NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 11-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.373 |
4.386 |
0.013 |
0.3% |
4.492 |
High |
4.450 |
4.504 |
0.054 |
1.2% |
4.707 |
Low |
4.322 |
4.338 |
0.016 |
0.4% |
4.327 |
Close |
4.399 |
4.481 |
0.082 |
1.9% |
4.422 |
Range |
0.128 |
0.166 |
0.038 |
29.7% |
0.380 |
ATR |
0.168 |
0.168 |
0.000 |
-0.1% |
0.000 |
Volume |
100,414 |
127,290 |
26,876 |
26.8% |
685,803 |
|
Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.939 |
4.876 |
4.572 |
|
R3 |
4.773 |
4.710 |
4.527 |
|
R2 |
4.607 |
4.607 |
4.511 |
|
R1 |
4.544 |
4.544 |
4.496 |
4.576 |
PP |
4.441 |
4.441 |
4.441 |
4.457 |
S1 |
4.378 |
4.378 |
4.466 |
4.410 |
S2 |
4.275 |
4.275 |
4.451 |
|
S3 |
4.109 |
4.212 |
4.435 |
|
S4 |
3.943 |
4.046 |
4.390 |
|
|
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 |
4.640 |
4.322 |
0.318 |
7.1% |
0.171 |
3.8% |
50% |
False |
False |
123,337 |
10 |
4.707 |
4.216 |
0.491 |
11.0% |
0.157 |
3.5% |
54% |
False |
False |
111,626 |
20 |
4.707 |
3.985 |
0.722 |
16.1% |
0.162 |
3.6% |
69% |
False |
False |
89,710 |
40 |
4.707 |
3.913 |
0.794 |
17.7% |
0.165 |
3.7% |
72% |
False |
False |
61,429 |
60 |
4.707 |
3.894 |
0.813 |
18.1% |
0.157 |
3.5% |
72% |
False |
False |
46,982 |
80 |
4.707 |
3.894 |
0.813 |
18.1% |
0.142 |
3.2% |
72% |
False |
False |
38,002 |
100 |
4.777 |
3.894 |
0.883 |
19.7% |
0.134 |
3.0% |
66% |
False |
False |
31,351 |
120 |
5.434 |
3.894 |
1.540 |
34.4% |
0.129 |
2.9% |
38% |
False |
False |
26,569 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.210 |
2.618 |
4.939 |
1.618 |
4.773 |
1.000 |
4.670 |
0.618 |
4.607 |
HIGH |
4.504 |
0.618 |
4.441 |
0.500 |
4.421 |
0.382 |
4.401 |
LOW |
4.338 |
0.618 |
4.235 |
1.000 |
4.172 |
1.618 |
4.069 |
2.618 |
3.903 |
4.250 |
3.633 |
|
|
Fisher Pivots for day following 11-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.461 |
4.458 |
PP |
4.441 |
4.436 |
S1 |
4.421 |
4.413 |
|