NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 18-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.514 |
4.604 |
0.090 |
2.0% |
4.490 |
High |
4.579 |
4.611 |
0.032 |
0.7% |
4.613 |
Low |
4.475 |
4.498 |
0.023 |
0.5% |
4.389 |
Close |
4.574 |
4.541 |
-0.033 |
-0.7% |
4.574 |
Range |
0.104 |
0.113 |
0.009 |
8.7% |
0.224 |
ATR |
0.131 |
0.130 |
-0.001 |
-1.0% |
0.000 |
Volume |
10,237 |
3,777 |
-6,460 |
-63.1% |
47,573 |
|
Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.889 |
4.828 |
4.603 |
|
R3 |
4.776 |
4.715 |
4.572 |
|
R2 |
4.663 |
4.663 |
4.562 |
|
R1 |
4.602 |
4.602 |
4.551 |
4.576 |
PP |
4.550 |
4.550 |
4.550 |
4.537 |
S1 |
4.489 |
4.489 |
4.531 |
4.463 |
S2 |
4.437 |
4.437 |
4.520 |
|
S3 |
4.324 |
4.376 |
4.510 |
|
S4 |
4.211 |
4.263 |
4.479 |
|
|
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 |
4.412 |
0.201 |
4.4% |
0.114 |
2.5% |
64% |
False |
False |
8,500 |
10 |
4.691 |
4.364 |
0.327 |
7.2% |
0.127 |
2.8% |
54% |
False |
False |
8,439 |
20 |
4.691 |
4.126 |
0.565 |
12.4% |
0.124 |
2.7% |
73% |
False |
False |
6,095 |
40 |
4.691 |
4.078 |
0.613 |
13.5% |
0.127 |
2.8% |
76% |
False |
False |
5,054 |
60 |
4.691 |
3.942 |
0.749 |
16.5% |
0.127 |
2.8% |
80% |
False |
False |
4,046 |
80 |
4.691 |
3.942 |
0.749 |
16.5% |
0.113 |
2.5% |
80% |
False |
False |
3,376 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.091 |
2.618 |
4.907 |
1.618 |
4.794 |
1.000 |
4.724 |
0.618 |
4.681 |
HIGH |
4.611 |
0.618 |
4.568 |
0.500 |
4.555 |
0.382 |
4.541 |
LOW |
4.498 |
0.618 |
4.428 |
1.000 |
4.385 |
1.618 |
4.315 |
2.618 |
4.202 |
4.250 |
4.018 |
|
|
Fisher Pivots for day following 18-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.555 |
4.543 |
PP |
4.550 |
4.542 |
S1 |
4.546 |
4.542 |
|