NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 11-Jan-2011
Day Change Summary
Previous Current
10-Jan-2011 11-Jan-2011 Change Change % Previous Week
Open 4.373 4.386 0.013 0.3% 4.492
High 4.450 4.504 0.054 1.2% 4.707
Low 4.322 4.338 0.016 0.4% 4.327
Close 4.399 4.481 0.082 1.9% 4.422
Range 0.128 0.166 0.038 29.7% 0.380
ATR 0.168 0.168 0.000 -0.1% 0.000
Volume 100,414 127,290 26,876 26.8% 685,803
Daily Pivots for day following 11-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.939 4.876 4.572
R3 4.773 4.710 4.527
R2 4.607 4.607 4.511
R1 4.544 4.544 4.496 4.576
PP 4.441 4.441 4.441 4.457
S1 4.378 4.378 4.466 4.410
S2 4.275 4.275 4.451
S3 4.109 4.212 4.435
S4 3.943 4.046 4.390
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 4.640 4.322 0.318 7.1% 0.171 3.8% 50% False False 123,337
10 4.707 4.216 0.491 11.0% 0.157 3.5% 54% False False 111,626
20 4.707 3.985 0.722 16.1% 0.162 3.6% 69% False False 89,710
40 4.707 3.913 0.794 17.7% 0.165 3.7% 72% False False 61,429
60 4.707 3.894 0.813 18.1% 0.157 3.5% 72% False False 46,982
80 4.707 3.894 0.813 18.1% 0.142 3.2% 72% False False 38,002
100 4.777 3.894 0.883 19.7% 0.134 3.0% 66% False False 31,351
120 5.434 3.894 1.540 34.4% 0.129 2.9% 38% False False 26,569
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.045
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.210
2.618 4.939
1.618 4.773
1.000 4.670
0.618 4.607
HIGH 4.504
0.618 4.441
0.500 4.421
0.382 4.401
LOW 4.338
0.618 4.235
1.000 4.172
1.618 4.069
2.618 3.903
4.250 3.633
Fisher Pivots for day following 11-Jan-2011
Pivot 1 day 3 day
R1 4.461 4.458
PP 4.441 4.436
S1 4.421 4.413

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

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