NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.365 |
4.240 |
-0.125 |
-2.9% |
4.610 |
| High |
4.365 |
4.330 |
-0.035 |
-0.8% |
4.631 |
| Low |
4.252 |
4.194 |
-0.058 |
-1.4% |
4.194 |
| Close |
4.269 |
4.302 |
0.033 |
0.8% |
4.302 |
| Range |
0.113 |
0.136 |
0.023 |
20.4% |
0.437 |
| ATR |
0.117 |
0.119 |
0.001 |
1.1% |
0.000 |
| Volume |
1,471 |
2,889 |
1,418 |
96.4% |
10,096 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.683 |
4.629 |
4.377 |
|
| R3 |
4.547 |
4.493 |
4.339 |
|
| R2 |
4.411 |
4.411 |
4.327 |
|
| R1 |
4.357 |
4.357 |
4.314 |
4.384 |
| PP |
4.275 |
4.275 |
4.275 |
4.289 |
| S1 |
4.221 |
4.221 |
4.290 |
4.248 |
| S2 |
4.139 |
4.139 |
4.277 |
|
| S3 |
4.003 |
4.085 |
4.265 |
|
| S4 |
3.867 |
3.949 |
4.227 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.687 |
5.431 |
4.542 |
|
| R3 |
5.250 |
4.994 |
4.422 |
|
| R2 |
4.813 |
4.813 |
4.382 |
|
| R1 |
4.557 |
4.557 |
4.342 |
4.467 |
| PP |
4.376 |
4.376 |
4.376 |
4.330 |
| S1 |
4.120 |
4.120 |
4.262 |
4.030 |
| S2 |
3.939 |
3.939 |
4.222 |
|
| S3 |
3.502 |
3.683 |
4.182 |
|
| S4 |
3.065 |
3.246 |
4.062 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.908 |
|
2.618 |
4.686 |
|
1.618 |
4.550 |
|
1.000 |
4.466 |
|
0.618 |
4.414 |
|
HIGH |
4.330 |
|
0.618 |
4.278 |
|
0.500 |
4.262 |
|
0.382 |
4.246 |
|
LOW |
4.194 |
|
0.618 |
4.110 |
|
1.000 |
4.058 |
|
1.618 |
3.974 |
|
2.618 |
3.838 |
|
4.250 |
3.616 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.289 |
4.308 |
| PP |
4.275 |
4.306 |
| S1 |
4.262 |
4.304 |
|