NYMEX Natural Gas Future June 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.837 |
4.698 |
-0.139 |
-2.9% |
4.604 |
High |
4.850 |
4.698 |
-0.152 |
-3.1% |
4.805 |
Low |
4.653 |
4.517 |
-0.136 |
-2.9% |
4.498 |
Close |
4.670 |
4.580 |
-0.090 |
-1.9% |
4.787 |
Range |
0.197 |
0.181 |
-0.016 |
-8.1% |
0.307 |
ATR |
0.133 |
0.136 |
0.003 |
2.6% |
0.000 |
Volume |
11,865 |
8,117 |
-3,748 |
-31.6% |
26,490 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.141 |
5.042 |
4.680 |
|
R3 |
4.960 |
4.861 |
4.630 |
|
R2 |
4.779 |
4.779 |
4.613 |
|
R1 |
4.680 |
4.680 |
4.597 |
4.639 |
PP |
4.598 |
4.598 |
4.598 |
4.578 |
S1 |
4.499 |
4.499 |
4.563 |
4.458 |
S2 |
4.417 |
4.417 |
4.547 |
|
S3 |
4.236 |
4.318 |
4.530 |
|
S4 |
4.055 |
4.137 |
4.480 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.618 |
5.509 |
4.956 |
|
R3 |
5.311 |
5.202 |
4.871 |
|
R2 |
5.004 |
5.004 |
4.843 |
|
R1 |
4.895 |
4.895 |
4.815 |
4.950 |
PP |
4.697 |
4.697 |
4.697 |
4.724 |
S1 |
4.588 |
4.588 |
4.759 |
4.643 |
S2 |
4.390 |
4.390 |
4.731 |
|
S3 |
4.083 |
4.281 |
4.703 |
|
S4 |
3.776 |
3.974 |
4.618 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.850 |
4.517 |
0.333 |
7.3% |
0.148 |
3.2% |
19% |
False |
True |
8,539 |
10 |
4.850 |
4.412 |
0.438 |
9.6% |
0.131 |
2.9% |
38% |
False |
False |
8,519 |
20 |
4.850 |
4.223 |
0.627 |
13.7% |
0.129 |
2.8% |
57% |
False |
False |
7,092 |
40 |
4.850 |
4.078 |
0.772 |
16.9% |
0.130 |
2.8% |
65% |
False |
False |
5,825 |
60 |
4.850 |
3.980 |
0.870 |
19.0% |
0.129 |
2.8% |
69% |
False |
False |
4,625 |
80 |
4.850 |
3.942 |
0.908 |
19.8% |
0.117 |
2.6% |
70% |
False |
False |
3,841 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.467 |
2.618 |
5.172 |
1.618 |
4.991 |
1.000 |
4.879 |
0.618 |
4.810 |
HIGH |
4.698 |
0.618 |
4.629 |
0.500 |
4.608 |
0.382 |
4.586 |
LOW |
4.517 |
0.618 |
4.405 |
1.000 |
4.336 |
1.618 |
4.224 |
2.618 |
4.043 |
4.250 |
3.748 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.608 |
4.684 |
PP |
4.598 |
4.649 |
S1 |
4.589 |
4.615 |
|