NYMEX Natural Gas Future May 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 |
4.609 |
4.701 |
0.092 |
2.0% |
4.570 |
High |
4.715 |
4.777 |
0.062 |
1.3% |
4.777 |
Low |
4.568 |
4.668 |
0.100 |
2.2% |
4.447 |
Close |
4.707 |
4.753 |
0.046 |
1.0% |
4.753 |
Range |
0.147 |
0.109 |
-0.038 |
-25.9% |
0.330 |
ATR |
0.136 |
0.134 |
-0.002 |
-1.4% |
0.000 |
Volume |
16,485 |
26,163 |
9,678 |
58.7% |
69,874 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.060 |
5.015 |
4.813 |
|
R3 |
4.951 |
4.906 |
4.783 |
|
R2 |
4.842 |
4.842 |
4.773 |
|
R1 |
4.797 |
4.797 |
4.763 |
4.820 |
PP |
4.733 |
4.733 |
4.733 |
4.744 |
S1 |
4.688 |
4.688 |
4.743 |
4.711 |
S2 |
4.624 |
4.624 |
4.733 |
|
S3 |
4.515 |
4.579 |
4.723 |
|
S4 |
4.406 |
4.470 |
4.693 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5.649 |
5.531 |
4.935 |
|
R3 |
5.319 |
5.201 |
4.844 |
|
R2 |
4.989 |
4.989 |
4.814 |
|
R1 |
4.871 |
4.871 |
4.783 |
4.930 |
PP |
4.659 |
4.659 |
4.659 |
4.689 |
S1 |
4.541 |
4.541 |
4.723 |
4.600 |
S2 |
4.329 |
4.329 |
4.693 |
|
S3 |
3.999 |
4.211 |
4.662 |
|
S4 |
3.669 |
3.881 |
4.572 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4.777 |
4.424 |
0.353 |
7.4% |
0.118 |
2.5% |
93% |
True |
False |
19,577 |
10 |
4.777 |
4.321 |
0.456 |
9.6% |
0.120 |
2.5% |
95% |
True |
False |
22,281 |
20 |
4.777 |
4.110 |
0.667 |
14.0% |
0.123 |
2.6% |
96% |
True |
False |
16,153 |
40 |
4.777 |
4.020 |
0.757 |
15.9% |
0.131 |
2.8% |
97% |
True |
False |
12,432 |
60 |
4.777 |
3.919 |
0.858 |
18.1% |
0.132 |
2.8% |
97% |
True |
False |
9,942 |
80 |
4.777 |
3.882 |
0.895 |
18.8% |
0.118 |
2.5% |
97% |
True |
False |
8,131 |
100 |
4.777 |
3.882 |
0.895 |
18.8% |
0.111 |
2.3% |
97% |
True |
False |
6,945 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5.240 |
2.618 |
5.062 |
1.618 |
4.953 |
1.000 |
4.886 |
0.618 |
4.844 |
HIGH |
4.777 |
0.618 |
4.735 |
0.500 |
4.723 |
0.382 |
4.710 |
LOW |
4.668 |
0.618 |
4.601 |
1.000 |
4.559 |
1.618 |
4.492 |
2.618 |
4.383 |
4.250 |
4.205 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
4.743 |
4.716 |
PP |
4.733 |
4.679 |
S1 |
4.723 |
4.642 |
|