NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 05-Jan-2011
Day Change Summary
Previous Current
04-Jan-2011 05-Jan-2011 Change Change % Previous Week
Open 4.576 4.581 0.005 0.1% 4.109
High 4.668 4.604 -0.064 -1.4% 4.456
Low 4.527 4.418 -0.109 -2.4% 4.064
Close 4.632 4.441 -0.191 -4.1% 4.422
Range 0.141 0.186 0.045 31.9% 0.392
ATR 0.155 0.159 0.004 2.8% 0.000
Volume 72,966 49,112 -23,854 -32.7% 105,044
Daily Pivots for day following 05-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.046 4.929 4.543
R3 4.860 4.743 4.492
R2 4.674 4.674 4.475
R1 4.557 4.557 4.458 4.523
PP 4.488 4.488 4.488 4.470
S1 4.371 4.371 4.424 4.337
S2 4.302 4.302 4.407
S3 4.116 4.185 4.390
S4 3.930 3.999 4.339
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.490 5.348 4.638
R3 5.098 4.956 4.530
R2 4.706 4.706 4.494
R1 4.564 4.564 4.458 4.635
PP 4.314 4.314 4.314 4.350
S1 4.172 4.172 4.386 4.243
S2 3.922 3.922 4.350
S3 3.530 3.780 4.314
S4 3.138 3.388 4.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.668 4.248 0.420 9.5% 0.145 3.3% 46% False False 41,741
10 4.668 4.028 0.640 14.4% 0.141 3.2% 65% False False 30,268
20 4.668 3.980 0.688 15.5% 0.159 3.6% 67% False False 42,671
40 4.668 3.890 0.778 17.5% 0.156 3.5% 71% False False 32,842
60 4.668 3.854 0.814 18.3% 0.144 3.2% 72% False False 27,106
80 4.668 3.854 0.814 18.3% 0.133 3.0% 72% False False 22,934
100 4.911 3.854 1.057 23.8% 0.126 2.8% 56% False False 19,663
120 5.327 3.854 1.473 33.2% 0.121 2.7% 40% False False 17,285
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.039
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.395
2.618 5.091
1.618 4.905
1.000 4.790
0.618 4.719
HIGH 4.604
0.618 4.533
0.500 4.511
0.382 4.489
LOW 4.418
0.618 4.303
1.000 4.232
1.618 4.117
2.618 3.931
4.250 3.628
Fisher Pivots for day following 05-Jan-2011
Pivot 1 day 3 day
R1 4.511 4.543
PP 4.488 4.509
S1 4.464 4.475

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

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