NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.280 |
4.355 |
0.075 |
1.8% |
4.599 |
| High |
4.400 |
4.384 |
-0.016 |
-0.4% |
4.646 |
| Low |
4.250 |
4.320 |
0.070 |
1.6% |
4.209 |
| Close |
4.399 |
4.368 |
-0.031 |
-0.7% |
4.317 |
| Range |
0.150 |
0.064 |
-0.086 |
-57.3% |
0.437 |
| ATR |
|
|
|
|
|
| Volume |
1,310 |
1,079 |
-231 |
-17.6% |
8,390 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.549 |
4.523 |
4.403 |
|
| R3 |
4.485 |
4.459 |
4.386 |
|
| R2 |
4.421 |
4.421 |
4.380 |
|
| R1 |
4.395 |
4.395 |
4.374 |
4.408 |
| PP |
4.357 |
4.357 |
4.357 |
4.364 |
| S1 |
4.331 |
4.331 |
4.362 |
4.344 |
| S2 |
4.293 |
4.293 |
4.356 |
|
| S3 |
4.229 |
4.267 |
4.350 |
|
| S4 |
4.165 |
4.203 |
4.333 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.702 |
5.446 |
4.557 |
|
| R3 |
5.265 |
5.009 |
4.437 |
|
| R2 |
4.828 |
4.828 |
4.397 |
|
| R1 |
4.572 |
4.572 |
4.357 |
4.482 |
| PP |
4.391 |
4.391 |
4.391 |
4.345 |
| S1 |
4.135 |
4.135 |
4.277 |
4.045 |
| S2 |
3.954 |
3.954 |
4.237 |
|
| S3 |
3.517 |
3.698 |
4.197 |
|
| S4 |
3.080 |
3.261 |
4.077 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.656 |
|
2.618 |
4.552 |
|
1.618 |
4.488 |
|
1.000 |
4.448 |
|
0.618 |
4.424 |
|
HIGH |
4.384 |
|
0.618 |
4.360 |
|
0.500 |
4.352 |
|
0.382 |
4.344 |
|
LOW |
4.320 |
|
0.618 |
4.280 |
|
1.000 |
4.256 |
|
1.618 |
4.216 |
|
2.618 |
4.152 |
|
4.250 |
4.048 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.363 |
4.361 |
| PP |
4.357 |
4.354 |
| S1 |
4.352 |
4.347 |
|