NYMEX Natural Gas Future February 2011
Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.581 |
4.467 |
-0.114 |
-2.5% |
4.494 |
High |
4.609 |
4.510 |
-0.099 |
-2.1% |
4.777 |
Low |
4.401 |
4.381 |
-0.020 |
-0.5% |
4.387 |
Close |
4.473 |
4.491 |
0.018 |
0.4% |
4.736 |
Range |
0.208 |
0.129 |
-0.079 |
-38.0% |
0.390 |
ATR |
0.176 |
0.172 |
-0.003 |
-1.9% |
0.000 |
Volume |
84,669 |
47,008 |
-37,661 |
-44.5% |
401,592 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.848 |
4.798 |
4.562 |
|
R3 |
4.719 |
4.669 |
4.526 |
|
R2 |
4.590 |
4.590 |
4.515 |
|
R1 |
4.540 |
4.540 |
4.503 |
4.565 |
PP |
4.461 |
4.461 |
4.461 |
4.473 |
S1 |
4.411 |
4.411 |
4.479 |
4.436 |
S2 |
4.332 |
4.332 |
4.467 |
|
S3 |
4.203 |
4.282 |
4.456 |
|
S4 |
4.074 |
4.153 |
4.420 |
|
|
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 |
4.381 |
0.498 |
11.1% |
0.194 |
4.3% |
22% |
False |
True |
104,849 |
10 |
4.879 |
4.362 |
0.517 |
11.5% |
0.169 |
3.8% |
25% |
False |
False |
102,421 |
20 |
4.879 |
4.216 |
0.663 |
14.8% |
0.163 |
3.6% |
41% |
False |
False |
107,023 |
40 |
4.879 |
3.985 |
0.894 |
19.9% |
0.164 |
3.7% |
57% |
False |
False |
81,988 |
60 |
4.879 |
3.913 |
0.966 |
21.5% |
0.165 |
3.7% |
60% |
False |
False |
62,325 |
80 |
4.879 |
3.894 |
0.985 |
21.9% |
0.151 |
3.4% |
61% |
False |
False |
50,111 |
100 |
4.879 |
3.894 |
0.985 |
21.9% |
0.142 |
3.2% |
61% |
False |
False |
41,176 |
120 |
5.181 |
3.894 |
1.287 |
28.7% |
0.134 |
3.0% |
46% |
False |
False |
34,901 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.058 |
2.618 |
4.848 |
1.618 |
4.719 |
1.000 |
4.639 |
0.618 |
4.590 |
HIGH |
4.510 |
0.618 |
4.461 |
0.500 |
4.446 |
0.382 |
4.430 |
LOW |
4.381 |
0.618 |
4.301 |
1.000 |
4.252 |
1.618 |
4.172 |
2.618 |
4.043 |
4.250 |
3.833 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.476 |
4.630 |
PP |
4.461 |
4.584 |
S1 |
4.446 |
4.537 |
|