NYMEX Natural Gas Future March 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 |
4.488 |
4.480 |
-0.008 |
-0.2% |
4.511 |
| High |
4.529 |
4.499 |
-0.030 |
-0.7% |
4.776 |
| Low |
4.398 |
4.310 |
-0.088 |
-2.0% |
4.404 |
| Close |
4.501 |
4.319 |
-0.182 |
-4.0% |
4.743 |
| Range |
0.131 |
0.189 |
0.058 |
44.3% |
0.372 |
| ATR |
0.159 |
0.161 |
0.002 |
1.4% |
0.000 |
| Volume |
97,070 |
127,148 |
30,078 |
31.0% |
367,586 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.943 |
4.820 |
4.423 |
|
| R3 |
4.754 |
4.631 |
4.371 |
|
| R2 |
4.565 |
4.565 |
4.354 |
|
| R1 |
4.442 |
4.442 |
4.336 |
4.409 |
| PP |
4.376 |
4.376 |
4.376 |
4.360 |
| S1 |
4.253 |
4.253 |
4.302 |
4.220 |
| S2 |
4.187 |
4.187 |
4.284 |
|
| S3 |
3.998 |
4.064 |
4.267 |
|
| S4 |
3.809 |
3.875 |
4.215 |
|
|
| 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 |
4.310 |
0.513 |
11.9% |
0.181 |
4.2% |
2% |
False |
True |
97,831 |
| 10 |
4.823 |
4.310 |
0.513 |
11.9% |
0.161 |
3.7% |
2% |
False |
True |
94,719 |
| 20 |
4.823 |
4.248 |
0.575 |
13.3% |
0.154 |
3.6% |
12% |
False |
False |
74,136 |
| 40 |
4.823 |
3.980 |
0.843 |
19.5% |
0.155 |
3.6% |
40% |
False |
False |
56,873 |
| 60 |
4.823 |
3.890 |
0.933 |
21.6% |
0.153 |
3.5% |
46% |
False |
False |
45,036 |
| 80 |
4.823 |
3.854 |
0.969 |
22.4% |
0.143 |
3.3% |
48% |
False |
False |
37,098 |
| 100 |
4.823 |
3.854 |
0.969 |
22.4% |
0.135 |
3.1% |
48% |
False |
False |
31,565 |
| 120 |
5.063 |
3.854 |
1.209 |
28.0% |
0.128 |
3.0% |
38% |
False |
False |
27,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.302 |
|
2.618 |
4.994 |
|
1.618 |
4.805 |
|
1.000 |
4.688 |
|
0.618 |
4.616 |
|
HIGH |
4.499 |
|
0.618 |
4.427 |
|
0.500 |
4.405 |
|
0.382 |
4.382 |
|
LOW |
4.310 |
|
0.618 |
4.193 |
|
1.000 |
4.121 |
|
1.618 |
4.004 |
|
2.618 |
3.815 |
|
4.250 |
3.507 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.405 |
4.473 |
| PP |
4.376 |
4.422 |
| S1 |
4.348 |
4.370 |
|