NYMEX Natural Gas Future July 2011
Trading Metrics calculated at close of trading on 31-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.476 |
4.500 |
0.024 |
0.5% |
4.930 |
High |
4.510 |
4.590 |
0.080 |
1.8% |
4.930 |
Low |
4.430 |
4.445 |
0.015 |
0.3% |
4.430 |
Close |
4.478 |
4.562 |
0.084 |
1.9% |
4.478 |
Range |
0.080 |
0.145 |
0.065 |
81.3% |
0.500 |
ATR |
0.133 |
0.134 |
0.001 |
0.7% |
0.000 |
Volume |
6,081 |
4,398 |
-1,683 |
-27.7% |
43,764 |
|
Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.967 |
4.910 |
4.642 |
|
R3 |
4.822 |
4.765 |
4.602 |
|
R2 |
4.677 |
4.677 |
4.589 |
|
R1 |
4.620 |
4.620 |
4.575 |
4.649 |
PP |
4.532 |
4.532 |
4.532 |
4.547 |
S1 |
4.475 |
4.475 |
4.549 |
4.504 |
S2 |
4.387 |
4.387 |
4.535 |
|
S3 |
4.242 |
4.330 |
4.522 |
|
S4 |
4.097 |
4.185 |
4.482 |
|
|
Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
6.113 |
5.795 |
4.753 |
|
R3 |
5.613 |
5.295 |
4.616 |
|
R2 |
5.113 |
5.113 |
4.570 |
|
R1 |
4.795 |
4.795 |
4.524 |
4.704 |
PP |
4.613 |
4.613 |
4.613 |
4.567 |
S1 |
4.295 |
4.295 |
4.432 |
4.204 |
S2 |
4.113 |
4.113 |
4.386 |
|
S3 |
3.613 |
3.795 |
4.341 |
|
S4 |
3.113 |
3.295 |
4.203 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.754 |
4.430 |
0.324 |
7.1% |
0.135 |
3.0% |
41% |
False |
False |
6,924 |
10 |
4.930 |
4.430 |
0.500 |
11.0% |
0.134 |
2.9% |
26% |
False |
False |
7,791 |
20 |
4.930 |
4.426 |
0.504 |
11.0% |
0.127 |
2.8% |
27% |
False |
False |
8,125 |
40 |
4.930 |
4.147 |
0.783 |
17.2% |
0.123 |
2.7% |
53% |
False |
False |
5,541 |
60 |
4.930 |
4.043 |
0.887 |
19.4% |
0.122 |
2.7% |
59% |
False |
False |
4,234 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.206 |
2.618 |
4.970 |
1.618 |
4.825 |
1.000 |
4.735 |
0.618 |
4.680 |
HIGH |
4.590 |
0.618 |
4.535 |
0.500 |
4.518 |
0.382 |
4.500 |
LOW |
4.445 |
0.618 |
4.355 |
1.000 |
4.300 |
1.618 |
4.210 |
2.618 |
4.065 |
4.250 |
3.829 |
|
|
Fisher Pivots for day following 31-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.547 |
4.548 |
PP |
4.532 |
4.534 |
S1 |
4.518 |
4.520 |
|