NYMEX Natural Gas Future March 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 4.585 4.692 0.107 2.3% 4.511
High 4.698 4.776 0.078 1.7% 4.776
Low 4.534 4.655 0.121 2.7% 4.404
Close 4.692 4.743 0.051 1.1% 4.743
Range 0.164 0.121 -0.043 -26.2% 0.372
ATR 0.153 0.150 -0.002 -1.5% 0.000
Volume 114,117 87,505 -26,612 -23.3% 367,586
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.088 5.036 4.810
R3 4.967 4.915 4.776
R2 4.846 4.846 4.765
R1 4.794 4.794 4.754 4.820
PP 4.725 4.725 4.725 4.738
S1 4.673 4.673 4.732 4.699
S2 4.604 4.604 4.721
S3 4.483 4.552 4.710
S4 4.362 4.431 4.676
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.757 5.622 4.948
R3 5.385 5.250 4.845
R2 5.013 5.013 4.811
R1 4.878 4.878 4.777 4.946
PP 4.641 4.641 4.641 4.675
S1 4.506 4.506 4.709 4.574
S2 4.269 4.269 4.675
S3 3.897 4.134 4.641
S4 3.525 3.762 4.538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.776 4.380 0.396 8.3% 0.142 3.0% 92% True False 95,170
10 4.776 4.302 0.474 10.0% 0.134 2.8% 93% True False 82,567
20 4.776 4.064 0.712 15.0% 0.141 3.0% 95% True False 57,608
40 4.776 3.980 0.796 16.8% 0.152 3.2% 96% True False 48,638
60 4.776 3.890 0.886 18.7% 0.152 3.2% 96% True False 39,454
80 4.776 3.854 0.922 19.4% 0.138 2.9% 96% True False 32,562
100 4.776 3.854 0.922 19.4% 0.131 2.8% 96% True False 27,850
120 5.229 3.854 1.375 29.0% 0.125 2.6% 65% False False 24,119
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.039
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.290
2.618 5.093
1.618 4.972
1.000 4.897
0.618 4.851
HIGH 4.776
0.618 4.730
0.500 4.716
0.382 4.701
LOW 4.655
0.618 4.580
1.000 4.534
1.618 4.459
2.618 4.338
4.250 4.141
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.734 4.697
PP 4.725 4.650
S1 4.716 4.604

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

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