NYMEX Natural Gas Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.371 |
4.381 |
0.010 |
0.2% |
4.509 |
| High |
4.426 |
4.497 |
0.071 |
1.6% |
4.668 |
| Low |
4.311 |
4.330 |
0.019 |
0.4% |
4.302 |
| Close |
4.389 |
4.476 |
0.087 |
2.0% |
4.402 |
| Range |
0.115 |
0.167 |
0.052 |
45.2% |
0.366 |
| ATR |
0.158 |
0.159 |
0.001 |
0.4% |
0.000 |
| Volume |
76,879 |
61,924 |
-14,955 |
-19.5% |
264,061 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.935 |
4.873 |
4.568 |
|
| R3 |
4.768 |
4.706 |
4.522 |
|
| R2 |
4.601 |
4.601 |
4.507 |
|
| R1 |
4.539 |
4.539 |
4.491 |
4.570 |
| PP |
4.434 |
4.434 |
4.434 |
4.450 |
| S1 |
4.372 |
4.372 |
4.461 |
4.403 |
| S2 |
4.267 |
4.267 |
4.445 |
|
| S3 |
4.100 |
4.205 |
4.430 |
|
| S4 |
3.933 |
4.038 |
4.384 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.555 |
5.345 |
4.603 |
|
| R3 |
5.189 |
4.979 |
4.503 |
|
| R2 |
4.823 |
4.823 |
4.469 |
|
| R1 |
4.613 |
4.613 |
4.436 |
4.535 |
| PP |
4.457 |
4.457 |
4.457 |
4.419 |
| S1 |
4.247 |
4.247 |
4.368 |
4.169 |
| S2 |
4.091 |
4.091 |
4.335 |
|
| S3 |
3.725 |
3.881 |
4.301 |
|
| S4 |
3.359 |
3.515 |
4.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.604 |
4.302 |
0.302 |
6.7% |
0.165 |
3.7% |
58% |
False |
False |
60,151 |
| 10 |
4.668 |
4.220 |
0.448 |
10.0% |
0.147 |
3.3% |
57% |
False |
False |
47,877 |
| 20 |
4.668 |
3.980 |
0.688 |
15.4% |
0.153 |
3.4% |
72% |
False |
False |
39,508 |
| 40 |
4.668 |
3.890 |
0.778 |
17.4% |
0.155 |
3.5% |
75% |
False |
False |
36,558 |
| 60 |
4.668 |
3.854 |
0.814 |
18.2% |
0.148 |
3.3% |
76% |
False |
False |
30,284 |
| 80 |
4.668 |
3.854 |
0.814 |
18.2% |
0.135 |
3.0% |
76% |
False |
False |
25,486 |
| 100 |
4.730 |
3.854 |
0.876 |
19.6% |
0.128 |
2.9% |
71% |
False |
False |
22,048 |
| 120 |
5.327 |
3.854 |
1.473 |
32.9% |
0.124 |
2.8% |
42% |
False |
False |
19,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.207 |
|
2.618 |
4.934 |
|
1.618 |
4.767 |
|
1.000 |
4.664 |
|
0.618 |
4.600 |
|
HIGH |
4.497 |
|
0.618 |
4.433 |
|
0.500 |
4.414 |
|
0.382 |
4.394 |
|
LOW |
4.330 |
|
0.618 |
4.227 |
|
1.000 |
4.163 |
|
1.618 |
4.060 |
|
2.618 |
3.893 |
|
4.250 |
3.620 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.455 |
4.451 |
| PP |
4.434 |
4.425 |
| S1 |
4.414 |
4.400 |
|