NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 4.357 4.486 0.129 3.0% 4.476
High 4.490 4.528 0.038 0.8% 4.630
Low 4.322 4.433 0.111 2.6% 4.284
Close 4.470 4.522 0.052 1.2% 4.390
Range 0.168 0.095 -0.073 -43.5% 0.346
ATR 0.151 0.147 -0.004 -2.7% 0.000
Volume 36,452 33,964 -2,488 -6.8% 191,352
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.779 4.746 4.574
R3 4.684 4.651 4.548
R2 4.589 4.589 4.539
R1 4.556 4.556 4.531 4.573
PP 4.494 4.494 4.494 4.503
S1 4.461 4.461 4.513 4.478
S2 4.399 4.399 4.505
S3 4.304 4.366 4.496
S4 4.209 4.271 4.470
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.473 5.277 4.580
R3 5.127 4.931 4.485
R2 4.781 4.781 4.453
R1 4.585 4.585 4.422 4.510
PP 4.435 4.435 4.435 4.397
S1 4.239 4.239 4.358 4.164
S2 4.089 4.089 4.327
S3 3.743 3.893 4.295
S4 3.397 3.547 4.200
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.539 4.284 0.255 5.6% 0.143 3.2% 93% False False 41,127
10 4.630 4.238 0.392 8.7% 0.141 3.1% 72% False False 33,903
20 4.630 3.980 0.650 14.4% 0.143 3.2% 83% False False 26,265
40 4.630 3.938 0.692 15.3% 0.146 3.2% 84% False False 24,546
60 4.630 3.848 0.782 17.3% 0.141 3.1% 86% False False 21,317
80 4.630 3.848 0.782 17.3% 0.126 2.8% 86% False False 18,212
100 4.630 3.848 0.782 17.3% 0.120 2.6% 86% False False 15,937
120 5.116 3.848 1.268 28.0% 0.115 2.5% 53% False False 14,080
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.040
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.932
2.618 4.777
1.618 4.682
1.000 4.623
0.618 4.587
HIGH 4.528
0.618 4.492
0.500 4.481
0.382 4.469
LOW 4.433
0.618 4.374
1.000 4.338
1.618 4.279
2.618 4.184
4.250 4.029
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.508 4.486
PP 4.494 4.451
S1 4.481 4.415

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

View Archives - Comment on this page... - Back to Index of Symbols