NYMEX Natural Gas Future May 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 4.701 4.804 0.103 2.2% 4.570
High 4.777 4.822 0.045 0.9% 4.777
Low 4.668 4.610 -0.058 -1.2% 4.447
Close 4.753 4.633 -0.120 -2.5% 4.753
Range 0.109 0.212 0.103 94.5% 0.330
ATR 0.134 0.139 0.006 4.2% 0.000
Volume 26,163 27,313 1,150 4.4% 69,874
Daily Pivots for day following 24-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.324 5.191 4.750
R3 5.112 4.979 4.691
R2 4.900 4.900 4.672
R1 4.767 4.767 4.652 4.728
PP 4.688 4.688 4.688 4.669
S1 4.555 4.555 4.614 4.516
S2 4.476 4.476 4.594
S3 4.264 4.343 4.575
S4 4.052 4.131 4.516
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 4.822 4.447 0.375 8.1% 0.139 3.0% 50% True False 19,437
10 4.822 4.342 0.480 10.4% 0.129 2.8% 61% True False 23,010
20 4.822 4.110 0.712 15.4% 0.131 2.8% 73% True False 17,150
40 4.822 4.020 0.802 17.3% 0.133 2.9% 76% True False 12,973
60 4.822 3.919 0.903 19.5% 0.135 2.9% 79% True False 10,344
80 4.822 3.882 0.940 20.3% 0.120 2.6% 80% True False 8,458
100 4.822 3.882 0.940 20.3% 0.113 2.4% 80% True False 7,199
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 0.023
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.723
2.618 5.377
1.618 5.165
1.000 5.034
0.618 4.953
HIGH 4.822
0.618 4.741
0.500 4.716
0.382 4.691
LOW 4.610
0.618 4.479
1.000 4.398
1.618 4.267
2.618 4.055
4.250 3.709
Fisher Pivots for day following 24-Jan-2011
Pivot 1 day 3 day
R1 4.716 4.695
PP 4.688 4.674
S1 4.661 4.654

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

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