NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.578 |
4.514 |
-0.064 |
-1.4% |
4.490 |
High |
4.580 |
4.579 |
-0.001 |
0.0% |
4.613 |
Low |
4.480 |
4.475 |
-0.005 |
-0.1% |
4.389 |
Close |
4.514 |
4.574 |
0.060 |
1.3% |
4.574 |
Range |
0.100 |
0.104 |
0.004 |
4.0% |
0.224 |
ATR |
0.133 |
0.131 |
-0.002 |
-1.6% |
0.000 |
Volume |
11,843 |
10,237 |
-1,606 |
-13.6% |
47,573 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.855 |
4.818 |
4.631 |
|
R3 |
4.751 |
4.714 |
4.603 |
|
R2 |
4.647 |
4.647 |
4.593 |
|
R1 |
4.610 |
4.610 |
4.584 |
4.629 |
PP |
4.543 |
4.543 |
4.543 |
4.552 |
S1 |
4.506 |
4.506 |
4.564 |
4.525 |
S2 |
4.439 |
4.439 |
4.555 |
|
S3 |
4.335 |
4.402 |
4.545 |
|
S4 |
4.231 |
4.298 |
4.517 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.197 |
5.110 |
4.697 |
|
R3 |
4.973 |
4.886 |
4.636 |
|
R2 |
4.749 |
4.749 |
4.615 |
|
R1 |
4.662 |
4.662 |
4.595 |
4.706 |
PP |
4.525 |
4.525 |
4.525 |
4.547 |
S1 |
4.438 |
4.438 |
4.553 |
4.482 |
S2 |
4.301 |
4.301 |
4.533 |
|
S3 |
4.077 |
4.214 |
4.512 |
|
S4 |
3.853 |
3.990 |
4.451 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.613 |
4.389 |
0.224 |
4.9% |
0.114 |
2.5% |
83% |
False |
False |
9,514 |
10 |
4.691 |
4.364 |
0.327 |
7.1% |
0.126 |
2.8% |
64% |
False |
False |
8,326 |
20 |
4.691 |
4.078 |
0.613 |
13.4% |
0.126 |
2.7% |
81% |
False |
False |
6,175 |
40 |
4.691 |
4.078 |
0.613 |
13.4% |
0.127 |
2.8% |
81% |
False |
False |
5,025 |
60 |
4.691 |
3.942 |
0.749 |
16.4% |
0.127 |
2.8% |
84% |
False |
False |
3,991 |
80 |
4.691 |
3.942 |
0.749 |
16.4% |
0.112 |
2.5% |
84% |
False |
False |
3,343 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.021 |
2.618 |
4.851 |
1.618 |
4.747 |
1.000 |
4.683 |
0.618 |
4.643 |
HIGH |
4.579 |
0.618 |
4.539 |
0.500 |
4.527 |
0.382 |
4.515 |
LOW |
4.475 |
0.618 |
4.411 |
1.000 |
4.371 |
1.618 |
4.307 |
2.618 |
4.203 |
4.250 |
4.033 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.558 |
4.564 |
PP |
4.543 |
4.554 |
S1 |
4.527 |
4.544 |
|