NYMEX Natural Gas Future April 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 4.689 4.800 0.111 2.4% 4.500
High 4.749 4.800 0.051 1.1% 4.749
Low 4.640 4.573 -0.067 -1.4% 4.405
Close 4.720 4.595 -0.125 -2.6% 4.720
Range 0.109 0.227 0.118 108.3% 0.344
ATR 0.142 0.148 0.006 4.3% 0.000
Volume 60,035 50,712 -9,323 -15.5% 148,374
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.337 5.193 4.720
R3 5.110 4.966 4.657
R2 4.883 4.883 4.637
R1 4.739 4.739 4.616 4.698
PP 4.656 4.656 4.656 4.635
S1 4.512 4.512 4.574 4.471
S2 4.429 4.429 4.553
S3 4.202 4.285 4.533
S4 3.975 4.058 4.470
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.657 5.532 4.909
R3 5.313 5.188 4.815
R2 4.969 4.969 4.783
R1 4.844 4.844 4.752 4.907
PP 4.625 4.625 4.625 4.656
S1 4.500 4.500 4.688 4.563
S2 4.281 4.281 4.657
S3 3.937 4.156 4.625
S4 3.593 3.812 4.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.800 4.405 0.395 8.6% 0.152 3.3% 48% True False 39,817
10 4.800 4.302 0.498 10.8% 0.137 3.0% 59% True False 40,117
20 4.800 4.070 0.730 15.9% 0.139 3.0% 72% True False 32,892
40 4.800 3.980 0.820 17.8% 0.145 3.2% 75% True False 28,653
60 4.800 3.879 0.921 20.0% 0.146 3.2% 78% True False 24,926
80 4.800 3.848 0.952 20.7% 0.131 2.9% 78% True False 21,169
100 4.800 3.848 0.952 20.7% 0.124 2.7% 78% True False 18,354
120 5.034 3.848 1.186 25.8% 0.117 2.6% 63% False False 16,149
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 0.031
Widest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 5.765
2.618 5.394
1.618 5.167
1.000 5.027
0.618 4.940
HIGH 4.800
0.618 4.713
0.500 4.687
0.382 4.660
LOW 4.573
0.618 4.433
1.000 4.346
1.618 4.206
2.618 3.979
4.250 3.608
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.687 4.666
PP 4.656 4.642
S1 4.626 4.619

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

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