NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 4.652 4.541 -0.111 -2.4% 4.686
High 4.690 4.587 -0.103 -2.2% 4.785
Low 4.500 4.473 -0.027 -0.6% 4.473
Close 4.556 4.584 0.028 0.6% 4.584
Range 0.190 0.114 -0.076 -40.0% 0.312
ATR 0.133 0.131 -0.001 -1.0% 0.000
Volume 3,695 2,677 -1,018 -27.6% 12,496
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.890 4.851 4.647
R3 4.776 4.737 4.615
R2 4.662 4.662 4.605
R1 4.623 4.623 4.594 4.643
PP 4.548 4.548 4.548 4.558
S1 4.509 4.509 4.574 4.529
S2 4.434 4.434 4.563
S3 4.320 4.395 4.553
S4 4.206 4.281 4.521
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.550 5.379 4.756
R3 5.238 5.067 4.670
R2 4.926 4.926 4.641
R1 4.755 4.755 4.613 4.685
PP 4.614 4.614 4.614 4.579
S1 4.443 4.443 4.555 4.373
S2 4.302 4.302 4.527
S3 3.990 4.131 4.498
S4 3.678 3.819 4.412
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.785 4.473 0.312 6.8% 0.128 2.8% 36% False True 2,499
10 4.785 4.290 0.495 10.8% 0.115 2.5% 59% False False 1,756
20 4.785 4.209 0.576 12.6% 0.116 2.5% 65% False False 1,828
Crabel Price Patterns
NR True
NR4 True
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.072
2.618 4.885
1.618 4.771
1.000 4.701
0.618 4.657
HIGH 4.587
0.618 4.543
0.500 4.530
0.382 4.517
LOW 4.473
0.618 4.403
1.000 4.359
1.618 4.289
2.618 4.175
4.250 3.989
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 4.566 4.588
PP 4.548 4.586
S1 4.530 4.585

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

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