NYMEX Natural Gas Future February 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.467 |
4.471 |
0.004 |
0.1% |
4.494 |
| High |
4.510 |
4.474 |
-0.036 |
-0.8% |
4.777 |
| Low |
4.381 |
4.297 |
-0.084 |
-1.9% |
4.387 |
| Close |
4.491 |
4.322 |
-0.169 |
-3.8% |
4.736 |
| Range |
0.129 |
0.177 |
0.048 |
37.2% |
0.390 |
| ATR |
0.172 |
0.174 |
0.002 |
0.9% |
0.000 |
| Volume |
47,008 |
12,494 |
-34,514 |
-73.4% |
401,592 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.895 |
4.786 |
4.419 |
|
| R3 |
4.718 |
4.609 |
4.371 |
|
| R2 |
4.541 |
4.541 |
4.354 |
|
| R1 |
4.432 |
4.432 |
4.338 |
4.398 |
| PP |
4.364 |
4.364 |
4.364 |
4.348 |
| S1 |
4.255 |
4.255 |
4.306 |
4.221 |
| S2 |
4.187 |
4.187 |
4.290 |
|
| S3 |
4.010 |
4.078 |
4.273 |
|
| S4 |
3.833 |
3.901 |
4.225 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.803 |
5.660 |
4.951 |
|
| R3 |
5.413 |
5.270 |
4.843 |
|
| R2 |
5.023 |
5.023 |
4.808 |
|
| R1 |
4.880 |
4.880 |
4.772 |
4.952 |
| PP |
4.633 |
4.633 |
4.633 |
4.669 |
| S1 |
4.490 |
4.490 |
4.700 |
4.562 |
| S2 |
4.243 |
4.243 |
4.665 |
|
| S3 |
3.853 |
4.100 |
4.629 |
|
| S4 |
3.463 |
3.710 |
4.522 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.879 |
4.297 |
0.582 |
13.5% |
0.194 |
4.5% |
4% |
False |
True |
75,117 |
| 10 |
4.879 |
4.297 |
0.582 |
13.5% |
0.176 |
4.1% |
4% |
False |
True |
91,144 |
| 20 |
4.879 |
4.235 |
0.644 |
14.9% |
0.167 |
3.9% |
14% |
False |
False |
104,300 |
| 40 |
4.879 |
3.985 |
0.894 |
20.7% |
0.166 |
3.8% |
38% |
False |
False |
81,513 |
| 60 |
4.879 |
3.913 |
0.966 |
22.4% |
0.163 |
3.8% |
42% |
False |
False |
62,131 |
| 80 |
4.879 |
3.894 |
0.985 |
22.8% |
0.152 |
3.5% |
43% |
False |
False |
50,102 |
| 100 |
4.879 |
3.894 |
0.985 |
22.8% |
0.142 |
3.3% |
43% |
False |
False |
41,238 |
| 120 |
5.147 |
3.894 |
1.253 |
29.0% |
0.135 |
3.1% |
34% |
False |
False |
34,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.226 |
|
2.618 |
4.937 |
|
1.618 |
4.760 |
|
1.000 |
4.651 |
|
0.618 |
4.583 |
|
HIGH |
4.474 |
|
0.618 |
4.406 |
|
0.500 |
4.386 |
|
0.382 |
4.365 |
|
LOW |
4.297 |
|
0.618 |
4.188 |
|
1.000 |
4.120 |
|
1.618 |
4.011 |
|
2.618 |
3.834 |
|
4.250 |
3.545 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.386 |
4.453 |
| PP |
4.364 |
4.409 |
| S1 |
4.343 |
4.366 |
|