NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.810 |
4.581 |
-0.229 |
-4.8% |
4.494 |
High |
4.879 |
4.609 |
-0.270 |
-5.5% |
4.777 |
Low |
4.557 |
4.401 |
-0.156 |
-3.4% |
4.387 |
Close |
4.580 |
4.473 |
-0.107 |
-2.3% |
4.736 |
Range |
0.322 |
0.208 |
-0.114 |
-35.4% |
0.390 |
ATR |
0.173 |
0.176 |
0.002 |
1.4% |
0.000 |
Volume |
105,746 |
84,669 |
-21,077 |
-19.9% |
401,592 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.118 |
5.004 |
4.587 |
|
R3 |
4.910 |
4.796 |
4.530 |
|
R2 |
4.702 |
4.702 |
4.511 |
|
R1 |
4.588 |
4.588 |
4.492 |
4.541 |
PP |
4.494 |
4.494 |
4.494 |
4.471 |
S1 |
4.380 |
4.380 |
4.454 |
4.333 |
S2 |
4.286 |
4.286 |
4.435 |
|
S3 |
4.078 |
4.172 |
4.416 |
|
S4 |
3.870 |
3.964 |
4.359 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.803 |
5.660 |
4.951 |
|
R3 |
5.413 |
5.270 |
4.843 |
|
R2 |
5.023 |
5.023 |
4.808 |
|
R1 |
4.880 |
4.880 |
4.772 |
4.952 |
PP |
4.633 |
4.633 |
4.633 |
4.669 |
S1 |
4.490 |
4.490 |
4.700 |
4.562 |
S2 |
4.243 |
4.243 |
4.665 |
|
S3 |
3.853 |
4.100 |
4.629 |
|
S4 |
3.463 |
3.710 |
4.522 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.879 |
4.401 |
0.478 |
10.7% |
0.204 |
4.6% |
15% |
False |
True |
118,401 |
10 |
4.879 |
4.338 |
0.541 |
12.1% |
0.172 |
3.9% |
25% |
False |
False |
110,449 |
20 |
4.879 |
4.112 |
0.767 |
17.1% |
0.167 |
3.7% |
47% |
False |
False |
108,234 |
40 |
4.879 |
3.985 |
0.894 |
20.0% |
0.169 |
3.8% |
55% |
False |
False |
81,055 |
60 |
4.879 |
3.913 |
0.966 |
21.6% |
0.166 |
3.7% |
58% |
False |
False |
61,776 |
80 |
4.879 |
3.894 |
0.985 |
22.0% |
0.150 |
3.4% |
59% |
False |
False |
49,673 |
100 |
4.879 |
3.894 |
0.985 |
22.0% |
0.141 |
3.2% |
59% |
False |
False |
40,776 |
120 |
5.280 |
3.894 |
1.386 |
31.0% |
0.135 |
3.0% |
42% |
False |
False |
34,524 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.493 |
2.618 |
5.154 |
1.618 |
4.946 |
1.000 |
4.817 |
0.618 |
4.738 |
HIGH |
4.609 |
0.618 |
4.530 |
0.500 |
4.505 |
0.382 |
4.480 |
LOW |
4.401 |
0.618 |
4.272 |
1.000 |
4.193 |
1.618 |
4.064 |
2.618 |
3.856 |
4.250 |
3.517 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.505 |
4.640 |
PP |
4.494 |
4.584 |
S1 |
4.484 |
4.529 |
|