NYMEX Natural Gas Future September 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
4.688 |
4.667 |
-0.021 |
-0.4% |
4.686 |
| High |
4.713 |
4.682 |
-0.031 |
-0.7% |
4.785 |
| Low |
4.626 |
4.587 |
-0.039 |
-0.8% |
4.473 |
| Close |
4.717 |
4.621 |
-0.096 |
-2.0% |
4.584 |
| Range |
0.087 |
0.095 |
0.008 |
9.2% |
0.312 |
| ATR |
0.128 |
0.128 |
0.000 |
0.1% |
0.000 |
| Volume |
2,243 |
4,411 |
2,168 |
96.7% |
12,496 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4.915 |
4.863 |
4.673 |
|
| R3 |
4.820 |
4.768 |
4.647 |
|
| R2 |
4.725 |
4.725 |
4.638 |
|
| R1 |
4.673 |
4.673 |
4.630 |
4.652 |
| PP |
4.630 |
4.630 |
4.630 |
4.619 |
| S1 |
4.578 |
4.578 |
4.612 |
4.557 |
| S2 |
4.535 |
4.535 |
4.604 |
|
| S3 |
4.440 |
4.483 |
4.595 |
|
| S4 |
4.345 |
4.388 |
4.569 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5.550 |
5.379 |
4.756 |
|
| R3 |
5.238 |
5.067 |
4.670 |
|
| R2 |
4.926 |
4.926 |
4.641 |
|
| R1 |
4.755 |
4.755 |
4.613 |
4.685 |
| PP |
4.614 |
4.614 |
4.614 |
4.579 |
| S1 |
4.443 |
4.443 |
4.555 |
4.373 |
| S2 |
4.302 |
4.302 |
4.527 |
|
| S3 |
3.990 |
4.131 |
4.498 |
|
| S4 |
3.678 |
3.819 |
4.412 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5.086 |
|
2.618 |
4.931 |
|
1.618 |
4.836 |
|
1.000 |
4.777 |
|
0.618 |
4.741 |
|
HIGH |
4.682 |
|
0.618 |
4.646 |
|
0.500 |
4.635 |
|
0.382 |
4.623 |
|
LOW |
4.587 |
|
0.618 |
4.528 |
|
1.000 |
4.492 |
|
1.618 |
4.433 |
|
2.618 |
4.338 |
|
4.250 |
4.183 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
4.635 |
4.622 |
| PP |
4.630 |
4.621 |
| S1 |
4.626 |
4.621 |
|