NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.593 |
4.495 |
-0.098 |
-2.1% |
4.500 |
| High |
4.631 |
4.539 |
-0.092 |
-2.0% |
4.749 |
| Low |
4.431 |
4.406 |
-0.025 |
-0.6% |
4.405 |
| Close |
4.500 |
4.508 |
0.008 |
0.2% |
4.720 |
| Range |
0.200 |
0.133 |
-0.067 |
-33.5% |
0.344 |
| ATR |
0.151 |
0.150 |
-0.001 |
-0.9% |
0.000 |
| Volume |
36,243 |
36,075 |
-168 |
-0.5% |
148,374 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.883 |
4.829 |
4.581 |
|
| R3 |
4.750 |
4.696 |
4.545 |
|
| R2 |
4.617 |
4.617 |
4.532 |
|
| R1 |
4.563 |
4.563 |
4.520 |
4.590 |
| PP |
4.484 |
4.484 |
4.484 |
4.498 |
| S1 |
4.430 |
4.430 |
4.496 |
4.457 |
| S2 |
4.351 |
4.351 |
4.484 |
|
| S3 |
4.218 |
4.297 |
4.471 |
|
| S4 |
4.085 |
4.164 |
4.435 |
|
|
| 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 |
4.800 |
4.406 |
0.394 |
8.7% |
0.164 |
3.6% |
26% |
False |
True |
42,936 |
| 10 |
4.800 |
4.380 |
0.420 |
9.3% |
0.141 |
3.1% |
30% |
False |
False |
39,061 |
| 20 |
4.800 |
4.207 |
0.593 |
13.2% |
0.141 |
3.1% |
51% |
False |
False |
35,504 |
| 40 |
4.800 |
3.980 |
0.820 |
18.2% |
0.144 |
3.2% |
64% |
False |
False |
29,773 |
| 60 |
4.800 |
3.879 |
0.921 |
20.4% |
0.145 |
3.2% |
68% |
False |
False |
25,653 |
| 80 |
4.800 |
3.848 |
0.952 |
21.1% |
0.133 |
3.0% |
69% |
False |
False |
21,837 |
| 100 |
4.800 |
3.848 |
0.952 |
21.1% |
0.125 |
2.8% |
69% |
False |
False |
18,941 |
| 120 |
4.930 |
3.848 |
1.082 |
24.0% |
0.118 |
2.6% |
61% |
False |
False |
16,674 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.104 |
|
2.618 |
4.887 |
|
1.618 |
4.754 |
|
1.000 |
4.672 |
|
0.618 |
4.621 |
|
HIGH |
4.539 |
|
0.618 |
4.488 |
|
0.500 |
4.473 |
|
0.382 |
4.457 |
|
LOW |
4.406 |
|
0.618 |
4.324 |
|
1.000 |
4.273 |
|
1.618 |
4.191 |
|
2.618 |
4.058 |
|
4.250 |
3.841 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.496 |
4.603 |
| PP |
4.484 |
4.571 |
| S1 |
4.473 |
4.540 |
|