NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 4.615 4.674 0.059 1.3% 4.548
High 4.684 4.710 0.026 0.6% 4.713
Low 4.586 4.603 0.017 0.4% 4.504
Close 4.678 4.647 -0.031 -0.7% 4.678
Range 0.098 0.107 0.009 9.2% 0.209
ATR 0.126 0.125 -0.001 -1.1% 0.000
Volume 3,056 2,234 -822 -26.9% 15,478
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.974 4.918 4.706
R3 4.867 4.811 4.676
R2 4.760 4.760 4.667
R1 4.704 4.704 4.657 4.679
PP 4.653 4.653 4.653 4.641
S1 4.597 4.597 4.637 4.572
S2 4.546 4.546 4.627
S3 4.439 4.490 4.618
S4 4.332 4.383 4.588
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 4.530 0.183 3.9% 0.108 2.3% 64% False False 2,739
10 4.785 4.473 0.312 6.7% 0.120 2.6% 56% False False 2,856
20 4.785 4.250 0.535 11.5% 0.116 2.5% 74% False False 2,091
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.165
2.618 4.990
1.618 4.883
1.000 4.817
0.618 4.776
HIGH 4.710
0.618 4.669
0.500 4.657
0.382 4.644
LOW 4.603
0.618 4.537
1.000 4.496
1.618 4.430
2.618 4.323
4.250 4.148
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 4.657 4.648
PP 4.653 4.648
S1 4.650 4.647

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

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