NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.415 |
4.281 |
-0.134 |
-3.0% |
4.610 |
| High |
4.426 |
4.387 |
-0.039 |
-0.9% |
4.631 |
| Low |
4.308 |
4.242 |
-0.066 |
-1.5% |
4.194 |
| Close |
4.311 |
4.388 |
0.077 |
1.8% |
4.302 |
| Range |
0.118 |
0.145 |
0.027 |
22.9% |
0.437 |
| ATR |
0.125 |
0.127 |
0.001 |
1.1% |
0.000 |
| Volume |
4,299 |
2,147 |
-2,152 |
-50.1% |
10,096 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.774 |
4.726 |
4.468 |
|
| R3 |
4.629 |
4.581 |
4.428 |
|
| R2 |
4.484 |
4.484 |
4.415 |
|
| R1 |
4.436 |
4.436 |
4.401 |
4.460 |
| PP |
4.339 |
4.339 |
4.339 |
4.351 |
| S1 |
4.291 |
4.291 |
4.375 |
4.315 |
| S2 |
4.194 |
4.194 |
4.361 |
|
| S3 |
4.049 |
4.146 |
4.348 |
|
| S4 |
3.904 |
4.001 |
4.308 |
|
|
| 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 |
5.003 |
|
2.618 |
4.767 |
|
1.618 |
4.622 |
|
1.000 |
4.532 |
|
0.618 |
4.477 |
|
HIGH |
4.387 |
|
0.618 |
4.332 |
|
0.500 |
4.315 |
|
0.382 |
4.297 |
|
LOW |
4.242 |
|
0.618 |
4.152 |
|
1.000 |
4.097 |
|
1.618 |
4.007 |
|
2.618 |
3.862 |
|
4.250 |
3.626 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.364 |
4.376 |
| PP |
4.339 |
4.364 |
| S1 |
4.315 |
4.352 |
|