NYMEX Natural Gas Future April 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 |
4.550 |
4.422 |
-0.128 |
-2.8% |
4.100 |
High |
4.555 |
4.539 |
-0.016 |
-0.4% |
4.433 |
Low |
4.382 |
4.322 |
-0.060 |
-1.4% |
4.070 |
Close |
4.406 |
4.375 |
-0.031 |
-0.7% |
4.401 |
Range |
0.173 |
0.217 |
0.044 |
25.4% |
0.363 |
ATR |
0.150 |
0.155 |
0.005 |
3.2% |
0.000 |
Volume |
41,301 |
45,120 |
3,819 |
9.2% |
65,320 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.063 |
4.936 |
4.494 |
|
R3 |
4.846 |
4.719 |
4.435 |
|
R2 |
4.629 |
4.629 |
4.415 |
|
R1 |
4.502 |
4.502 |
4.395 |
4.457 |
PP |
4.412 |
4.412 |
4.412 |
4.390 |
S1 |
4.285 |
4.285 |
4.355 |
4.240 |
S2 |
4.195 |
4.195 |
4.335 |
|
S3 |
3.978 |
4.068 |
4.315 |
|
S4 |
3.761 |
3.851 |
4.256 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.390 |
5.259 |
4.601 |
|
R3 |
5.027 |
4.896 |
4.501 |
|
R2 |
4.664 |
4.664 |
4.468 |
|
R1 |
4.533 |
4.533 |
4.434 |
4.599 |
PP |
4.301 |
4.301 |
4.301 |
4.334 |
S1 |
4.170 |
4.170 |
4.368 |
4.236 |
S2 |
3.938 |
3.938 |
4.334 |
|
S3 |
3.575 |
3.807 |
4.301 |
|
S4 |
3.212 |
3.444 |
4.201 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.630 |
4.300 |
0.330 |
7.5% |
0.157 |
3.6% |
23% |
False |
False |
32,736 |
10 |
4.630 |
4.070 |
0.560 |
12.8% |
0.140 |
3.2% |
54% |
False |
False |
23,094 |
20 |
4.630 |
3.980 |
0.650 |
14.9% |
0.150 |
3.4% |
61% |
False |
False |
24,522 |
40 |
4.630 |
3.879 |
0.751 |
17.2% |
0.149 |
3.4% |
66% |
False |
False |
22,402 |
60 |
4.630 |
3.848 |
0.782 |
17.9% |
0.138 |
3.2% |
67% |
False |
False |
19,429 |
80 |
4.630 |
3.848 |
0.782 |
17.9% |
0.126 |
2.9% |
67% |
False |
False |
16,630 |
100 |
4.750 |
3.848 |
0.902 |
20.6% |
0.118 |
2.7% |
58% |
False |
False |
14,509 |
120 |
5.116 |
3.848 |
1.268 |
29.0% |
0.113 |
2.6% |
42% |
False |
False |
12,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.461 |
2.618 |
5.107 |
1.618 |
4.890 |
1.000 |
4.756 |
0.618 |
4.673 |
HIGH |
4.539 |
0.618 |
4.456 |
0.500 |
4.431 |
0.382 |
4.405 |
LOW |
4.322 |
0.618 |
4.188 |
1.000 |
4.105 |
1.618 |
3.971 |
2.618 |
3.754 |
4.250 |
3.400 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.431 |
4.476 |
PP |
4.412 |
4.442 |
S1 |
4.394 |
4.409 |
|