NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 4.437 4.574 0.137 3.1% 4.360
High 4.578 4.684 0.106 2.3% 4.528
Low 4.437 4.531 0.094 2.1% 4.302
Close 4.570 4.677 0.107 2.3% 4.484
Range 0.141 0.153 0.012 8.5% 0.226
ATR 0.143 0.144 0.001 0.5% 0.000
Volume 29,300 31,615 2,315 7.9% 202,084
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.090 5.036 4.761
R3 4.937 4.883 4.719
R2 4.784 4.784 4.705
R1 4.730 4.730 4.691 4.757
PP 4.631 4.631 4.631 4.644
S1 4.577 4.577 4.663 4.604
S2 4.478 4.478 4.649
S3 4.325 4.424 4.635
S4 4.172 4.271 4.593
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.116 5.026 4.608
R3 4.890 4.800 4.546
R2 4.664 4.664 4.525
R1 4.574 4.574 4.505 4.619
PP 4.438 4.438 4.438 4.461
S1 4.348 4.348 4.463 4.393
S2 4.212 4.212 4.443
S3 3.986 4.122 4.422
S4 3.760 3.896 4.360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.684 4.380 0.304 6.5% 0.130 2.8% 98% True False 34,716
10 4.684 4.284 0.400 8.6% 0.137 2.9% 98% True False 37,922
20 4.684 4.029 0.655 14.0% 0.136 2.9% 99% True False 29,060
40 4.684 3.980 0.704 15.1% 0.144 3.1% 99% True False 26,858
60 4.684 3.879 0.805 17.2% 0.144 3.1% 99% True False 23,454
80 4.684 3.848 0.836 17.9% 0.129 2.8% 99% True False 19,985
100 4.684 3.848 0.836 17.9% 0.123 2.6% 99% True False 17,372
120 5.116 3.848 1.268 27.1% 0.117 2.5% 65% False False 15,318
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.042
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.334
2.618 5.085
1.618 4.932
1.000 4.837
0.618 4.779
HIGH 4.684
0.618 4.626
0.500 4.608
0.382 4.589
LOW 4.531
0.618 4.436
1.000 4.378
1.618 4.283
2.618 4.130
4.250 3.881
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.654 4.633
PP 4.631 4.589
S1 4.608 4.545

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

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