NYMEX Natural Gas Future April 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.497 |
4.351 |
-0.146 |
-3.2% |
4.800 |
| High |
4.505 |
4.380 |
-0.125 |
-2.8% |
4.800 |
| Low |
4.330 |
4.272 |
-0.058 |
-1.3% |
4.272 |
| Close |
4.336 |
4.340 |
0.004 |
0.1% |
4.340 |
| Range |
0.175 |
0.108 |
-0.067 |
-38.3% |
0.528 |
| ATR |
0.152 |
0.149 |
-0.003 |
-2.1% |
0.000 |
| Volume |
39,636 |
40,069 |
433 |
1.1% |
202,735 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.655 |
4.605 |
4.399 |
|
| R3 |
4.547 |
4.497 |
4.370 |
|
| R2 |
4.439 |
4.439 |
4.360 |
|
| R1 |
4.389 |
4.389 |
4.350 |
4.360 |
| PP |
4.331 |
4.331 |
4.331 |
4.316 |
| S1 |
4.281 |
4.281 |
4.330 |
4.252 |
| S2 |
4.223 |
4.223 |
4.320 |
|
| S3 |
4.115 |
4.173 |
4.310 |
|
| S4 |
4.007 |
4.065 |
4.281 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6.055 |
5.725 |
4.630 |
|
| R3 |
5.527 |
5.197 |
4.485 |
|
| R2 |
4.999 |
4.999 |
4.437 |
|
| R1 |
4.669 |
4.669 |
4.388 |
4.570 |
| PP |
4.471 |
4.471 |
4.471 |
4.421 |
| S1 |
4.141 |
4.141 |
4.292 |
4.042 |
| S2 |
3.943 |
3.943 |
4.243 |
|
| S3 |
3.415 |
3.613 |
4.195 |
|
| S4 |
2.887 |
3.085 |
4.050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4.800 |
4.272 |
0.528 |
12.2% |
0.169 |
3.9% |
13% |
False |
True |
40,547 |
| 10 |
4.800 |
4.272 |
0.528 |
12.2% |
0.149 |
3.4% |
13% |
False |
True |
39,373 |
| 20 |
4.800 |
4.272 |
0.528 |
12.2% |
0.144 |
3.3% |
13% |
False |
True |
38,027 |
| 40 |
4.800 |
3.980 |
0.820 |
18.9% |
0.146 |
3.4% |
44% |
False |
False |
30,771 |
| 60 |
4.800 |
3.879 |
0.921 |
21.2% |
0.144 |
3.3% |
50% |
False |
False |
26,263 |
| 80 |
4.800 |
3.848 |
0.952 |
21.9% |
0.135 |
3.1% |
52% |
False |
False |
22,605 |
| 100 |
4.800 |
3.848 |
0.952 |
21.9% |
0.126 |
2.9% |
52% |
False |
False |
19,605 |
| 120 |
4.800 |
3.848 |
0.952 |
21.9% |
0.119 |
2.7% |
52% |
False |
False |
17,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4.839 |
|
2.618 |
4.663 |
|
1.618 |
4.555 |
|
1.000 |
4.488 |
|
0.618 |
4.447 |
|
HIGH |
4.380 |
|
0.618 |
4.339 |
|
0.500 |
4.326 |
|
0.382 |
4.313 |
|
LOW |
4.272 |
|
0.618 |
4.205 |
|
1.000 |
4.164 |
|
1.618 |
4.097 |
|
2.618 |
3.989 |
|
4.250 |
3.813 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.335 |
4.406 |
| PP |
4.331 |
4.384 |
| S1 |
4.326 |
4.362 |
|