NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.581 |
4.460 |
-0.121 |
-2.6% |
4.109 |
High |
4.604 |
4.582 |
-0.022 |
-0.5% |
4.456 |
Low |
4.418 |
4.351 |
-0.067 |
-1.5% |
4.064 |
Close |
4.441 |
4.404 |
-0.037 |
-0.8% |
4.422 |
Range |
0.186 |
0.231 |
0.045 |
24.2% |
0.392 |
ATR |
0.159 |
0.164 |
0.005 |
3.3% |
0.000 |
Volume |
49,112 |
46,694 |
-2,418 |
-4.9% |
105,044 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.139 |
5.002 |
4.531 |
|
R3 |
4.908 |
4.771 |
4.468 |
|
R2 |
4.677 |
4.677 |
4.446 |
|
R1 |
4.540 |
4.540 |
4.425 |
4.493 |
PP |
4.446 |
4.446 |
4.446 |
4.422 |
S1 |
4.309 |
4.309 |
4.383 |
4.262 |
S2 |
4.215 |
4.215 |
4.362 |
|
S3 |
3.984 |
4.078 |
4.340 |
|
S4 |
3.753 |
3.847 |
4.277 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.490 |
5.348 |
4.638 |
|
R3 |
5.098 |
4.956 |
4.530 |
|
R2 |
4.706 |
4.706 |
4.494 |
|
R1 |
4.564 |
4.564 |
4.458 |
4.635 |
PP |
4.314 |
4.314 |
4.314 |
4.350 |
S1 |
4.172 |
4.172 |
4.386 |
4.243 |
S2 |
3.922 |
3.922 |
4.350 |
|
S3 |
3.530 |
3.780 |
4.314 |
|
S4 |
3.138 |
3.388 |
4.206 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.668 |
4.320 |
0.348 |
7.9% |
0.167 |
3.8% |
24% |
False |
False |
45,534 |
10 |
4.668 |
4.064 |
0.604 |
13.7% |
0.147 |
3.3% |
56% |
False |
False |
32,650 |
20 |
4.668 |
3.980 |
0.688 |
15.6% |
0.159 |
3.6% |
62% |
False |
False |
41,094 |
40 |
4.668 |
3.890 |
0.778 |
17.7% |
0.158 |
3.6% |
66% |
False |
False |
33,324 |
60 |
4.668 |
3.854 |
0.814 |
18.5% |
0.146 |
3.3% |
68% |
False |
False |
27,704 |
80 |
4.668 |
3.854 |
0.814 |
18.5% |
0.134 |
3.0% |
68% |
False |
False |
23,377 |
100 |
4.850 |
3.854 |
0.996 |
22.6% |
0.127 |
2.9% |
55% |
False |
False |
20,103 |
120 |
5.327 |
3.854 |
1.473 |
33.4% |
0.123 |
2.8% |
37% |
False |
False |
17,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.564 |
2.618 |
5.187 |
1.618 |
4.956 |
1.000 |
4.813 |
0.618 |
4.725 |
HIGH |
4.582 |
0.618 |
4.494 |
0.500 |
4.467 |
0.382 |
4.439 |
LOW |
4.351 |
0.618 |
4.208 |
1.000 |
4.120 |
1.618 |
3.977 |
2.618 |
3.746 |
4.250 |
3.369 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.467 |
4.510 |
PP |
4.446 |
4.474 |
S1 |
4.425 |
4.439 |
|