NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 4.323 4.417 0.094 2.2% 4.796
High 4.460 4.425 -0.035 -0.8% 4.823
Low 4.290 4.321 0.031 0.7% 4.252
Close 4.420 4.347 -0.073 -1.7% 4.323
Range 0.170 0.104 -0.066 -38.8% 0.571
ATR 0.159 0.155 -0.004 -2.5% 0.000
Volume 130,028 92,914 -37,114 -28.5% 486,863
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.676 4.616 4.404
R3 4.572 4.512 4.376
R2 4.468 4.468 4.366
R1 4.408 4.408 4.357 4.386
PP 4.364 4.364 4.364 4.354
S1 4.304 4.304 4.337 4.282
S2 4.260 4.260 4.328
S3 4.156 4.200 4.318
S4 4.052 4.096 4.290
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.179 5.822 4.637
R3 5.608 5.251 4.480
R2 5.037 5.037 4.428
R1 4.680 4.680 4.375 4.573
PP 4.466 4.466 4.466 4.413
S1 4.109 4.109 4.271 4.002
S2 3.895 3.895 4.218
S3 3.324 3.538 4.166
S4 2.753 2.967 4.009
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.529 4.252 0.277 6.4% 0.142 3.3% 34% False False 106,474
10 4.823 4.252 0.571 13.1% 0.161 3.7% 17% False False 99,254
20 4.823 4.252 0.571 13.1% 0.154 3.5% 17% False False 85,212
40 4.823 3.980 0.843 19.4% 0.155 3.6% 44% False False 62,462
60 4.823 3.890 0.933 21.5% 0.153 3.5% 49% False False 49,235
80 4.823 3.854 0.969 22.3% 0.144 3.3% 51% False False 40,533
100 4.823 3.854 0.969 22.3% 0.136 3.1% 51% False False 34,409
120 4.914 3.854 1.060 24.4% 0.129 3.0% 47% False False 29,681
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.867
2.618 4.697
1.618 4.593
1.000 4.529
0.618 4.489
HIGH 4.425
0.618 4.385
0.500 4.373
0.382 4.361
LOW 4.321
0.618 4.257
1.000 4.217
1.618 4.153
2.618 4.049
4.250 3.879
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 4.373 4.356
PP 4.364 4.353
S1 4.356 4.350

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

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