NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.574 |
4.689 |
0.115 |
2.5% |
4.500 |
| High |
4.684 |
4.749 |
0.065 |
1.4% |
4.749 |
| Low |
4.531 |
4.640 |
0.109 |
2.4% |
4.405 |
| Close |
4.677 |
4.720 |
0.043 |
0.9% |
4.720 |
| Range |
0.153 |
0.109 |
-0.044 |
-28.8% |
0.344 |
| ATR |
0.144 |
0.142 |
-0.003 |
-1.7% |
0.000 |
| Volume |
31,615 |
60,035 |
28,420 |
89.9% |
148,374 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.030 |
4.984 |
4.780 |
|
| R3 |
4.921 |
4.875 |
4.750 |
|
| R2 |
4.812 |
4.812 |
4.740 |
|
| R1 |
4.766 |
4.766 |
4.730 |
4.789 |
| PP |
4.703 |
4.703 |
4.703 |
4.715 |
| S1 |
4.657 |
4.657 |
4.710 |
4.680 |
| S2 |
4.594 |
4.594 |
4.700 |
|
| S3 |
4.485 |
4.548 |
4.690 |
|
| S4 |
4.376 |
4.439 |
4.660 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.657 |
5.532 |
4.909 |
|
| R3 |
5.313 |
5.188 |
4.815 |
|
| R2 |
4.969 |
4.969 |
4.783 |
|
| R1 |
4.844 |
4.844 |
4.752 |
4.907 |
| PP |
4.625 |
4.625 |
4.625 |
4.656 |
| S1 |
4.500 |
4.500 |
4.688 |
4.563 |
| S2 |
4.281 |
4.281 |
4.657 |
|
| S3 |
3.937 |
4.156 |
4.625 |
|
| S4 |
3.593 |
3.812 |
4.531 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.749 |
4.380 |
0.369 |
7.8% |
0.129 |
2.7% |
92% |
True |
False |
38,199 |
| 10 |
4.749 |
4.284 |
0.465 |
9.9% |
0.126 |
2.7% |
94% |
True |
False |
39,413 |
| 20 |
4.749 |
4.070 |
0.679 |
14.4% |
0.133 |
2.8% |
96% |
True |
False |
31,254 |
| 40 |
4.749 |
3.980 |
0.769 |
16.3% |
0.143 |
3.0% |
96% |
True |
False |
27,860 |
| 60 |
4.749 |
3.879 |
0.870 |
18.4% |
0.144 |
3.0% |
97% |
True |
False |
24,310 |
| 80 |
4.749 |
3.848 |
0.901 |
19.1% |
0.129 |
2.7% |
97% |
True |
False |
20,614 |
| 100 |
4.749 |
3.848 |
0.901 |
19.1% |
0.122 |
2.6% |
97% |
True |
False |
17,923 |
| 120 |
5.037 |
3.848 |
1.189 |
25.2% |
0.116 |
2.5% |
73% |
False |
False |
15,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.212 |
|
2.618 |
5.034 |
|
1.618 |
4.925 |
|
1.000 |
4.858 |
|
0.618 |
4.816 |
|
HIGH |
4.749 |
|
0.618 |
4.707 |
|
0.500 |
4.695 |
|
0.382 |
4.682 |
|
LOW |
4.640 |
|
0.618 |
4.573 |
|
1.000 |
4.531 |
|
1.618 |
4.464 |
|
2.618 |
4.355 |
|
4.250 |
4.177 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.712 |
4.678 |
| PP |
4.703 |
4.635 |
| S1 |
4.695 |
4.593 |
|