NYMEX Natural Gas Future February 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 |
4.410 |
4.575 |
0.165 |
3.7% |
4.373 |
| High |
4.585 |
4.704 |
0.119 |
2.6% |
4.554 |
| Low |
4.406 |
4.525 |
0.119 |
2.7% |
4.322 |
| Close |
4.561 |
4.695 |
0.134 |
2.9% |
4.480 |
| Range |
0.179 |
0.179 |
0.000 |
0.0% |
0.232 |
| ATR |
0.163 |
0.164 |
0.001 |
0.7% |
0.000 |
| Volume |
114,768 |
161,155 |
46,387 |
40.4% |
612,904 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.178 |
5.116 |
4.793 |
|
| R3 |
4.999 |
4.937 |
4.744 |
|
| R2 |
4.820 |
4.820 |
4.728 |
|
| R1 |
4.758 |
4.758 |
4.711 |
4.789 |
| PP |
4.641 |
4.641 |
4.641 |
4.657 |
| S1 |
4.579 |
4.579 |
4.679 |
4.610 |
| S2 |
4.462 |
4.462 |
4.662 |
|
| S3 |
4.283 |
4.400 |
4.646 |
|
| S4 |
4.104 |
4.221 |
4.597 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.148 |
5.046 |
4.608 |
|
| R3 |
4.916 |
4.814 |
4.544 |
|
| R2 |
4.684 |
4.684 |
4.523 |
|
| R1 |
4.582 |
4.582 |
4.501 |
4.633 |
| PP |
4.452 |
4.452 |
4.452 |
4.478 |
| S1 |
4.350 |
4.350 |
4.459 |
4.401 |
| S2 |
4.220 |
4.220 |
4.437 |
|
| S3 |
3.988 |
4.118 |
4.416 |
|
| S4 |
3.756 |
3.886 |
4.352 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.704 |
4.362 |
0.342 |
7.3% |
0.157 |
3.3% |
97% |
True |
False |
107,172 |
| 10 |
4.704 |
4.322 |
0.382 |
8.1% |
0.155 |
3.3% |
98% |
True |
False |
116,708 |
| 20 |
4.707 |
4.019 |
0.688 |
14.7% |
0.155 |
3.3% |
98% |
False |
False |
100,101 |
| 40 |
4.707 |
3.985 |
0.722 |
15.4% |
0.163 |
3.5% |
98% |
False |
False |
75,102 |
| 60 |
4.707 |
3.913 |
0.794 |
16.9% |
0.162 |
3.5% |
98% |
False |
False |
56,962 |
| 80 |
4.707 |
3.894 |
0.813 |
17.3% |
0.145 |
3.1% |
99% |
False |
False |
45,925 |
| 100 |
4.707 |
3.894 |
0.813 |
17.3% |
0.138 |
2.9% |
99% |
False |
False |
37,763 |
| 120 |
5.434 |
3.894 |
1.540 |
32.8% |
0.132 |
2.8% |
52% |
False |
False |
31,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.465 |
|
2.618 |
5.173 |
|
1.618 |
4.994 |
|
1.000 |
4.883 |
|
0.618 |
4.815 |
|
HIGH |
4.704 |
|
0.618 |
4.636 |
|
0.500 |
4.615 |
|
0.382 |
4.593 |
|
LOW |
4.525 |
|
0.618 |
4.414 |
|
1.000 |
4.346 |
|
1.618 |
4.235 |
|
2.618 |
4.056 |
|
4.250 |
3.764 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.668 |
4.645 |
| PP |
4.641 |
4.595 |
| S1 |
4.615 |
4.546 |
|