NYMEX Natural Gas Future April 2011

Trading Metrics calculated at close of trading on 31-Jan-2011

Day Change Summary
	Previous	Current
	28-Jan-2011	31-Jan-2011	Change	Change %	Previous Week
Open	4.351	4.356	0.005	0.1%	4.800
High	4.380	4.470	0.090	2.1%	4.800
Low	4.272	4.305	0.033	0.8%	4.272
Close	4.340	4.431	0.091	2.1%	4.340
Range	0.108	0.165	0.057	52.8%	0.528
ATR	0.149	0.150	0.001	0.8%	0.000
Volume	40,069	28,665	-11,404	-28.5%	202,735

Daily Pivots for day following 31-Jan-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.897	4.829	4.522
R3	4.732	4.664	4.476
R2	4.567	4.567	4.461
R1	4.499	4.499	4.446	4.533
PP	4.402	4.402	4.402	4.419
S1	4.334	4.334	4.416	4.368
S2	4.237	4.237	4.401
S3	4.072	4.169	4.386
S4	3.907	4.004	4.340

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	4.631	4.272	0.359	8.1%	0.156	3.5%	44%	False	False	36,137
10	4.800	4.272	0.528	11.9%	0.154	3.5%	30%	False	False	37,977
20	4.800	4.272	0.528	11.9%	0.146	3.3%	30%	False	False	38,660
40	4.800	3.980	0.820	18.5%	0.146	3.3%	55%	False	False	30,855
60	4.800	3.879	0.921	20.8%	0.145	3.3%	60%	False	False	26,485
80	4.800	3.848	0.952	21.5%	0.136	3.1%	61%	False	False	22,885
100	4.800	3.848	0.952	21.5%	0.127	2.9%	61%	False	False	19,821
120	4.800	3.848	0.952	21.5%	0.120	2.7%	61%	False	False	17,462

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.030
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.171
2.618	4.902
1.618	4.737
1.000	4.635
0.618	4.572
HIGH	4.470
0.618	4.407
0.500	4.388
0.382	4.368
LOW	4.305
0.618	4.203
1.000	4.140
1.618	4.038
2.618	3.873
4.250	3.604

Fisher Pivots for day following 31-Jan-2011
Pivot	1 day	3 day
R1	4.417	4.417
PP	4.402	4.403
S1	4.388	4.389

Download as Excel Spreadsheet

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

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