NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 4.386 4.504 0.118 2.7% 4.492
High 4.504 4.554 0.050 1.1% 4.707
Low 4.338 4.446 0.108 2.5% 4.327
Close 4.481 4.531 0.050 1.1% 4.422
Range 0.166 0.108 -0.058 -34.9% 0.380
ATR 0.168 0.164 -0.004 -2.6% 0.000
Volume 127,290 125,260 -2,030 -1.6% 685,803
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.834 4.791 4.590
R3 4.726 4.683 4.561
R2 4.618 4.618 4.551
R1 4.575 4.575 4.541 4.597
PP 4.510 4.510 4.510 4.521
S1 4.467 4.467 4.521 4.489
S2 4.402 4.402 4.511
S3 4.294 4.359 4.501
S4 4.186 4.251 4.472
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 4.623 4.322 0.301 6.6% 0.154 3.4% 69% False False 126,243
10 4.707 4.235 0.472 10.4% 0.159 3.5% 63% False False 117,456
20 4.707 3.985 0.722 15.9% 0.159 3.5% 76% False False 92,326
40 4.707 3.977 0.730 16.1% 0.164 3.6% 76% False False 64,188
60 4.707 3.894 0.813 17.9% 0.158 3.5% 78% False False 48,879
80 4.707 3.894 0.813 17.9% 0.142 3.1% 78% False False 39,508
100 4.722 3.894 0.828 18.3% 0.135 3.0% 77% False False 32,576
120 5.434 3.894 1.540 34.0% 0.130 2.9% 41% False False 27,603
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.048
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.013
2.618 4.837
1.618 4.729
1.000 4.662
0.618 4.621
HIGH 4.554
0.618 4.513
0.500 4.500
0.382 4.487
LOW 4.446
0.618 4.379
1.000 4.338
1.618 4.271
2.618 4.163
4.250 3.987
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.521 4.500
PP 4.510 4.469
S1 4.500 4.438

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

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