NYMEX Natural Gas Future August 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.654 |
4.620 |
-0.034 |
-0.7% |
4.700 |
| High |
4.667 |
4.634 |
-0.033 |
-0.7% |
4.880 |
| Low |
4.566 |
4.500 |
-0.066 |
-1.4% |
4.594 |
| Close |
4.662 |
4.508 |
-0.154 |
-3.3% |
4.856 |
| Range |
0.101 |
0.134 |
0.033 |
32.7% |
0.286 |
| ATR |
0.123 |
0.126 |
0.003 |
2.2% |
0.000 |
| Volume |
4,961 |
9,046 |
4,085 |
82.3% |
16,558 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.949 |
4.863 |
4.582 |
|
| R3 |
4.815 |
4.729 |
4.545 |
|
| R2 |
4.681 |
4.681 |
4.533 |
|
| R1 |
4.595 |
4.595 |
4.520 |
4.571 |
| PP |
4.547 |
4.547 |
4.547 |
4.536 |
| S1 |
4.461 |
4.461 |
4.496 |
4.437 |
| S2 |
4.413 |
4.413 |
4.483 |
|
| S3 |
4.279 |
4.327 |
4.471 |
|
| S4 |
4.145 |
4.193 |
4.434 |
|
|
| 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 |
5.204 |
|
2.618 |
4.985 |
|
1.618 |
4.851 |
|
1.000 |
4.768 |
|
0.618 |
4.717 |
|
HIGH |
4.634 |
|
0.618 |
4.583 |
|
0.500 |
4.567 |
|
0.382 |
4.551 |
|
LOW |
4.500 |
|
0.618 |
4.417 |
|
1.000 |
4.366 |
|
1.618 |
4.283 |
|
2.618 |
4.149 |
|
4.250 |
3.931 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.567 |
4.600 |
| PP |
4.547 |
4.569 |
| S1 |
4.528 |
4.539 |
|