NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 13-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.572 |
4.578 |
0.006 |
0.1% |
4.546 |
High |
4.613 |
4.580 |
-0.033 |
-0.7% |
4.691 |
Low |
4.522 |
4.480 |
-0.042 |
-0.9% |
4.364 |
Close |
4.609 |
4.514 |
-0.095 |
-2.1% |
4.475 |
Range |
0.091 |
0.100 |
0.009 |
9.9% |
0.327 |
ATR |
0.134 |
0.133 |
0.000 |
-0.3% |
0.000 |
Volume |
7,957 |
11,843 |
3,886 |
48.8% |
35,690 |
|
Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.825 |
4.769 |
4.569 |
|
R3 |
4.725 |
4.669 |
4.542 |
|
R2 |
4.625 |
4.625 |
4.532 |
|
R1 |
4.569 |
4.569 |
4.523 |
4.547 |
PP |
4.525 |
4.525 |
4.525 |
4.514 |
S1 |
4.469 |
4.469 |
4.505 |
4.447 |
S2 |
4.425 |
4.425 |
4.496 |
|
S3 |
4.325 |
4.369 |
4.487 |
|
S4 |
4.225 |
4.269 |
4.459 |
|
|
Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.491 |
5.310 |
4.655 |
|
R3 |
5.164 |
4.983 |
4.565 |
|
R2 |
4.837 |
4.837 |
4.535 |
|
R1 |
4.656 |
4.656 |
4.505 |
4.583 |
PP |
4.510 |
4.510 |
4.510 |
4.474 |
S1 |
4.329 |
4.329 |
4.445 |
4.256 |
S2 |
4.183 |
4.183 |
4.415 |
|
S3 |
3.856 |
4.002 |
4.385 |
|
S4 |
3.529 |
3.675 |
4.295 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.613 |
4.364 |
0.249 |
5.5% |
0.116 |
2.6% |
60% |
False |
False |
8,955 |
10 |
4.691 |
4.364 |
0.327 |
7.2% |
0.128 |
2.8% |
46% |
False |
False |
7,674 |
20 |
4.691 |
4.078 |
0.613 |
13.6% |
0.129 |
2.8% |
71% |
False |
False |
5,830 |
40 |
4.691 |
4.039 |
0.652 |
14.4% |
0.130 |
2.9% |
73% |
False |
False |
4,863 |
60 |
4.691 |
3.942 |
0.749 |
16.6% |
0.126 |
2.8% |
76% |
False |
False |
3,834 |
80 |
4.691 |
3.942 |
0.749 |
16.6% |
0.112 |
2.5% |
76% |
False |
False |
3,235 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.005 |
2.618 |
4.842 |
1.618 |
4.742 |
1.000 |
4.680 |
0.618 |
4.642 |
HIGH |
4.580 |
0.618 |
4.542 |
0.500 |
4.530 |
0.382 |
4.518 |
LOW |
4.480 |
0.618 |
4.418 |
1.000 |
4.380 |
1.618 |
4.318 |
2.618 |
4.218 |
4.250 |
4.055 |
|
|
Fisher Pivots for day following 13-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.530 |
4.514 |
PP |
4.525 |
4.513 |
S1 |
4.519 |
4.513 |
|