NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 24-Jan-2011
Day Change Summary
Previous Current
21-Jan-2011 24-Jan-2011 Change Change % Previous Week
Open 4.689 4.810 0.121 2.6% 4.494
High 4.777 4.879 0.102 2.1% 4.777
Low 4.644 4.557 -0.087 -1.9% 4.387
Close 4.736 4.580 -0.156 -3.3% 4.736
Range 0.133 0.322 0.189 142.1% 0.390
ATR 0.162 0.173 0.011 7.1% 0.000
Volume 125,669 105,746 -19,923 -15.9% 401,592
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.638 5.431 4.757
R3 5.316 5.109 4.669
R2 4.994 4.994 4.639
R1 4.787 4.787 4.610 4.730
PP 4.672 4.672 4.672 4.643
S1 4.465 4.465 4.550 4.408
S2 4.350 4.350 4.521
S3 4.028 4.143 4.491
S4 3.706 3.821 4.403
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 4.879 4.387 0.492 10.7% 0.194 4.2% 39% True False 101,467
10 4.879 4.322 0.557 12.2% 0.164 3.6% 46% True False 112,024
20 4.879 4.040 0.839 18.3% 0.163 3.6% 64% True False 106,222
40 4.879 3.985 0.894 19.5% 0.166 3.6% 67% True False 79,594
60 4.879 3.913 0.966 21.1% 0.166 3.6% 69% True False 60,498
80 4.879 3.894 0.985 21.5% 0.149 3.3% 70% True False 48,687
100 4.879 3.894 0.985 21.5% 0.140 3.1% 70% True False 39,988
120 5.280 3.894 1.386 30.3% 0.133 2.9% 49% False False 33,840
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 174 trading days
Fibonacci Retracements and Extensions
4.250 6.248
2.618 5.722
1.618 5.400
1.000 5.201
0.618 5.078
HIGH 4.879
0.618 4.756
0.500 4.718
0.382 4.680
LOW 4.557
0.618 4.358
1.000 4.235
1.618 4.036
2.618 3.714
4.250 3.189
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.718 4.702
PP 4.672 4.661
S1 4.626 4.621

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

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