NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 12-Jan-2011
Day Change Summary
Previous Current
11-Jan-2011 12-Jan-2011 Change Change % Previous Week
Open 4.570 4.688 0.118 2.6% 4.686
High 4.684 4.713 0.029 0.6% 4.785
Low 4.530 4.626 0.096 2.1% 4.473
Close 4.670 4.717 0.047 1.0% 4.584
Range 0.154 0.087 -0.067 -43.5% 0.312
ATR 0.131 0.128 -0.003 -2.4% 0.000
Volume 1,754 2,243 489 27.9% 12,496
Daily Pivots for day following 12-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.946 4.919 4.765
R3 4.859 4.832 4.741
R2 4.772 4.772 4.733
R1 4.745 4.745 4.725 4.759
PP 4.685 4.685 4.685 4.692
S1 4.658 4.658 4.709 4.672
S2 4.598 4.598 4.701
S3 4.511 4.571 4.693
S4 4.424 4.484 4.669
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 4.713 4.473 0.240 5.1% 0.130 2.8% 102% True False 2,876
10 4.785 4.435 0.350 7.4% 0.119 2.5% 81% False False 2,227
20 4.785 4.209 0.576 12.2% 0.116 2.5% 88% False False 1,898
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 0.026
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.083
2.618 4.941
1.618 4.854
1.000 4.800
0.618 4.767
HIGH 4.713
0.618 4.680
0.500 4.670
0.382 4.659
LOW 4.626
0.618 4.572
1.000 4.539
1.618 4.485
2.618 4.398
4.250 4.256
Fisher Pivots for day following 12-Jan-2011
Pivot 1 day 3 day
R1 4.701 4.681
PP 4.685 4.645
S1 4.670 4.609

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

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