618 |
4.088 |
|
4.250 |
3.827 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.638 |
4.635 |
| PP |
4.612 |
4.607 |
| S1 |
4.587 |
4.580 |
|