NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.410 |
4.500 |
0.090 |
2.0% |
4.360 |
High |
4.494 |
4.535 |
0.041 |
0.9% |
4.528 |
Low |
4.380 |
4.405 |
0.025 |
0.6% |
4.302 |
Close |
4.484 |
4.450 |
-0.034 |
-0.8% |
4.484 |
Range |
0.114 |
0.130 |
0.016 |
14.0% |
0.226 |
ATR |
0.145 |
0.144 |
-0.001 |
-0.7% |
0.000 |
Volume |
42,621 |
27,424 |
-15,197 |
-35.7% |
202,084 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.853 |
4.782 |
4.522 |
|
R3 |
4.723 |
4.652 |
4.486 |
|
R2 |
4.593 |
4.593 |
4.474 |
|
R1 |
4.522 |
4.522 |
4.462 |
4.493 |
PP |
4.463 |
4.463 |
4.463 |
4.449 |
S1 |
4.392 |
4.392 |
4.438 |
4.363 |
S2 |
4.333 |
4.333 |
4.426 |
|
S3 |
4.203 |
4.262 |
4.414 |
|
S4 |
4.073 |
4.132 |
4.379 |
|
|
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 |
4.535 |
4.322 |
0.213 |
4.8% |
0.124 |
2.8% |
60% |
True |
False |
36,616 |
10 |
4.630 |
4.284 |
0.346 |
7.8% |
0.139 |
3.1% |
48% |
False |
False |
40,291 |
20 |
4.630 |
4.029 |
0.601 |
13.5% |
0.140 |
3.2% |
70% |
False |
False |
28,196 |
40 |
4.630 |
3.980 |
0.650 |
14.6% |
0.144 |
3.2% |
72% |
False |
False |
26,234 |
60 |
4.630 |
3.848 |
0.782 |
17.6% |
0.143 |
3.2% |
77% |
False |
False |
22,775 |
80 |
4.630 |
3.848 |
0.782 |
17.6% |
0.127 |
2.9% |
77% |
False |
False |
19,373 |
100 |
4.630 |
3.848 |
0.782 |
17.6% |
0.121 |
2.7% |
77% |
False |
False |
16,909 |
120 |
5.116 |
3.848 |
1.268 |
28.5% |
0.116 |
2.6% |
47% |
False |
False |
14,966 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.088 |
2.618 |
4.875 |
1.618 |
4.745 |
1.000 |
4.665 |
0.618 |
4.615 |
HIGH |
4.535 |
0.618 |
4.485 |
0.500 |
4.470 |
0.382 |
4.455 |
LOW |
4.405 |
0.618 |
4.325 |
1.000 |
4.275 |
1.618 |
4.195 |
2.618 |
4.065 |
4.250 |
3.853 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.470 |
4.458 |
PP |
4.463 |
4.455 |
S1 |
4.457 |
4.453 |
|