NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.574 |
4.550 |
-0.024 |
-0.5% |
4.100 |
| High |
4.630 |
4.555 |
-0.075 |
-1.6% |
4.433 |
| Low |
4.490 |
4.382 |
-0.108 |
-2.4% |
4.070 |
| Close |
4.588 |
4.406 |
-0.182 |
-4.0% |
4.401 |
| Range |
0.140 |
0.173 |
0.033 |
23.6% |
0.363 |
| ATR |
0.146 |
0.150 |
0.004 |
2.9% |
0.000 |
| Volume |
43,305 |
41,301 |
-2,004 |
-4.6% |
65,320 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.967 |
4.859 |
4.501 |
|
| R3 |
4.794 |
4.686 |
4.454 |
|
| R2 |
4.621 |
4.621 |
4.438 |
|
| R1 |
4.513 |
4.513 |
4.422 |
4.481 |
| PP |
4.448 |
4.448 |
4.448 |
4.431 |
| S1 |
4.340 |
4.340 |
4.390 |
4.308 |
| S2 |
4.275 |
4.275 |
4.374 |
|
| S3 |
4.102 |
4.167 |
4.358 |
|
| S4 |
3.929 |
3.994 |
4.311 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.390 |
5.259 |
4.601 |
|
| R3 |
5.027 |
4.896 |
4.501 |
|
| R2 |
4.664 |
4.664 |
4.468 |
|
| R1 |
4.533 |
4.533 |
4.434 |
4.599 |
| PP |
4.301 |
4.301 |
4.301 |
4.334 |
| S1 |
4.170 |
4.170 |
4.368 |
4.236 |
| S2 |
3.938 |
3.938 |
4.334 |
|
| S3 |
3.575 |
3.807 |
4.301 |
|
| S4 |
3.212 |
3.444 |
4.201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.630 |
4.238 |
0.392 |
8.9% |
0.138 |
3.1% |
43% |
False |
False |
26,679 |
| 10 |
4.630 |
4.029 |
0.601 |
13.6% |
0.135 |
3.1% |
63% |
False |
False |
20,199 |
| 20 |
4.630 |
3.980 |
0.650 |
14.8% |
0.151 |
3.4% |
66% |
False |
False |
24,166 |
| 40 |
4.630 |
3.879 |
0.751 |
17.0% |
0.147 |
3.3% |
70% |
False |
False |
21,776 |
| 60 |
4.630 |
3.848 |
0.782 |
17.7% |
0.136 |
3.1% |
71% |
False |
False |
18,796 |
| 80 |
4.630 |
3.848 |
0.782 |
17.7% |
0.125 |
2.8% |
71% |
False |
False |
16,183 |
| 100 |
4.791 |
3.848 |
0.943 |
21.4% |
0.117 |
2.7% |
59% |
False |
False |
14,082 |
| 120 |
5.116 |
3.848 |
1.268 |
28.8% |
0.112 |
2.5% |
44% |
False |
False |
12,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.290 |
|
2.618 |
5.008 |
|
1.618 |
4.835 |
|
1.000 |
4.728 |
|
0.618 |
4.662 |
|
HIGH |
4.555 |
|
0.618 |
4.489 |
|
0.500 |
4.469 |
|
0.382 |
4.448 |
|
LOW |
4.382 |
|
0.618 |
4.275 |
|
1.000 |
4.209 |
|
1.618 |
4.102 |
|
2.618 |
3.929 |
|
4.250 |
3.647 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.469 |
4.506 |
| PP |
4.448 |
4.473 |
| S1 |
4.427 |
4.439 |
|