NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.528 |
4.380 |
-0.148 |
-3.3% |
4.555 |
| High |
4.528 |
4.421 |
-0.107 |
-2.4% |
4.679 |
| Low |
4.417 |
4.366 |
-0.051 |
-1.2% |
4.473 |
| Close |
4.414 |
4.394 |
-0.020 |
-0.5% |
4.533 |
| Range |
0.111 |
0.055 |
-0.056 |
-50.5% |
0.206 |
| ATR |
0.120 |
0.115 |
-0.005 |
-3.9% |
0.000 |
| Volume |
2,918 |
1,568 |
-1,350 |
-46.3% |
13,653 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.559 |
4.531 |
4.424 |
|
| R3 |
4.504 |
4.476 |
4.409 |
|
| R2 |
4.449 |
4.449 |
4.404 |
|
| R1 |
4.421 |
4.421 |
4.399 |
4.435 |
| PP |
4.394 |
4.394 |
4.394 |
4.401 |
| S1 |
4.366 |
4.366 |
4.389 |
4.380 |
| S2 |
4.339 |
4.339 |
4.384 |
|
| S3 |
4.284 |
4.311 |
4.379 |
|
| S4 |
4.229 |
4.256 |
4.364 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.180 |
5.062 |
4.646 |
|
| R3 |
4.974 |
4.856 |
4.590 |
|
| R2 |
4.768 |
4.768 |
4.571 |
|
| R1 |
4.650 |
4.650 |
4.552 |
4.606 |
| PP |
4.562 |
4.562 |
4.562 |
4.540 |
| S1 |
4.444 |
4.444 |
4.514 |
4.400 |
| S2 |
4.356 |
4.356 |
4.495 |
|
| S3 |
4.150 |
4.238 |
4.476 |
|
| S4 |
3.944 |
4.032 |
4.420 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.655 |
|
2.618 |
4.565 |
|
1.618 |
4.510 |
|
1.000 |
4.476 |
|
0.618 |
4.455 |
|
HIGH |
4.421 |
|
0.618 |
4.400 |
|
0.500 |
4.394 |
|
0.382 |
4.387 |
|
LOW |
4.366 |
|
0.618 |
4.332 |
|
1.000 |
4.311 |
|
1.618 |
4.277 |
|
2.618 |
4.222 |
|
4.250 |
4.132 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.394 |
4.499 |
| PP |
4.394 |
4.464 |
| S1 |
4.394 |
4.429 |
|