NYMEX Natural Gas Future March 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 |
4.250 |
4.050 |
-0.200 |
-4.7% |
4.458 |
| High |
4.253 |
4.137 |
-0.116 |
-2.7% |
4.528 |
| Low |
4.044 |
3.980 |
-0.064 |
-1.6% |
3.980 |
| Close |
4.077 |
4.100 |
0.023 |
0.6% |
4.100 |
| Range |
0.209 |
0.157 |
-0.052 |
-24.9% |
0.548 |
| ATR |
0.155 |
0.155 |
0.000 |
0.1% |
0.000 |
| Volume |
30,910 |
41,654 |
10,744 |
34.8% |
230,353 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.543 |
4.479 |
4.186 |
|
| R3 |
4.386 |
4.322 |
4.143 |
|
| R2 |
4.229 |
4.229 |
4.129 |
|
| R1 |
4.165 |
4.165 |
4.114 |
4.197 |
| PP |
4.072 |
4.072 |
4.072 |
4.089 |
| S1 |
4.008 |
4.008 |
4.086 |
4.040 |
| S2 |
3.915 |
3.915 |
4.071 |
|
| S3 |
3.758 |
3.851 |
4.057 |
|
| S4 |
3.601 |
3.694 |
4.014 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.847 |
5.521 |
4.401 |
|
| R3 |
5.299 |
4.973 |
4.251 |
|
| R2 |
4.751 |
4.751 |
4.200 |
|
| R1 |
4.425 |
4.425 |
4.150 |
4.314 |
| PP |
4.203 |
4.203 |
4.203 |
4.147 |
| S1 |
3.877 |
3.877 |
4.050 |
3.766 |
| S2 |
3.655 |
3.655 |
4.000 |
|
| S3 |
3.107 |
3.329 |
3.949 |
|
| S4 |
2.559 |
2.781 |
3.799 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.528 |
3.980 |
0.548 |
13.4% |
0.161 |
3.9% |
22% |
False |
True |
46,070 |
| 10 |
4.601 |
3.980 |
0.621 |
15.1% |
0.165 |
4.0% |
19% |
False |
True |
54,851 |
| 20 |
4.601 |
3.980 |
0.621 |
15.1% |
0.157 |
3.8% |
19% |
False |
True |
38,642 |
| 40 |
4.601 |
3.854 |
0.747 |
18.2% |
0.153 |
3.7% |
33% |
False |
False |
28,977 |
| 60 |
4.601 |
3.854 |
0.747 |
18.2% |
0.132 |
3.2% |
33% |
False |
False |
23,139 |
| 80 |
4.613 |
3.854 |
0.759 |
18.5% |
0.126 |
3.1% |
32% |
False |
False |
19,566 |
| 100 |
5.327 |
3.854 |
1.473 |
35.9% |
0.120 |
2.9% |
17% |
False |
False |
16,829 |
| 120 |
5.458 |
3.854 |
1.604 |
39.1% |
0.118 |
2.9% |
15% |
False |
False |
14,727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.804 |
|
2.618 |
4.548 |
|
1.618 |
4.391 |
|
1.000 |
4.294 |
|
0.618 |
4.234 |
|
HIGH |
4.137 |
|
0.618 |
4.077 |
|
0.500 |
4.059 |
|
0.382 |
4.040 |
|
LOW |
3.980 |
|
0.618 |
3.883 |
|
1.000 |
3.823 |
|
1.618 |
3.726 |
|
2.618 |
3.569 |
|
4.250 |
3.313 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
4.086 |
4.132 |
| PP |
4.072 |
4.121 |
| S1 |
4.059 |
4.111 |
|