NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
4.522 |
4.536 |
0.014 |
0.3% |
4.319 |
| High |
4.544 |
4.608 |
0.064 |
1.4% |
4.608 |
| Low |
4.435 |
4.514 |
0.079 |
1.8% |
4.290 |
| Close |
4.522 |
4.590 |
0.068 |
1.5% |
4.590 |
| Range |
0.109 |
0.094 |
-0.015 |
-13.8% |
0.318 |
| ATR |
0.123 |
0.121 |
-0.002 |
-1.7% |
0.000 |
| Volume |
816 |
956 |
140 |
17.2% |
5,066 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.853 |
4.815 |
4.642 |
|
| R3 |
4.759 |
4.721 |
4.616 |
|
| R2 |
4.665 |
4.665 |
4.607 |
|
| R1 |
4.627 |
4.627 |
4.599 |
4.646 |
| PP |
4.571 |
4.571 |
4.571 |
4.580 |
| S1 |
4.533 |
4.533 |
4.581 |
4.552 |
| S2 |
4.477 |
4.477 |
4.573 |
|
| S3 |
4.383 |
4.439 |
4.564 |
|
| S4 |
4.289 |
4.345 |
4.538 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.450 |
5.338 |
4.765 |
|
| R3 |
5.132 |
5.020 |
4.677 |
|
| R2 |
4.814 |
4.814 |
4.648 |
|
| R1 |
4.702 |
4.702 |
4.619 |
4.758 |
| PP |
4.496 |
4.496 |
4.496 |
4.524 |
| S1 |
4.384 |
4.384 |
4.561 |
4.440 |
| S2 |
4.178 |
4.178 |
4.532 |
|
| S3 |
3.860 |
4.066 |
4.503 |
|
| S4 |
3.542 |
3.748 |
4.415 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.008 |
|
2.618 |
4.854 |
|
1.618 |
4.760 |
|
1.000 |
4.702 |
|
0.618 |
4.666 |
|
HIGH |
4.608 |
|
0.618 |
4.572 |
|
0.500 |
4.561 |
|
0.382 |
4.550 |
|
LOW |
4.514 |
|
0.618 |
4.456 |
|
1.000 |
4.420 |
|
1.618 |
4.362 |
|
2.618 |
4.268 |
|
4.250 |
4.115 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.580 |
4.564 |
| PP |
4.571 |
4.538 |
| S1 |
4.561 |
4.512 |
|