NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 26-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.743 |
4.631 |
-0.112 |
-2.4% |
4.670 |
High |
4.754 |
4.660 |
-0.094 |
-2.0% |
4.853 |
Low |
4.565 |
4.537 |
-0.028 |
-0.6% |
4.564 |
Close |
4.633 |
4.637 |
0.004 |
0.1% |
4.837 |
Range |
0.189 |
0.123 |
-0.066 |
-34.9% |
0.289 |
ATR |
0.136 |
0.135 |
-0.001 |
-0.7% |
0.000 |
Volume |
8,313 |
5,669 |
-2,644 |
-31.8% |
29,748 |
|
Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.980 |
4.932 |
4.705 |
|
R3 |
4.857 |
4.809 |
4.671 |
|
R2 |
4.734 |
4.734 |
4.660 |
|
R1 |
4.686 |
4.686 |
4.648 |
4.710 |
PP |
4.611 |
4.611 |
4.611 |
4.624 |
S1 |
4.563 |
4.563 |
4.626 |
4.587 |
S2 |
4.488 |
4.488 |
4.614 |
|
S3 |
4.365 |
4.440 |
4.603 |
|
S4 |
4.242 |
4.317 |
4.569 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.618 |
5.517 |
4.996 |
|
R3 |
5.329 |
5.228 |
4.916 |
|
R2 |
5.040 |
5.040 |
4.890 |
|
R1 |
4.939 |
4.939 |
4.863 |
4.990 |
PP |
4.751 |
4.751 |
4.751 |
4.777 |
S1 |
4.650 |
4.650 |
4.811 |
4.701 |
S2 |
4.462 |
4.462 |
4.784 |
|
S3 |
4.173 |
4.361 |
4.758 |
|
S4 |
3.884 |
4.072 |
4.678 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.930 |
4.537 |
0.393 |
8.5% |
0.157 |
3.4% |
25% |
False |
True |
9,008 |
10 |
4.930 |
4.537 |
0.393 |
8.5% |
0.126 |
2.7% |
25% |
False |
True |
9,126 |
20 |
4.930 |
4.363 |
0.567 |
12.2% |
0.124 |
2.7% |
48% |
False |
False |
7,515 |
40 |
4.930 |
4.147 |
0.783 |
16.9% |
0.122 |
2.6% |
63% |
False |
False |
5,163 |
60 |
4.930 |
4.043 |
0.887 |
19.1% |
0.122 |
2.6% |
67% |
False |
False |
3,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.183 |
2.618 |
4.982 |
1.618 |
4.859 |
1.000 |
4.783 |
0.618 |
4.736 |
HIGH |
4.660 |
0.618 |
4.613 |
0.500 |
4.599 |
0.382 |
4.584 |
LOW |
4.537 |
0.618 |
4.461 |
1.000 |
4.414 |
1.618 |
4.338 |
2.618 |
4.215 |
4.250 |
4.014 |
|
|
Fisher Pivots for day following 26-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.624 |
4.734 |
PP |
4.611 |
4.701 |
S1 |
4.599 |
4.669 |
|