NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.520 |
4.600 |
0.080 |
1.8% |
4.675 |
| High |
4.576 |
4.600 |
0.024 |
0.5% |
4.775 |
| Low |
4.460 |
4.493 |
0.033 |
0.7% |
4.460 |
| Close |
4.573 |
4.571 |
-0.002 |
0.0% |
4.573 |
| Range |
0.116 |
0.107 |
-0.009 |
-7.8% |
0.315 |
| ATR |
0.129 |
0.128 |
-0.002 |
-1.2% |
0.000 |
| Volume |
3,699 |
5,431 |
1,732 |
46.8% |
13,721 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.876 |
4.830 |
4.630 |
|
| R3 |
4.769 |
4.723 |
4.600 |
|
| R2 |
4.662 |
4.662 |
4.591 |
|
| R1 |
4.616 |
4.616 |
4.581 |
4.586 |
| PP |
4.555 |
4.555 |
4.555 |
4.539 |
| S1 |
4.509 |
4.509 |
4.561 |
4.479 |
| S2 |
4.448 |
4.448 |
4.551 |
|
| S3 |
4.341 |
4.402 |
4.542 |
|
| S4 |
4.234 |
4.295 |
4.512 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.548 |
5.375 |
4.746 |
|
| R3 |
5.233 |
5.060 |
4.660 |
|
| R2 |
4.918 |
4.918 |
4.631 |
|
| R1 |
4.745 |
4.745 |
4.602 |
4.674 |
| PP |
4.603 |
4.603 |
4.603 |
4.567 |
| S1 |
4.430 |
4.430 |
4.544 |
4.359 |
| S2 |
4.288 |
4.288 |
4.515 |
|
| S3 |
3.973 |
4.115 |
4.486 |
|
| S4 |
3.658 |
3.800 |
4.400 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.055 |
|
2.618 |
4.880 |
|
1.618 |
4.773 |
|
1.000 |
4.707 |
|
0.618 |
4.666 |
|
HIGH |
4.600 |
|
0.618 |
4.559 |
|
0.500 |
4.547 |
|
0.382 |
4.534 |
|
LOW |
4.493 |
|
0.618 |
4.427 |
|
1.000 |
4.386 |
|
1.618 |
4.320 |
|
2.618 |
4.213 |
|
4.250 |
4.038 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.563 |
4.571 |
| PP |
4.555 |
4.571 |
| S1 |
4.547 |
4.571 |
|