NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 4.486 4.400 -0.086 -1.9% 4.492
High 4.623 4.450 -0.173 -3.7% 4.707
Low 4.380 4.327 -0.053 -1.2% 4.327
Close 4.415 4.422 0.007 0.2% 4.422
Range 0.243 0.123 -0.120 -49.4% 0.380
ATR 0.175 0.172 -0.004 -2.1% 0.000
Volume 159,840 118,415 -41,425 -25.9% 685,803
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.769 4.718 4.490
R3 4.646 4.595 4.456
R2 4.523 4.523 4.445
R1 4.472 4.472 4.433 4.498
PP 4.400 4.400 4.400 4.412
S1 4.349 4.349 4.411 4.375
S2 4.277 4.277 4.399
S3 4.154 4.226 4.388
S4 4.031 4.103 4.354
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.625 5.404 4.631
R3 5.245 5.024 4.527
R2 4.865 4.865 4.492
R1 4.644 4.644 4.457 4.565
PP 4.485 4.485 4.485 4.446
S1 4.264 4.264 4.387 4.185
S2 4.105 4.105 4.352
S3 3.725 3.884 4.318
S4 3.345 3.504 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.707 4.327 0.380 8.6% 0.181 4.1% 25% False True 137,160
10 4.707 4.040 0.667 15.1% 0.161 3.6% 57% False False 100,421
20 4.707 3.985 0.722 16.3% 0.164 3.7% 61% False False 84,512
40 4.707 3.913 0.794 18.0% 0.167 3.8% 64% False False 56,982
60 4.707 3.894 0.813 18.4% 0.156 3.5% 65% False False 43,701
80 4.707 3.894 0.813 18.4% 0.142 3.2% 65% False False 35,286
100 4.955 3.894 1.061 24.0% 0.134 3.0% 50% False False 29,106
120 5.434 3.894 1.540 34.8% 0.128 2.9% 34% False False 24,690
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.041
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.973
2.618 4.772
1.618 4.649
1.000 4.573
0.618 4.526
HIGH 4.450
0.618 4.403
0.500 4.389
0.382 4.374
LOW 4.327
0.618 4.251
1.000 4.204
1.618 4.128
2.618 4.005
4.250 3.804
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 4.411 4.484
PP 4.400 4.463
S1 4.389 4.443

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

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