NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.470 |
4.410 |
-0.060 |
-1.3% |
4.360 |
High |
4.492 |
4.494 |
0.002 |
0.0% |
4.528 |
Low |
4.380 |
4.380 |
0.000 |
0.0% |
4.302 |
Close |
4.420 |
4.484 |
0.064 |
1.4% |
4.484 |
Range |
0.112 |
0.114 |
0.002 |
1.8% |
0.226 |
ATR |
0.147 |
0.145 |
-0.002 |
-1.6% |
0.000 |
Volume |
42,623 |
42,621 |
-2 |
0.0% |
202,084 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.795 |
4.753 |
4.547 |
|
R3 |
4.681 |
4.639 |
4.515 |
|
R2 |
4.567 |
4.567 |
4.505 |
|
R1 |
4.525 |
4.525 |
4.494 |
4.546 |
PP |
4.453 |
4.453 |
4.453 |
4.463 |
S1 |
4.411 |
4.411 |
4.474 |
4.432 |
S2 |
4.339 |
4.339 |
4.463 |
|
S3 |
4.225 |
4.297 |
4.453 |
|
S4 |
4.111 |
4.183 |
4.421 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.116 |
5.026 |
4.608 |
|
R3 |
4.890 |
4.800 |
4.546 |
|
R2 |
4.664 |
4.664 |
4.525 |
|
R1 |
4.574 |
4.574 |
4.505 |
4.619 |
PP |
4.438 |
4.438 |
4.438 |
4.461 |
S1 |
4.348 |
4.348 |
4.463 |
4.393 |
S2 |
4.212 |
4.212 |
4.443 |
|
S3 |
3.986 |
4.122 |
4.422 |
|
S4 |
3.760 |
3.896 |
4.360 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.528 |
4.302 |
0.226 |
5.0% |
0.121 |
2.7% |
81% |
False |
False |
40,416 |
10 |
4.630 |
4.284 |
0.346 |
7.7% |
0.138 |
3.1% |
58% |
False |
False |
39,343 |
20 |
4.630 |
3.980 |
0.650 |
14.5% |
0.141 |
3.2% |
78% |
False |
False |
28,259 |
40 |
4.630 |
3.980 |
0.650 |
14.5% |
0.144 |
3.2% |
78% |
False |
False |
26,033 |
60 |
4.630 |
3.848 |
0.782 |
17.4% |
0.143 |
3.2% |
81% |
False |
False |
22,454 |
80 |
4.630 |
3.848 |
0.782 |
17.4% |
0.127 |
2.8% |
81% |
False |
False |
19,081 |
100 |
4.630 |
3.848 |
0.782 |
17.4% |
0.121 |
2.7% |
81% |
False |
False |
16,679 |
120 |
5.116 |
3.848 |
1.268 |
28.3% |
0.116 |
2.6% |
50% |
False |
False |
14,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.979 |
2.618 |
4.792 |
1.618 |
4.678 |
1.000 |
4.608 |
0.618 |
4.564 |
HIGH |
4.494 |
0.618 |
4.450 |
0.500 |
4.437 |
0.382 |
4.424 |
LOW |
4.380 |
0.618 |
4.310 |
1.000 |
4.266 |
1.618 |
4.196 |
2.618 |
4.082 |
4.250 |
3.896 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.468 |
4.474 |
PP |
4.453 |
4.464 |
S1 |
4.437 |
4.454 |
|