NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.400 |
4.373 |
-0.027 |
-0.6% |
4.492 |
High |
4.450 |
4.450 |
0.000 |
0.0% |
4.707 |
Low |
4.327 |
4.322 |
-0.005 |
-0.1% |
4.327 |
Close |
4.422 |
4.399 |
-0.023 |
-0.5% |
4.422 |
Range |
0.123 |
0.128 |
0.005 |
4.1% |
0.380 |
ATR |
0.172 |
0.168 |
-0.003 |
-1.8% |
0.000 |
Volume |
118,415 |
100,414 |
-18,001 |
-15.2% |
685,803 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.774 |
4.715 |
4.469 |
|
R3 |
4.646 |
4.587 |
4.434 |
|
R2 |
4.518 |
4.518 |
4.422 |
|
R1 |
4.459 |
4.459 |
4.411 |
4.489 |
PP |
4.390 |
4.390 |
4.390 |
4.405 |
S1 |
4.331 |
4.331 |
4.387 |
4.361 |
S2 |
4.262 |
4.262 |
4.376 |
|
S3 |
4.134 |
4.203 |
4.364 |
|
S4 |
4.006 |
4.075 |
4.329 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.625 |
5.404 |
4.631 |
|
R3 |
5.245 |
5.024 |
4.527 |
|
R2 |
4.865 |
4.865 |
4.492 |
|
R1 |
4.644 |
4.644 |
4.457 |
4.565 |
PP |
4.485 |
4.485 |
4.485 |
4.446 |
S1 |
4.264 |
4.264 |
4.387 |
4.185 |
S2 |
4.105 |
4.105 |
4.352 |
|
S3 |
3.725 |
3.884 |
4.318 |
|
S4 |
3.345 |
3.504 |
4.213 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.707 |
4.322 |
0.385 |
8.8% |
0.167 |
3.8% |
20% |
False |
True |
127,092 |
10 |
4.707 |
4.112 |
0.595 |
13.5% |
0.162 |
3.7% |
48% |
False |
False |
106,018 |
20 |
4.707 |
3.985 |
0.722 |
16.4% |
0.164 |
3.7% |
57% |
False |
False |
85,874 |
40 |
4.707 |
3.913 |
0.794 |
18.0% |
0.165 |
3.7% |
61% |
False |
False |
58,854 |
60 |
4.707 |
3.894 |
0.813 |
18.5% |
0.156 |
3.5% |
62% |
False |
False |
45,139 |
80 |
4.707 |
3.894 |
0.813 |
18.5% |
0.141 |
3.2% |
62% |
False |
False |
36,492 |
100 |
4.955 |
3.894 |
1.061 |
24.1% |
0.134 |
3.1% |
48% |
False |
False |
30,095 |
120 |
5.434 |
3.894 |
1.540 |
35.0% |
0.129 |
2.9% |
33% |
False |
False |
25,516 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.994 |
2.618 |
4.785 |
1.618 |
4.657 |
1.000 |
4.578 |
0.618 |
4.529 |
HIGH |
4.450 |
0.618 |
4.401 |
0.500 |
4.386 |
0.382 |
4.371 |
LOW |
4.322 |
0.618 |
4.243 |
1.000 |
4.194 |
1.618 |
4.115 |
2.618 |
3.987 |
4.250 |
3.778 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.395 |
4.473 |
PP |
4.390 |
4.448 |
S1 |
4.386 |
4.424 |
|