NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.800 |
4.593 |
-0.207 |
-4.3% |
4.500 |
High |
4.800 |
4.631 |
-0.169 |
-3.5% |
4.749 |
Low |
4.573 |
4.431 |
-0.142 |
-3.1% |
4.405 |
Close |
4.595 |
4.500 |
-0.095 |
-2.1% |
4.720 |
Range |
0.227 |
0.200 |
-0.027 |
-11.9% |
0.344 |
ATR |
0.148 |
0.151 |
0.004 |
2.5% |
0.000 |
Volume |
50,712 |
36,243 |
-14,469 |
-28.5% |
148,374 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.121 |
5.010 |
4.610 |
|
R3 |
4.921 |
4.810 |
4.555 |
|
R2 |
4.721 |
4.721 |
4.537 |
|
R1 |
4.610 |
4.610 |
4.518 |
4.566 |
PP |
4.521 |
4.521 |
4.521 |
4.498 |
S1 |
4.410 |
4.410 |
4.482 |
4.366 |
S2 |
4.321 |
4.321 |
4.463 |
|
S3 |
4.121 |
4.210 |
4.445 |
|
S4 |
3.921 |
4.010 |
4.390 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.657 |
5.532 |
4.909 |
|
R3 |
5.313 |
5.188 |
4.815 |
|
R2 |
4.969 |
4.969 |
4.783 |
|
R1 |
4.844 |
4.844 |
4.752 |
4.907 |
PP |
4.625 |
4.625 |
4.625 |
4.656 |
S1 |
4.500 |
4.500 |
4.688 |
4.563 |
S2 |
4.281 |
4.281 |
4.657 |
|
S3 |
3.937 |
4.156 |
4.625 |
|
S4 |
3.593 |
3.812 |
4.531 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.800 |
4.431 |
0.369 |
8.2% |
0.166 |
3.7% |
19% |
False |
True |
41,581 |
10 |
4.800 |
4.322 |
0.478 |
10.6% |
0.145 |
3.2% |
37% |
False |
False |
39,098 |
20 |
4.800 |
4.132 |
0.668 |
14.8% |
0.143 |
3.2% |
55% |
False |
False |
34,067 |
40 |
4.800 |
3.980 |
0.820 |
18.2% |
0.148 |
3.3% |
63% |
False |
False |
29,003 |
60 |
4.800 |
3.879 |
0.921 |
20.5% |
0.146 |
3.2% |
67% |
False |
False |
25,357 |
80 |
4.800 |
3.848 |
0.952 |
21.2% |
0.132 |
2.9% |
68% |
False |
False |
21,522 |
100 |
4.800 |
3.848 |
0.952 |
21.2% |
0.125 |
2.8% |
68% |
False |
False |
18,649 |
120 |
5.034 |
3.848 |
1.186 |
26.4% |
0.119 |
2.6% |
55% |
False |
False |
16,406 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.481 |
2.618 |
5.155 |
1.618 |
4.955 |
1.000 |
4.831 |
0.618 |
4.755 |
HIGH |
4.631 |
0.618 |
4.555 |
0.500 |
4.531 |
0.382 |
4.507 |
LOW |
4.431 |
0.618 |
4.307 |
1.000 |
4.231 |
1.618 |
4.107 |
2.618 |
3.907 |
4.250 |
3.581 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.531 |
4.616 |
PP |
4.521 |
4.577 |
S1 |
4.510 |
4.539 |
|