NYMEX Natural Gas Future May 2011
Trading Metrics calculated at close of trading on 10-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.363 |
4.433 |
0.070 |
1.6% |
4.510 |
High |
4.437 |
4.460 |
0.023 |
0.5% |
4.654 |
Low |
4.321 |
4.342 |
0.021 |
0.5% |
4.321 |
Close |
4.430 |
4.419 |
-0.011 |
-0.2% |
4.430 |
Range |
0.116 |
0.118 |
0.002 |
1.7% |
0.333 |
ATR |
0.143 |
0.141 |
-0.002 |
-1.2% |
0.000 |
Volume |
20,028 |
25,952 |
5,924 |
29.6% |
86,009 |
|
Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.761 |
4.708 |
4.484 |
|
R3 |
4.643 |
4.590 |
4.451 |
|
R2 |
4.525 |
4.525 |
4.441 |
|
R1 |
4.472 |
4.472 |
4.430 |
4.440 |
PP |
4.407 |
4.407 |
4.407 |
4.391 |
S1 |
4.354 |
4.354 |
4.408 |
4.322 |
S2 |
4.289 |
4.289 |
4.397 |
|
S3 |
4.171 |
4.236 |
4.387 |
|
S4 |
4.053 |
4.118 |
4.354 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.467 |
5.282 |
4.613 |
|
R3 |
5.134 |
4.949 |
4.522 |
|
R2 |
4.801 |
4.801 |
4.491 |
|
R1 |
4.616 |
4.616 |
4.461 |
4.542 |
PP |
4.468 |
4.468 |
4.468 |
4.432 |
S1 |
4.283 |
4.283 |
4.399 |
4.209 |
S2 |
4.135 |
4.135 |
4.369 |
|
S3 |
3.802 |
3.950 |
4.338 |
|
S4 |
3.469 |
3.617 |
4.247 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.654 |
4.321 |
0.333 |
7.5% |
0.145 |
3.3% |
29% |
False |
False |
21,307 |
10 |
4.654 |
4.175 |
0.479 |
10.8% |
0.133 |
3.0% |
51% |
False |
False |
13,393 |
20 |
4.654 |
4.020 |
0.634 |
14.3% |
0.135 |
3.1% |
63% |
False |
False |
10,613 |
40 |
4.654 |
3.919 |
0.735 |
16.6% |
0.134 |
3.0% |
68% |
False |
False |
9,019 |
60 |
4.654 |
3.882 |
0.772 |
17.5% |
0.127 |
2.9% |
70% |
False |
False |
7,330 |
80 |
4.654 |
3.882 |
0.772 |
17.5% |
0.114 |
2.6% |
70% |
False |
False |
6,155 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4.962 |
2.618 |
4.769 |
1.618 |
4.651 |
1.000 |
4.578 |
0.618 |
4.533 |
HIGH |
4.460 |
0.618 |
4.415 |
0.500 |
4.401 |
0.382 |
4.387 |
LOW |
4.342 |
0.618 |
4.269 |
1.000 |
4.224 |
1.618 |
4.151 |
2.618 |
4.033 |
4.250 |
3.841 |
|
|
Fisher Pivots for day following 10-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.413 |
4.443 |
PP |
4.407 |
4.435 |
S1 |
4.401 |
4.427 |
|