NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 19-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.674 |
4.687 |
0.013 |
0.3% |
4.548 |
High |
4.710 |
4.739 |
0.029 |
0.6% |
4.713 |
Low |
4.603 |
4.667 |
0.064 |
1.4% |
4.504 |
Close |
4.647 |
4.738 |
0.091 |
2.0% |
4.678 |
Range |
0.107 |
0.072 |
-0.035 |
-32.7% |
0.209 |
ATR |
0.125 |
0.122 |
-0.002 |
-1.9% |
0.000 |
Volume |
2,234 |
2,506 |
272 |
12.2% |
15,478 |
|
Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4.931 |
4.906 |
4.778 |
|
R3 |
4.859 |
4.834 |
4.758 |
|
R2 |
4.787 |
4.787 |
4.751 |
|
R1 |
4.762 |
4.762 |
4.745 |
4.775 |
PP |
4.715 |
4.715 |
4.715 |
4.721 |
S1 |
4.690 |
4.690 |
4.731 |
4.703 |
S2 |
4.643 |
4.643 |
4.725 |
|
S3 |
4.571 |
4.618 |
4.718 |
|
S4 |
4.499 |
4.546 |
4.698 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.259 |
5.177 |
4.793 |
|
R3 |
5.050 |
4.968 |
4.735 |
|
R2 |
4.841 |
4.841 |
4.716 |
|
R1 |
4.759 |
4.759 |
4.697 |
4.800 |
PP |
4.632 |
4.632 |
4.632 |
4.652 |
S1 |
4.550 |
4.550 |
4.659 |
4.591 |
S2 |
4.423 |
4.423 |
4.640 |
|
S3 |
4.214 |
4.341 |
4.621 |
|
S4 |
4.005 |
4.132 |
4.563 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.045 |
2.618 |
4.927 |
1.618 |
4.855 |
1.000 |
4.811 |
0.618 |
4.783 |
HIGH |
4.739 |
0.618 |
4.711 |
0.500 |
4.703 |
0.382 |
4.695 |
LOW |
4.667 |
0.618 |
4.623 |
1.000 |
4.595 |
1.618 |
4.551 |
2.618 |
4.479 |
4.250 |
4.361 |
|
|
Fisher Pivots for day following 19-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.726 |
4.713 |
PP |
4.715 |
4.688 |
S1 |
4.703 |
4.663 |
|