NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 4.410 4.503 0.093 2.1% 4.804
High 4.496 4.543 0.047 1.0% 4.822
Low 4.408 4.392 -0.016 -0.4% 4.320
Close 4.485 4.405 -0.080 -1.8% 4.384
Range 0.088 0.151 0.063 71.6% 0.502
ATR 0.136 0.137 0.001 0.8% 0.000
Volume 19,062 35,773 16,711 87.7% 107,208
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.900 4.803 4.488
R3 4.749 4.652 4.447
R2 4.598 4.598 4.433
R1 4.501 4.501 4.419 4.474
PP 4.447 4.447 4.447 4.433
S1 4.350 4.350 4.391 4.323
S2 4.296 4.296 4.377
S3 4.145 4.199 4.363
S4 3.994 4.048 4.322
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 4.543 4.320 0.223 5.1% 0.120 2.7% 38% True False 21,795
10 4.822 4.320 0.502 11.4% 0.141 3.2% 17% False False 22,352
20 4.822 4.320 0.502 11.4% 0.135 3.1% 17% False False 21,986
40 4.822 4.020 0.802 18.2% 0.136 3.1% 48% False False 15,683
60 4.822 3.919 0.903 20.5% 0.134 3.0% 54% False False 12,665
80 4.822 3.882 0.940 21.3% 0.127 2.9% 56% False False 10,281
100 4.822 3.882 0.940 21.3% 0.117 2.7% 56% False False 8,711
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.185
2.618 4.938
1.618 4.787
1.000 4.694
0.618 4.636
HIGH 4.543
0.618 4.485
0.500 4.468
0.382 4.450
LOW 4.392
0.618 4.299
1.000 4.241
1.618 4.148
2.618 3.997
4.250 3.750
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 4.468 4.463
PP 4.447 4.443
S1 4.426 4.424

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

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