NYMEX Natural Gas Future March 2011
Trading Metrics calculated at close of trading on 25-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
4.796 |
4.593 |
-0.203 |
-4.2% |
4.511 |
High |
4.823 |
4.636 |
-0.187 |
-3.9% |
4.776 |
Low |
4.576 |
4.421 |
-0.155 |
-3.4% |
4.404 |
Close |
4.598 |
4.490 |
-0.108 |
-2.3% |
4.743 |
Range |
0.247 |
0.215 |
-0.032 |
-13.0% |
0.372 |
ATR |
0.157 |
0.161 |
0.004 |
2.6% |
0.000 |
Volume |
77,998 |
99,436 |
21,438 |
27.5% |
367,586 |
|
Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.161 |
5.040 |
4.608 |
|
R3 |
4.946 |
4.825 |
4.549 |
|
R2 |
4.731 |
4.731 |
4.529 |
|
R1 |
4.610 |
4.610 |
4.510 |
4.563 |
PP |
4.516 |
4.516 |
4.516 |
4.492 |
S1 |
4.395 |
4.395 |
4.470 |
4.348 |
S2 |
4.301 |
4.301 |
4.451 |
|
S3 |
4.086 |
4.180 |
4.431 |
|
S4 |
3.871 |
3.965 |
4.372 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.757 |
5.622 |
4.948 |
|
R3 |
5.385 |
5.250 |
4.845 |
|
R2 |
5.013 |
5.013 |
4.811 |
|
R1 |
4.878 |
4.878 |
4.777 |
4.946 |
PP |
4.641 |
4.641 |
4.641 |
4.675 |
S1 |
4.506 |
4.506 |
4.709 |
4.574 |
S2 |
4.269 |
4.269 |
4.675 |
|
S3 |
3.897 |
4.134 |
4.641 |
|
S4 |
3.525 |
3.762 |
4.538 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.823 |
4.421 |
0.402 |
9.0% |
0.180 |
4.0% |
17% |
False |
True |
92,034 |
10 |
4.823 |
4.330 |
0.493 |
11.0% |
0.156 |
3.5% |
32% |
False |
False |
86,008 |
20 |
4.823 |
4.122 |
0.701 |
15.6% |
0.153 |
3.4% |
52% |
False |
False |
64,516 |
40 |
4.823 |
3.980 |
0.843 |
18.8% |
0.157 |
3.5% |
60% |
False |
False |
51,955 |
60 |
4.823 |
3.890 |
0.933 |
20.8% |
0.155 |
3.4% |
64% |
False |
False |
41,991 |
80 |
4.823 |
3.854 |
0.969 |
21.6% |
0.141 |
3.1% |
66% |
False |
False |
34,585 |
100 |
4.823 |
3.854 |
0.969 |
21.6% |
0.134 |
3.0% |
66% |
False |
False |
29,477 |
120 |
5.183 |
3.854 |
1.329 |
29.6% |
0.128 |
2.8% |
48% |
False |
False |
25,480 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.550 |
2.618 |
5.199 |
1.618 |
4.984 |
1.000 |
4.851 |
0.618 |
4.769 |
HIGH |
4.636 |
0.618 |
4.554 |
0.500 |
4.529 |
0.382 |
4.503 |
LOW |
4.421 |
0.618 |
4.288 |
1.000 |
4.206 |
1.618 |
4.073 |
2.618 |
3.858 |
4.250 |
3.507 |
|
|
Fisher Pivots for day following 25-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.529 |
4.622 |
PP |
4.516 |
4.578 |
S1 |
4.503 |
4.534 |
|