NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.384 |
4.466 |
0.082 |
1.9% |
4.300 |
| High |
4.496 |
4.494 |
-0.002 |
0.0% |
4.473 |
| Low |
4.352 |
4.416 |
0.064 |
1.5% |
4.250 |
| Close |
4.466 |
4.484 |
0.018 |
0.4% |
4.368 |
| Range |
0.144 |
0.078 |
-0.066 |
-45.8% |
0.223 |
| ATR |
0.128 |
0.124 |
-0.004 |
-2.8% |
0.000 |
| Volume |
544 |
1,659 |
1,115 |
205.0% |
6,564 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.699 |
4.669 |
4.527 |
|
| R3 |
4.621 |
4.591 |
4.505 |
|
| R2 |
4.543 |
4.543 |
4.498 |
|
| R1 |
4.513 |
4.513 |
4.491 |
4.528 |
| PP |
4.465 |
4.465 |
4.465 |
4.472 |
| S1 |
4.435 |
4.435 |
4.477 |
4.450 |
| S2 |
4.387 |
4.387 |
4.470 |
|
| S3 |
4.309 |
4.357 |
4.463 |
|
| S4 |
4.231 |
4.279 |
4.441 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.033 |
4.923 |
4.491 |
|
| R3 |
4.810 |
4.700 |
4.429 |
|
| R2 |
4.587 |
4.587 |
4.409 |
|
| R1 |
4.477 |
4.477 |
4.388 |
4.532 |
| PP |
4.364 |
4.364 |
4.364 |
4.391 |
| S1 |
4.254 |
4.254 |
4.348 |
4.309 |
| S2 |
4.141 |
4.141 |
4.327 |
|
| S3 |
3.918 |
4.031 |
4.307 |
|
| S4 |
3.695 |
3.808 |
4.245 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.826 |
|
2.618 |
4.698 |
|
1.618 |
4.620 |
|
1.000 |
4.572 |
|
0.618 |
4.542 |
|
HIGH |
4.494 |
|
0.618 |
4.464 |
|
0.500 |
4.455 |
|
0.382 |
4.446 |
|
LOW |
4.416 |
|
0.618 |
4.368 |
|
1.000 |
4.338 |
|
1.618 |
4.290 |
|
2.618 |
4.212 |
|
4.250 |
4.085 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.474 |
4.454 |
| PP |
4.465 |
4.423 |
| S1 |
4.455 |
4.393 |
|