NYMEX Natural Gas Future April 2011
Trading Metrics calculated at close of trading on 27-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.495 |
4.497 |
0.002 |
0.0% |
4.500 |
High |
4.539 |
4.505 |
-0.034 |
-0.7% |
4.749 |
Low |
4.406 |
4.330 |
-0.076 |
-1.7% |
4.405 |
Close |
4.508 |
4.336 |
-0.172 |
-3.8% |
4.720 |
Range |
0.133 |
0.175 |
0.042 |
31.6% |
0.344 |
ATR |
0.150 |
0.152 |
0.002 |
1.3% |
0.000 |
Volume |
36,075 |
39,636 |
3,561 |
9.9% |
148,374 |
|
Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.915 |
4.801 |
4.432 |
|
R3 |
4.740 |
4.626 |
4.384 |
|
R2 |
4.565 |
4.565 |
4.368 |
|
R1 |
4.451 |
4.451 |
4.352 |
4.421 |
PP |
4.390 |
4.390 |
4.390 |
4.375 |
S1 |
4.276 |
4.276 |
4.320 |
4.246 |
S2 |
4.215 |
4.215 |
4.304 |
|
S3 |
4.040 |
4.101 |
4.288 |
|
S4 |
3.865 |
3.926 |
4.240 |
|
|
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 |
4.330 |
0.470 |
10.8% |
0.169 |
3.9% |
1% |
False |
True |
44,540 |
10 |
4.800 |
4.330 |
0.470 |
10.8% |
0.149 |
3.4% |
1% |
False |
True |
39,628 |
20 |
4.800 |
4.238 |
0.562 |
13.0% |
0.145 |
3.3% |
17% |
False |
False |
36,766 |
40 |
4.800 |
3.980 |
0.820 |
18.9% |
0.146 |
3.4% |
43% |
False |
False |
30,171 |
60 |
4.800 |
3.879 |
0.921 |
21.2% |
0.144 |
3.3% |
50% |
False |
False |
25,906 |
80 |
4.800 |
3.848 |
0.952 |
22.0% |
0.135 |
3.1% |
51% |
False |
False |
22,208 |
100 |
4.800 |
3.848 |
0.952 |
22.0% |
0.126 |
2.9% |
51% |
False |
False |
19,259 |
120 |
4.920 |
3.848 |
1.072 |
24.7% |
0.119 |
2.8% |
46% |
False |
False |
16,957 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.249 |
2.618 |
4.963 |
1.618 |
4.788 |
1.000 |
4.680 |
0.618 |
4.613 |
HIGH |
4.505 |
0.618 |
4.438 |
0.500 |
4.418 |
0.382 |
4.397 |
LOW |
4.330 |
0.618 |
4.222 |
1.000 |
4.155 |
1.618 |
4.047 |
2.618 |
3.872 |
4.250 |
3.586 |
|
|
Fisher Pivots for day following 27-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.418 |
4.481 |
PP |
4.390 |
4.432 |
S1 |
4.363 |
4.384 |
|