NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 24-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.692 |
4.796 |
0.104 |
2.2% |
4.511 |
High |
4.776 |
4.823 |
0.047 |
1.0% |
4.776 |
Low |
4.655 |
4.576 |
-0.079 |
-1.7% |
4.404 |
Close |
4.743 |
4.598 |
-0.145 |
-3.1% |
4.743 |
Range |
0.121 |
0.247 |
0.126 |
104.1% |
0.372 |
ATR |
0.150 |
0.157 |
0.007 |
4.6% |
0.000 |
Volume |
87,505 |
77,998 |
-9,507 |
-10.9% |
367,586 |
|
Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.407 |
5.249 |
4.734 |
|
R3 |
5.160 |
5.002 |
4.666 |
|
R2 |
4.913 |
4.913 |
4.643 |
|
R1 |
4.755 |
4.755 |
4.621 |
4.711 |
PP |
4.666 |
4.666 |
4.666 |
4.643 |
S1 |
4.508 |
4.508 |
4.575 |
4.464 |
S2 |
4.419 |
4.419 |
4.553 |
|
S3 |
4.172 |
4.261 |
4.530 |
|
S4 |
3.925 |
4.014 |
4.462 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.757 |
5.622 |
4.948 |
|
R3 |
5.385 |
5.250 |
4.845 |
|
R2 |
5.013 |
5.013 |
4.811 |
|
R1 |
4.878 |
4.878 |
4.777 |
4.946 |
PP |
4.641 |
4.641 |
4.641 |
4.675 |
S1 |
4.506 |
4.506 |
4.709 |
4.574 |
S2 |
4.269 |
4.269 |
4.675 |
|
S3 |
3.897 |
4.134 |
4.641 |
|
S4 |
3.525 |
3.762 |
4.538 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.823 |
4.404 |
0.419 |
9.1% |
0.166 |
3.6% |
46% |
True |
False |
89,116 |
10 |
4.823 |
4.311 |
0.512 |
11.1% |
0.146 |
3.2% |
56% |
True |
False |
83,752 |
20 |
4.823 |
4.064 |
0.759 |
16.5% |
0.148 |
3.2% |
70% |
True |
False |
60,331 |
40 |
4.823 |
3.980 |
0.843 |
18.3% |
0.154 |
3.4% |
73% |
True |
False |
50,062 |
60 |
4.823 |
3.890 |
0.933 |
20.3% |
0.155 |
3.4% |
76% |
True |
False |
40,515 |
80 |
4.823 |
3.854 |
0.969 |
21.1% |
0.140 |
3.0% |
77% |
True |
False |
33,433 |
100 |
4.823 |
3.854 |
0.969 |
21.1% |
0.133 |
2.9% |
77% |
True |
False |
28,564 |
120 |
5.183 |
3.854 |
1.329 |
28.9% |
0.126 |
2.7% |
56% |
False |
False |
24,707 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.873 |
2.618 |
5.470 |
1.618 |
5.223 |
1.000 |
5.070 |
0.618 |
4.976 |
HIGH |
4.823 |
0.618 |
4.729 |
0.500 |
4.700 |
0.382 |
4.670 |
LOW |
4.576 |
0.618 |
4.423 |
1.000 |
4.329 |
1.618 |
4.176 |
2.618 |
3.929 |
4.250 |
3.526 |
|
|
Fisher Pivots for day following 24-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.700 |
4.679 |
PP |
4.666 |
4.652 |
S1 |
4.632 |
4.625 |
|