NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.492 |
4.627 |
0.135 |
3.0% |
4.089 |
| High |
4.689 |
4.707 |
0.018 |
0.4% |
4.454 |
| Low |
4.491 |
4.557 |
0.066 |
1.5% |
4.040 |
| Close |
4.652 |
4.669 |
0.017 |
0.4% |
4.405 |
| Range |
0.198 |
0.150 |
-0.048 |
-24.2% |
0.414 |
| ATR |
0.167 |
0.166 |
-0.001 |
-0.7% |
0.000 |
| Volume |
150,754 |
146,064 |
-4,690 |
-3.1% |
318,409 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.094 |
5.032 |
4.752 |
|
| R3 |
4.944 |
4.882 |
4.710 |
|
| R2 |
4.794 |
4.794 |
4.697 |
|
| R1 |
4.732 |
4.732 |
4.683 |
4.763 |
| PP |
4.644 |
4.644 |
4.644 |
4.660 |
| S1 |
4.582 |
4.582 |
4.655 |
4.613 |
| S2 |
4.494 |
4.494 |
4.642 |
|
| S3 |
4.344 |
4.432 |
4.628 |
|
| S4 |
4.194 |
4.282 |
4.587 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.542 |
5.387 |
4.633 |
|
| R3 |
5.128 |
4.973 |
4.519 |
|
| R2 |
4.714 |
4.714 |
4.481 |
|
| R1 |
4.559 |
4.559 |
4.443 |
4.637 |
| PP |
4.300 |
4.300 |
4.300 |
4.338 |
| S1 |
4.145 |
4.145 |
4.367 |
4.223 |
| S2 |
3.886 |
3.886 |
4.329 |
|
| S3 |
3.472 |
3.731 |
4.291 |
|
| S4 |
3.058 |
3.317 |
4.177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.707 |
4.216 |
0.491 |
10.5% |
0.144 |
3.1% |
92% |
True |
False |
99,914 |
| 10 |
4.707 |
4.019 |
0.688 |
14.7% |
0.153 |
3.3% |
94% |
True |
False |
78,303 |
| 20 |
4.707 |
3.985 |
0.722 |
15.5% |
0.168 |
3.6% |
95% |
True |
False |
74,490 |
| 40 |
4.707 |
3.913 |
0.794 |
17.0% |
0.164 |
3.5% |
95% |
True |
False |
49,410 |
| 60 |
4.707 |
3.894 |
0.813 |
17.4% |
0.150 |
3.2% |
95% |
True |
False |
38,118 |
| 80 |
4.707 |
3.894 |
0.813 |
17.4% |
0.139 |
3.0% |
95% |
True |
False |
30,607 |
| 100 |
5.003 |
3.894 |
1.109 |
23.8% |
0.131 |
2.8% |
70% |
False |
False |
25,279 |
| 120 |
5.434 |
3.894 |
1.540 |
33.0% |
0.126 |
2.7% |
50% |
False |
False |
21,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.345 |
|
2.618 |
5.100 |
|
1.618 |
4.950 |
|
1.000 |
4.857 |
|
0.618 |
4.800 |
|
HIGH |
4.707 |
|
0.618 |
4.650 |
|
0.500 |
4.632 |
|
0.382 |
4.614 |
|
LOW |
4.557 |
|
0.618 |
4.464 |
|
1.000 |
4.407 |
|
1.618 |
4.314 |
|
2.618 |
4.164 |
|
4.250 |
3.920 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.657 |
4.615 |
| PP |
4.644 |
4.561 |
| S1 |
4.632 |
4.507 |
|