NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 4.796 4.593 -0.203 -4.2% 4.511
High 4.823 4.636 -0.187 -3.9% 4.776
Low 4.576 4.421 -0.155 -3.4% 4.404
Close 4.598 4.490 -0.108 -2.3% 4.743
Range 0.247 0.215 -0.032 -13.0% 0.372
ATR 0.157 0.161 0.004 2.6% 0.000
Volume 77,998 99,436 21,438 27.5% 367,586
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.161 5.040 4.608
R3 4.946 4.825 4.549
R2 4.731 4.731 4.529
R1 4.610 4.610 4.510 4.563
PP 4.516 4.516 4.516 4.492
S1 4.395 4.395 4.470 4.348
S2 4.301 4.301 4.451
S3 4.086 4.180 4.431
S4 3.871 3.965 4.372
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 4.421 0.402 9.0% 0.180 4.0% 17% False True 92,034
10 4.823 4.330 0.493 11.0% 0.156 3.5% 32% False False 86,008
20 4.823 4.122 0.701 15.6% 0.153 3.4% 52% False False 64,516
40 4.823 3.980 0.843 18.8% 0.157 3.5% 60% False False 51,955
60 4.823 3.890 0.933 20.8% 0.155 3.4% 64% False False 41,991
80 4.823 3.854 0.969 21.6% 0.141 3.1% 66% False False 34,585
100 4.823 3.854 0.969 21.6% 0.134 3.0% 66% False False 29,477
120 5.183 3.854 1.329 29.6% 0.128 2.8% 48% False False 25,480
Crabel Price Patterns
NR True
NR4 False
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 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.550
2.618 5.199
1.618 4.984
1.000 4.851
0.618 4.769
HIGH 4.636
0.618 4.554
0.500 4.529
0.382 4.503
LOW 4.421
0.618 4.288
1.000 4.206
1.618 4.073
2.618 3.858
4.250 3.507
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 4.529 4.622
PP 4.516 4.578
S1 4.503 4.534

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

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