NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 28-Jan-2011
Day Change Summary
Previous Current
27-Jan-2011 28-Jan-2011 Change Change % Previous Week
Open 4.497 4.351 -0.146 -3.2% 4.800
High 4.505 4.380 -0.125 -2.8% 4.800
Low 4.330 4.272 -0.058 -1.3% 4.272
Close 4.336 4.340 0.004 0.1% 4.340
Range 0.175 0.108 -0.067 -38.3% 0.528
ATR 0.152 0.149 -0.003 -2.1% 0.000
Volume 39,636 40,069 433 1.1% 202,735
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.655 4.605 4.399
R3 4.547 4.497 4.370
R2 4.439 4.439 4.360
R1 4.389 4.389 4.350 4.360
PP 4.331 4.331 4.331 4.316
S1 4.281 4.281 4.330 4.252
S2 4.223 4.223 4.320
S3 4.115 4.173 4.310
S4 4.007 4.065 4.281
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.055 5.725 4.630
R3 5.527 5.197 4.485
R2 4.999 4.999 4.437
R1 4.669 4.669 4.388 4.570
PP 4.471 4.471 4.471 4.421
S1 4.141 4.141 4.292 4.042
S2 3.943 3.943 4.243
S3 3.415 3.613 4.195
S4 2.887 3.085 4.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.800 4.272 0.528 12.2% 0.169 3.9% 13% False True 40,547
10 4.800 4.272 0.528 12.2% 0.149 3.4% 13% False True 39,373
20 4.800 4.272 0.528 12.2% 0.144 3.3% 13% False True 38,027
40 4.800 3.980 0.820 18.9% 0.146 3.4% 44% False False 30,771
60 4.800 3.879 0.921 21.2% 0.144 3.3% 50% False False 26,263
80 4.800 3.848 0.952 21.9% 0.135 3.1% 52% False False 22,605
100 4.800 3.848 0.952 21.9% 0.126 2.9% 52% False False 19,605
120 4.800 3.848 0.952 21.9% 0.119 2.7% 52% False False 17,266
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 0.028
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.839
2.618 4.663
1.618 4.555
1.000 4.488
0.618 4.447
HIGH 4.380
0.618 4.339
0.500 4.326
0.382 4.313
LOW 4.272
0.618 4.205
1.000 4.164
1.618 4.097
2.618 3.989
4.250 3.813
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 4.335 4.406
PP 4.331 4.384
S1 4.326 4.362

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

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