NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 4.609 4.701 0.092 2.0% 4.570
High 4.715 4.777 0.062 1.3% 4.777
Low 4.568 4.668 0.100 2.2% 4.447
Close 4.707 4.753 0.046 1.0% 4.753
Range 0.147 0.109 -0.038 -25.9% 0.330
ATR 0.136 0.134 -0.002 -1.4% 0.000
Volume 16,485 26,163 9,678 58.7% 69,874
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.060 5.015 4.813
R3 4.951 4.906 4.783
R2 4.842 4.842 4.773
R1 4.797 4.797 4.763 4.820
PP 4.733 4.733 4.733 4.744
S1 4.688 4.688 4.743 4.711
S2 4.624 4.624 4.733
S3 4.515 4.579 4.723
S4 4.406 4.470 4.693
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.649 5.531 4.935
R3 5.319 5.201 4.844
R2 4.989 4.989 4.814
R1 4.871 4.871 4.783 4.930
PP 4.659 4.659 4.659 4.689
S1 4.541 4.541 4.723 4.600
S2 4.329 4.329 4.693
S3 3.999 4.211 4.662
S4 3.669 3.881 4.572
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.777 4.424 0.353 7.4% 0.118 2.5% 93% True False 19,577
10 4.777 4.321 0.456 9.6% 0.120 2.5% 95% True False 22,281
20 4.777 4.110 0.667 14.0% 0.123 2.6% 96% True False 16,153
40 4.777 4.020 0.757 15.9% 0.131 2.8% 97% True False 12,432
60 4.777 3.919 0.858 18.1% 0.132 2.8% 97% True False 9,942
80 4.777 3.882 0.895 18.8% 0.118 2.5% 97% True False 8,131
100 4.777 3.882 0.895 18.8% 0.111 2.3% 97% True False 6,945
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.240
2.618 5.062
1.618 4.953
1.000 4.886
0.618 4.844
HIGH 4.777
0.618 4.735
0.500 4.723
0.382 4.710
LOW 4.668
0.618 4.601
1.000 4.559
1.618 4.492
2.618 4.383
4.250 4.205
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.743 4.716
PP 4.733 4.679
S1 4.723 4.642

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

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