NYMEX Natural Gas Future September 2011
Trading Metrics calculated at close of trading on 20-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.687 |
4.744 |
0.057 |
1.2% |
4.548 |
High |
4.739 |
4.835 |
0.096 |
2.0% |
4.713 |
Low |
4.667 |
4.705 |
0.038 |
0.8% |
4.504 |
Close |
4.738 |
4.821 |
0.083 |
1.8% |
4.678 |
Range |
0.072 |
0.130 |
0.058 |
80.6% |
0.209 |
ATR |
0.122 |
0.123 |
0.001 |
0.4% |
0.000 |
Volume |
2,506 |
2,995 |
489 |
19.5% |
15,478 |
|
Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.177 |
5.129 |
4.893 |
|
R3 |
5.047 |
4.999 |
4.857 |
|
R2 |
4.917 |
4.917 |
4.845 |
|
R1 |
4.869 |
4.869 |
4.833 |
4.893 |
PP |
4.787 |
4.787 |
4.787 |
4.799 |
S1 |
4.739 |
4.739 |
4.809 |
4.763 |
S2 |
4.657 |
4.657 |
4.797 |
|
S3 |
4.527 |
4.609 |
4.785 |
|
S4 |
4.397 |
4.479 |
4.750 |
|
|
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 |
5.388 |
2.618 |
5.175 |
1.618 |
5.045 |
1.000 |
4.965 |
0.618 |
4.915 |
HIGH |
4.835 |
0.618 |
4.785 |
0.500 |
4.770 |
0.382 |
4.755 |
LOW |
4.705 |
0.618 |
4.625 |
1.000 |
4.575 |
1.618 |
4.495 |
2.618 |
4.365 |
4.250 |
4.153 |
|
|
Fisher Pivots for day following 20-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.804 |
4.787 |
PP |
4.787 |
4.753 |
S1 |
4.770 |
4.719 |
|