NYMEX Natural Gas Future May 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 4.637 4.532 -0.105 -2.3% 4.570
High 4.660 4.575 -0.085 -1.8% 4.777
Low 4.471 4.443 -0.028 -0.6% 4.447
Close 4.540 4.547 0.007 0.2% 4.753
Range 0.189 0.132 -0.057 -30.2% 0.330
ATR 0.143 0.142 -0.001 -0.6% 0.000
Volume 19,871 18,554 -1,317 -6.6% 69,874
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.918 4.864 4.620
R3 4.786 4.732 4.583
R2 4.654 4.654 4.571
R1 4.600 4.600 4.559 4.627
PP 4.522 4.522 4.522 4.535
S1 4.468 4.468 4.535 4.495
S2 4.390 4.390 4.523
S3 4.258 4.336 4.511
S4 4.126 4.204 4.474
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.649 5.531 4.935
R3 5.319 5.201 4.844
R2 4.989 4.989 4.814
R1 4.871 4.871 4.783 4.930
PP 4.659 4.659 4.659 4.689
S1 4.541 4.541 4.723 4.600
S2 4.329 4.329 4.693
S3 3.999 4.211 4.662
S4 3.669 3.881 4.572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.822 4.443 0.379 8.3% 0.158 3.5% 27% False True 21,677
10 4.822 4.424 0.398 8.8% 0.132 2.9% 31% False False 21,891
20 4.822 4.239 0.583 12.8% 0.133 2.9% 53% False False 18,666
40 4.822 4.020 0.802 17.6% 0.133 2.9% 66% False False 13,615
60 4.822 3.919 0.903 19.9% 0.134 2.9% 70% False False 10,895
80 4.822 3.882 0.940 20.7% 0.122 2.7% 71% False False 8,879
100 4.822 3.882 0.940 20.7% 0.114 2.5% 71% False False 7,525
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.136
2.618 4.921
1.618 4.789
1.000 4.707
0.618 4.657
HIGH 4.575
0.618 4.525
0.500 4.509
0.382 4.493
LOW 4.443
0.618 4.361
1.000 4.311
1.618 4.229
2.618 4.097
4.250 3.882
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 4.534 4.633
PP 4.522 4.604
S1 4.509 4.576

These figures are updated between 7pm and 10pm EST after a trading day.

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