NYMEX Natural Gas Future March 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 4.692 4.796 0.104 2.2% 4.511
High 4.776 4.823 0.047 1.0% 4.776
Low 4.655 4.576 -0.079 -1.7% 4.404
Close 4.743 4.598 -0.145 -3.1% 4.743
Range 0.121 0.247 0.126 104.1% 0.372
ATR 0.150 0.157 0.007 4.6% 0.000
Volume 87,505 77,998 -9,507 -10.9% 367,586
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.407 5.249 4.734
R3 5.160 5.002 4.666
R2 4.913 4.913 4.643
R1 4.755 4.755 4.621 4.711
PP 4.666 4.666 4.666 4.643
S1 4.508 4.508 4.575 4.464
S2 4.419 4.419 4.553
S3 4.172 4.261 4.530
S4 3.925 4.014 4.462
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 4.823 4.404 0.419 9.1% 0.166 3.6% 46% True False 89,116
10 4.823 4.311 0.512 11.1% 0.146 3.2% 56% True False 83,752
20 4.823 4.064 0.759 16.5% 0.148 3.2% 70% True False 60,331
40 4.823 3.980 0.843 18.3% 0.154 3.4% 73% True False 50,062
60 4.823 3.890 0.933 20.3% 0.155 3.4% 76% True False 40,515
80 4.823 3.854 0.969 21.1% 0.140 3.0% 77% True False 33,433
100 4.823 3.854 0.969 21.1% 0.133 2.9% 77% True False 28,564
120 5.183 3.854 1.329 28.9% 0.126 2.7% 56% False False 24,707
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 0.035
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 5.873
2.618 5.470
1.618 5.223
1.000 5.070
0.618 4.976
HIGH 4.823
0.618 4.729
0.500 4.700
0.382 4.670
LOW 4.576
0.618 4.423
1.000 4.329
1.618 4.176
2.618 3.929
4.250 3.526
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.700 4.679
PP 4.666 4.652
S1 4.632 4.625

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

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