NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 4.575 4.689 0.114 2.5% 4.494
High 4.704 4.777 0.073 1.6% 4.777
Low 4.525 4.644 0.119 2.6% 4.387
Close 4.695 4.736 0.041 0.9% 4.736
Range 0.179 0.133 -0.046 -25.7% 0.390
ATR 0.164 0.162 -0.002 -1.3% 0.000
Volume 161,155 125,669 -35,486 -22.0% 401,592
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.118 5.060 4.809
R3 4.985 4.927 4.773
R2 4.852 4.852 4.760
R1 4.794 4.794 4.748 4.823
PP 4.719 4.719 4.719 4.734
S1 4.661 4.661 4.724 4.690
S2 4.586 4.586 4.712
S3 4.453 4.528 4.699
S4 4.320 4.395 4.663
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.803 5.660 4.951
R3 5.413 5.270 4.843
R2 5.023 5.023 4.808
R1 4.880 4.880 4.772 4.952
PP 4.633 4.633 4.633 4.669
S1 4.490 4.490 4.700 4.562
S2 4.243 4.243 4.665
S3 3.853 4.100 4.629
S4 3.463 3.710 4.522
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.777 4.367 0.410 8.7% 0.156 3.3% 90% True False 102,713
10 4.777 4.322 0.455 9.6% 0.144 3.0% 91% True False 113,291
20 4.777 4.040 0.737 15.6% 0.153 3.2% 94% True False 103,079
40 4.777 3.985 0.792 16.7% 0.162 3.4% 95% True False 77,553
60 4.777 3.913 0.864 18.2% 0.162 3.4% 95% True False 58,923
80 4.777 3.894 0.883 18.6% 0.146 3.1% 95% True False 47,424
100 4.777 3.894 0.883 18.6% 0.138 2.9% 95% True False 38,971
120 5.327 3.894 1.433 30.3% 0.132 2.8% 59% False False 33,004
Crabel Price Patterns
NR True
NR4 True
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 0.041
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.342
2.618 5.125
1.618 4.992
1.000 4.910
0.618 4.859
HIGH 4.777
0.618 4.726
0.500 4.711
0.382 4.695
LOW 4.644
0.618 4.562
1.000 4.511
1.618 4.429
2.618 4.296
4.250 4.079
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.728 4.688
PP 4.719 4.640
S1 4.711 4.592

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

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