NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.538 |
4.685 |
0.147 |
3.2% |
4.675 |
| High |
4.667 |
4.706 |
0.039 |
0.8% |
4.775 |
| Low |
4.520 |
4.618 |
0.098 |
2.2% |
4.460 |
| Close |
4.659 |
4.708 |
0.049 |
1.1% |
4.573 |
| Range |
0.147 |
0.088 |
-0.059 |
-40.1% |
0.315 |
| ATR |
0.129 |
0.126 |
-0.003 |
-2.3% |
0.000 |
| Volume |
3,966 |
4,087 |
121 |
3.1% |
13,721 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.941 |
4.913 |
4.756 |
|
| R3 |
4.853 |
4.825 |
4.732 |
|
| R2 |
4.765 |
4.765 |
4.724 |
|
| R1 |
4.737 |
4.737 |
4.716 |
4.751 |
| PP |
4.677 |
4.677 |
4.677 |
4.685 |
| S1 |
4.649 |
4.649 |
4.700 |
4.663 |
| S2 |
4.589 |
4.589 |
4.692 |
|
| S3 |
4.501 |
4.561 |
4.684 |
|
| S4 |
4.413 |
4.473 |
4.660 |
|
|
| 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 |
5.080 |
|
2.618 |
4.936 |
|
1.618 |
4.848 |
|
1.000 |
4.794 |
|
0.618 |
4.760 |
|
HIGH |
4.706 |
|
0.618 |
4.672 |
|
0.500 |
4.662 |
|
0.382 |
4.652 |
|
LOW |
4.618 |
|
0.618 |
4.564 |
|
1.000 |
4.530 |
|
1.618 |
4.476 |
|
2.618 |
4.388 |
|
4.250 |
4.244 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.693 |
4.672 |
| PP |
4.677 |
4.636 |
| S1 |
4.662 |
4.600 |
|