NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 4.688 4.667 -0.021 -0.4% 4.686
High 4.713 4.682 -0.031 -0.7% 4.785
Low 4.626 4.587 -0.039 -0.8% 4.473
Close 4.717 4.621 -0.096 -2.0% 4.584
Range 0.087 0.095 0.008 9.2% 0.312
ATR 0.128 0.128 0.000 0.1% 0.000
Volume 2,243 4,411 2,168 96.7% 12,496
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.915 4.863 4.673
R3 4.820 4.768 4.647
R2 4.725 4.725 4.638
R1 4.673 4.673 4.630 4.652
PP 4.630 4.630 4.630 4.619
S1 4.578 4.578 4.612 4.557
S2 4.535 4.535 4.604
S3 4.440 4.483 4.595
S4 4.345 4.388 4.569
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 5.2% 0.111 2.4% 62% False False 3,019
10 4.785 4.473 0.312 6.8% 0.118 2.5% 47% False False 2,587
20 4.785 4.209 0.576 12.5% 0.118 2.6% 72% False False 2,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.086
2.618 4.931
1.618 4.836
1.000 4.777
0.618 4.741
HIGH 4.682
0.618 4.646
0.500 4.635
0.382 4.623
LOW 4.587
0.618 4.528
1.000 4.492
1.618 4.433
2.618 4.338
4.250 4.183
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 4.635 4.622
PP 4.630 4.621
S1 4.626 4.621

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

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