NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.700 |
4.654 |
-0.046 |
-1.0% |
4.700 |
| High |
4.700 |
4.667 |
-0.033 |
-0.7% |
4.880 |
| Low |
4.600 |
4.566 |
-0.034 |
-0.7% |
4.594 |
| Close |
4.655 |
4.662 |
0.007 |
0.2% |
4.856 |
| Range |
0.100 |
0.101 |
0.001 |
1.0% |
0.286 |
| ATR |
0.125 |
0.123 |
-0.002 |
-1.4% |
0.000 |
| Volume |
2,883 |
4,961 |
2,078 |
72.1% |
16,558 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.935 |
4.899 |
4.718 |
|
| R3 |
4.834 |
4.798 |
4.690 |
|
| R2 |
4.733 |
4.733 |
4.681 |
|
| R1 |
4.697 |
4.697 |
4.671 |
4.715 |
| PP |
4.632 |
4.632 |
4.632 |
4.641 |
| S1 |
4.596 |
4.596 |
4.653 |
4.614 |
| S2 |
4.531 |
4.531 |
4.643 |
|
| S3 |
4.430 |
4.495 |
4.634 |
|
| S4 |
4.329 |
4.394 |
4.606 |
|
|
| 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 |
5.096 |
|
2.618 |
4.931 |
|
1.618 |
4.830 |
|
1.000 |
4.768 |
|
0.618 |
4.729 |
|
HIGH |
4.667 |
|
0.618 |
4.628 |
|
0.500 |
4.617 |
|
0.382 |
4.605 |
|
LOW |
4.566 |
|
0.618 |
4.504 |
|
1.000 |
4.465 |
|
1.618 |
4.403 |
|
2.618 |
4.302 |
|
4.250 |
4.137 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.647 |
4.731 |
| PP |
4.632 |
4.708 |
| S1 |
4.617 |
4.685 |
|