NYMEX Natural Gas Future July 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.630 |
4.591 |
-0.039 |
-0.8% |
4.520 |
| High |
4.644 |
4.650 |
0.006 |
0.1% |
4.679 |
| Low |
4.552 |
4.544 |
-0.008 |
-0.2% |
4.459 |
| Close |
4.584 |
4.642 |
0.058 |
1.3% |
4.642 |
| Range |
0.092 |
0.106 |
0.014 |
15.2% |
0.220 |
| ATR |
0.129 |
0.127 |
-0.002 |
-1.3% |
0.000 |
| Volume |
13,382 |
10,204 |
-3,178 |
-23.7% |
55,304 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.930 |
4.892 |
4.700 |
|
| R3 |
4.824 |
4.786 |
4.671 |
|
| R2 |
4.718 |
4.718 |
4.661 |
|
| R1 |
4.680 |
4.680 |
4.652 |
4.699 |
| PP |
4.612 |
4.612 |
4.612 |
4.622 |
| S1 |
4.574 |
4.574 |
4.632 |
4.593 |
| S2 |
4.506 |
4.506 |
4.623 |
|
| S3 |
4.400 |
4.468 |
4.613 |
|
| S4 |
4.294 |
4.362 |
4.584 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.253 |
5.168 |
4.763 |
|
| R3 |
5.033 |
4.948 |
4.703 |
|
| R2 |
4.813 |
4.813 |
4.682 |
|
| R1 |
4.728 |
4.728 |
4.662 |
4.771 |
| PP |
4.593 |
4.593 |
4.593 |
4.615 |
| S1 |
4.508 |
4.508 |
4.622 |
4.551 |
| S2 |
4.373 |
4.373 |
4.602 |
|
| S3 |
4.153 |
4.288 |
4.582 |
|
| S4 |
3.933 |
4.068 |
4.521 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.101 |
|
2.618 |
4.928 |
|
1.618 |
4.822 |
|
1.000 |
4.756 |
|
0.618 |
4.716 |
|
HIGH |
4.650 |
|
0.618 |
4.610 |
|
0.500 |
4.597 |
|
0.382 |
4.584 |
|
LOW |
4.544 |
|
0.618 |
4.478 |
|
1.000 |
4.438 |
|
1.618 |
4.372 |
|
2.618 |
4.266 |
|
4.250 |
4.094 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.627 |
4.632 |
| PP |
4.612 |
4.622 |
| S1 |
4.597 |
4.612 |
|