NYMEX Natural Gas Future May 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 4.536 4.379 -0.157 -3.5% 4.804
High 4.538 4.421 -0.117 -2.6% 4.822
Low 4.375 4.320 -0.055 -1.3% 4.320
Close 4.384 4.384 0.000 0.0% 4.384
Range 0.163 0.101 -0.062 -38.0% 0.502
ATR 0.144 0.141 -0.003 -2.1% 0.000
Volume 22,648 18,822 -3,826 -16.9% 107,208
Daily Pivots for day following 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.632 4.440
R3 4.577 4.531 4.412
R2 4.476 4.476 4.403
R1 4.430 4.430 4.393 4.453
PP 4.375 4.375 4.375 4.387
S1 4.329 4.329 4.375 4.352
S2 4.274 4.274 4.365
S3 4.173 4.228 4.356
S4 4.072 4.127 4.328
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.015 5.701 4.660
R3 5.513 5.199 4.522
R2 5.011 5.011 4.476
R1 4.697 4.697 4.430 4.603
PP 4.509 4.509 4.509 4.462
S1 4.195 4.195 4.338 4.101
S2 4.007 4.007 4.292
S3 3.505 3.693 4.246
S4 3.003 3.191 4.108
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.822 4.320 0.502 11.5% 0.159 3.6% 13% False True 21,441
10 4.822 4.320 0.502 11.5% 0.139 3.2% 13% False True 20,509
20 4.822 4.320 0.502 11.5% 0.135 3.1% 13% False True 20,123
40 4.822 4.020 0.802 18.3% 0.134 3.1% 45% False False 14,284
60 4.822 3.919 0.903 20.6% 0.133 3.0% 51% False False 11,406
80 4.822 3.882 0.940 21.4% 0.124 2.8% 53% False False 9,306
100 4.822 3.882 0.940 21.4% 0.115 2.6% 53% False False 7,877
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 0.024
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.850
2.618 4.685
1.618 4.584
1.000 4.522
0.618 4.483
HIGH 4.421
0.618 4.382
0.500 4.371
0.382 4.359
LOW 4.320
0.618 4.258
1.000 4.219
1.618 4.157
2.618 4.056
4.250 3.891
Fisher Pivots for day following 28-Jan-2011
Pivot 1 day 3 day
R1 4.380 4.448
PP 4.375 4.426
S1 4.371 4.405

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

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