NYMEX Natural Gas Future May 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 4.507 4.609 0.102 2.3% 4.433
High 4.611 4.715 0.104 2.3% 4.566
Low 4.507 4.568 0.061 1.4% 4.342
Close 4.604 4.707 0.103 2.2% 4.525
Range 0.104 0.147 0.043 41.3% 0.224
ATR 0.135 0.136 0.001 0.6% 0.000
Volume 15,543 16,485 942 6.1% 132,914
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.104 5.053 4.788
R3 4.957 4.906 4.747
R2 4.810 4.810 4.734
R1 4.759 4.759 4.720 4.785
PP 4.663 4.663 4.663 4.676
S1 4.612 4.612 4.694 4.638
S2 4.516 4.516 4.680
S3 4.369 4.465 4.667
S4 4.222 4.318 4.626
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.150 5.061 4.648
R3 4.926 4.837 4.587
R2 4.702 4.702 4.566
R1 4.613 4.613 4.546 4.658
PP 4.478 4.478 4.478 4.500
S1 4.389 4.389 4.504 4.434
S2 4.254 4.254 4.484
S3 4.030 4.165 4.463
S4 3.806 3.941 4.402
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.715 4.424 0.291 6.2% 0.118 2.5% 97% True False 20,968
10 4.715 4.321 0.394 8.4% 0.129 2.7% 98% True False 21,621
20 4.715 4.066 0.649 13.8% 0.126 2.7% 99% True False 15,144
40 4.715 4.020 0.695 14.8% 0.131 2.8% 99% True False 11,894
60 4.715 3.919 0.796 16.9% 0.132 2.8% 99% True False 9,548
80 4.715 3.882 0.833 17.7% 0.118 2.5% 99% True False 7,842
100 4.715 3.882 0.833 17.7% 0.112 2.4% 99% True False 6,702
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 0.031
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.340
2.618 5.100
1.618 4.953
1.000 4.862
0.618 4.806
HIGH 4.715
0.618 4.659
0.500 4.642
0.382 4.624
LOW 4.568
0.618 4.477
1.000 4.421
1.618 4.330
2.618 4.183
4.250 3.943
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 4.685 4.665
PP 4.663 4.623
S1 4.642 4.581

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

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