NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 4.667 4.615 -0.052 -1.1% 4.548
High 4.682 4.684 0.002 0.0% 4.713
Low 4.587 4.586 -0.001 0.0% 4.504
Close 4.621 4.678 0.057 1.2% 4.678
Range 0.095 0.098 0.003 3.2% 0.209
ATR 0.128 0.126 -0.002 -1.7% 0.000
Volume 4,411 3,056 -1,355 -30.7% 15,478
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.943 4.909 4.732
R3 4.845 4.811 4.705
R2 4.747 4.747 4.696
R1 4.713 4.713 4.687 4.730
PP 4.649 4.649 4.649 4.658
S1 4.615 4.615 4.669 4.632
S2 4.551 4.551 4.660
S3 4.453 4.517 4.651
S4 4.355 4.419 4.624
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.259 5.177 4.793
R3 5.050 4.968 4.735
R2 4.841 4.841 4.716
R1 4.759 4.759 4.697 4.800
PP 4.632 4.632 4.632 4.652
S1 4.550 4.550 4.659 4.591
S2 4.423 4.423 4.640
S3 4.214 4.341 4.621
S4 4.005 4.132 4.563
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.713 4.504 0.209 4.5% 0.108 2.3% 83% False False 3,095
10 4.785 4.473 0.312 6.7% 0.118 2.5% 66% False False 2,797
20 4.785 4.209 0.576 12.3% 0.118 2.5% 81% False False 2,156
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.101
2.618 4.941
1.618 4.843
1.000 4.782
0.618 4.745
HIGH 4.684
0.618 4.647
0.500 4.635
0.382 4.623
LOW 4.586
0.618 4.525
1.000 4.488
1.618 4.427
2.618 4.329
4.250 4.170
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 4.664 4.669
PP 4.649 4.659
S1 4.635 4.650

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

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