NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 07-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.422 |
4.336 |
-0.086 |
-1.9% |
4.476 |
High |
4.539 |
4.404 |
-0.135 |
-3.0% |
4.630 |
Low |
4.322 |
4.284 |
-0.038 |
-0.9% |
4.284 |
Close |
4.375 |
4.390 |
0.015 |
0.3% |
4.390 |
Range |
0.217 |
0.120 |
-0.097 |
-44.7% |
0.346 |
ATR |
0.155 |
0.153 |
-0.003 |
-1.6% |
0.000 |
Volume |
45,120 |
43,679 |
-1,441 |
-3.2% |
191,352 |
|
Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.719 |
4.675 |
4.456 |
|
R3 |
4.599 |
4.555 |
4.423 |
|
R2 |
4.479 |
4.479 |
4.412 |
|
R1 |
4.435 |
4.435 |
4.401 |
4.457 |
PP |
4.359 |
4.359 |
4.359 |
4.371 |
S1 |
4.315 |
4.315 |
4.379 |
4.337 |
S2 |
4.239 |
4.239 |
4.368 |
|
S3 |
4.119 |
4.195 |
4.357 |
|
S4 |
3.999 |
4.075 |
4.324 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.473 |
5.277 |
4.580 |
|
R3 |
5.127 |
4.931 |
4.485 |
|
R2 |
4.781 |
4.781 |
4.453 |
|
R1 |
4.585 |
4.585 |
4.422 |
4.510 |
PP |
4.435 |
4.435 |
4.435 |
4.397 |
S1 |
4.239 |
4.239 |
4.358 |
4.164 |
S2 |
4.089 |
4.089 |
4.327 |
|
S3 |
3.743 |
3.893 |
4.295 |
|
S4 |
3.397 |
3.547 |
4.200 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.630 |
4.284 |
0.346 |
7.9% |
0.154 |
3.5% |
31% |
False |
True |
38,270 |
10 |
4.630 |
4.070 |
0.560 |
12.8% |
0.141 |
3.2% |
57% |
False |
False |
25,667 |
20 |
4.630 |
3.980 |
0.650 |
14.8% |
0.146 |
3.3% |
63% |
False |
False |
24,506 |
40 |
4.630 |
3.879 |
0.751 |
17.1% |
0.148 |
3.4% |
68% |
False |
False |
22,969 |
60 |
4.630 |
3.848 |
0.782 |
17.8% |
0.139 |
3.2% |
69% |
False |
False |
19,960 |
80 |
4.630 |
3.848 |
0.782 |
17.8% |
0.127 |
2.9% |
69% |
False |
False |
17,086 |
100 |
4.750 |
3.848 |
0.902 |
20.5% |
0.118 |
2.7% |
60% |
False |
False |
14,879 |
120 |
5.116 |
3.848 |
1.268 |
28.9% |
0.114 |
2.6% |
43% |
False |
False |
13,180 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.914 |
2.618 |
4.718 |
1.618 |
4.598 |
1.000 |
4.524 |
0.618 |
4.478 |
HIGH |
4.404 |
0.618 |
4.358 |
0.500 |
4.344 |
0.382 |
4.330 |
LOW |
4.284 |
0.618 |
4.210 |
1.000 |
4.164 |
1.618 |
4.090 |
2.618 |
3.970 |
4.250 |
3.774 |
|
|
Fisher Pivots for day following 07-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.375 |
4.420 |
PP |
4.359 |
4.410 |
S1 |
4.344 |
4.400 |
|