NYMEX Natural Gas Future August 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 |
4.738 |
4.850 |
0.112 |
2.4% |
4.700 |
| High |
4.830 |
4.880 |
0.050 |
1.0% |
4.880 |
| Low |
4.699 |
4.779 |
0.080 |
1.7% |
4.594 |
| Close |
4.816 |
4.856 |
0.040 |
0.8% |
4.856 |
| Range |
0.131 |
0.101 |
-0.030 |
-22.9% |
0.286 |
| ATR |
0.121 |
0.120 |
-0.001 |
-1.2% |
0.000 |
| Volume |
4,559 |
5,168 |
609 |
13.4% |
16,558 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.141 |
5.100 |
4.912 |
|
| R3 |
5.040 |
4.999 |
4.884 |
|
| R2 |
4.939 |
4.939 |
4.875 |
|
| R1 |
4.898 |
4.898 |
4.865 |
4.919 |
| PP |
4.838 |
4.838 |
4.838 |
4.849 |
| S1 |
4.797 |
4.797 |
4.847 |
4.818 |
| S2 |
4.737 |
4.737 |
4.837 |
|
| S3 |
4.636 |
4.696 |
4.828 |
|
| S4 |
4.535 |
4.595 |
4.800 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.635 |
5.531 |
5.013 |
|
| R3 |
5.349 |
5.245 |
4.935 |
|
| R2 |
5.063 |
5.063 |
4.908 |
|
| R1 |
4.959 |
4.959 |
4.882 |
5.011 |
| PP |
4.777 |
4.777 |
4.777 |
4.803 |
| S1 |
4.673 |
4.673 |
4.830 |
4.725 |
| S2 |
4.491 |
4.491 |
4.804 |
|
| S3 |
4.205 |
4.387 |
4.777 |
|
| S4 |
3.919 |
4.101 |
4.699 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.309 |
|
2.618 |
5.144 |
|
1.618 |
5.043 |
|
1.000 |
4.981 |
|
0.618 |
4.942 |
|
HIGH |
4.880 |
|
0.618 |
4.841 |
|
0.500 |
4.830 |
|
0.382 |
4.818 |
|
LOW |
4.779 |
|
0.618 |
4.717 |
|
1.000 |
4.678 |
|
1.618 |
4.616 |
|
2.618 |
4.515 |
|
4.250 |
4.350 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.847 |
4.827 |
| PP |
4.838 |
4.799 |
| S1 |
4.830 |
4.770 |
|