NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 4.743 4.631 -0.112 -2.4% 4.670
High 4.754 4.660 -0.094 -2.0% 4.853
Low 4.565 4.537 -0.028 -0.6% 4.564
Close 4.633 4.637 0.004 0.1% 4.837
Range 0.189 0.123 -0.066 -34.9% 0.289
ATR 0.136 0.135 -0.001 -0.7% 0.000
Volume 8,313 5,669 -2,644 -31.8% 29,748
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.980 4.932 4.705
R3 4.857 4.809 4.671
R2 4.734 4.734 4.660
R1 4.686 4.686 4.648 4.710
PP 4.611 4.611 4.611 4.624
S1 4.563 4.563 4.626 4.587
S2 4.488 4.488 4.614
S3 4.365 4.440 4.603
S4 4.242 4.317 4.569
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.618 5.517 4.996
R3 5.329 5.228 4.916
R2 5.040 5.040 4.890
R1 4.939 4.939 4.863 4.990
PP 4.751 4.751 4.751 4.777
S1 4.650 4.650 4.811 4.701
S2 4.462 4.462 4.784
S3 4.173 4.361 4.758
S4 3.884 4.072 4.678
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.930 4.537 0.393 8.5% 0.157 3.4% 25% False True 9,008
10 4.930 4.537 0.393 8.5% 0.126 2.7% 25% False True 9,126
20 4.930 4.363 0.567 12.2% 0.124 2.7% 48% False False 7,515
40 4.930 4.147 0.783 16.9% 0.122 2.6% 63% False False 5,163
60 4.930 4.043 0.887 19.1% 0.122 2.6% 67% False False 3,973
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.183
2.618 4.982
1.618 4.859
1.000 4.783
0.618 4.736
HIGH 4.660
0.618 4.613
0.500 4.599
0.382 4.584
LOW 4.537
0.618 4.461
1.000 4.414
1.618 4.338
2.618 4.215
4.250 4.014
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 4.624 4.734
PP 4.611 4.701
S1 4.599 4.669

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

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