NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.494 |
4.410 |
-0.084 |
-1.9% |
4.373 |
High |
4.545 |
4.585 |
0.040 |
0.9% |
4.554 |
Low |
4.387 |
4.406 |
0.019 |
0.4% |
4.322 |
Close |
4.425 |
4.561 |
0.136 |
3.1% |
4.480 |
Range |
0.158 |
0.179 |
0.021 |
13.3% |
0.232 |
ATR |
0.162 |
0.163 |
0.001 |
0.8% |
0.000 |
Volume |
0 |
114,768 |
114,768 |
|
612,904 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.054 |
4.987 |
4.659 |
|
R3 |
4.875 |
4.808 |
4.610 |
|
R2 |
4.696 |
4.696 |
4.594 |
|
R1 |
4.629 |
4.629 |
4.577 |
4.663 |
PP |
4.517 |
4.517 |
4.517 |
4.534 |
S1 |
4.450 |
4.450 |
4.545 |
4.484 |
S2 |
4.338 |
4.338 |
4.528 |
|
S3 |
4.159 |
4.271 |
4.512 |
|
S4 |
3.980 |
4.092 |
4.463 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.148 |
5.046 |
4.608 |
|
R3 |
4.916 |
4.814 |
4.544 |
|
R2 |
4.684 |
4.684 |
4.523 |
|
R1 |
4.582 |
4.582 |
4.501 |
4.633 |
PP |
4.452 |
4.452 |
4.452 |
4.478 |
S1 |
4.350 |
4.350 |
4.459 |
4.401 |
S2 |
4.220 |
4.220 |
4.437 |
|
S3 |
3.988 |
4.118 |
4.416 |
|
S4 |
3.756 |
3.886 |
4.352 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.585 |
4.362 |
0.223 |
4.9% |
0.143 |
3.1% |
89% |
True |
False |
99,993 |
10 |
4.640 |
4.322 |
0.318 |
7.0% |
0.157 |
3.4% |
75% |
False |
False |
111,665 |
20 |
4.707 |
4.019 |
0.688 |
15.1% |
0.155 |
3.4% |
79% |
False |
False |
94,984 |
40 |
4.707 |
3.985 |
0.722 |
15.8% |
0.162 |
3.6% |
80% |
False |
False |
71,663 |
60 |
4.707 |
3.894 |
0.813 |
17.8% |
0.161 |
3.5% |
82% |
False |
False |
54,430 |
80 |
4.707 |
3.894 |
0.813 |
17.8% |
0.144 |
3.2% |
82% |
False |
False |
43,962 |
100 |
4.707 |
3.894 |
0.813 |
17.8% |
0.138 |
3.0% |
82% |
False |
False |
36,188 |
120 |
5.434 |
3.894 |
1.540 |
33.8% |
0.132 |
2.9% |
43% |
False |
False |
30,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.346 |
2.618 |
5.054 |
1.618 |
4.875 |
1.000 |
4.764 |
0.618 |
4.696 |
HIGH |
4.585 |
0.618 |
4.517 |
0.500 |
4.496 |
0.382 |
4.474 |
LOW |
4.406 |
0.618 |
4.295 |
1.000 |
4.227 |
1.618 |
4.116 |
2.618 |
3.937 |
4.250 |
3.645 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.539 |
4.533 |
PP |
4.517 |
4.504 |
S1 |
4.496 |
4.476 |
|