NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 21-Jan-2011
Day Change Summary
Previous Current
20-Jan-2011 21-Jan-2011 Change Change % Previous Week
Open 4.744 4.849 0.105 2.2% 4.674
High 4.835 4.881 0.046 1.0% 4.881
Low 4.705 4.784 0.079 1.7% 4.603
Close 4.821 4.856 0.035 0.7% 4.856
Range 0.130 0.097 -0.033 -25.4% 0.278
ATR 0.123 0.121 -0.002 -1.5% 0.000
Volume 2,995 4,256 1,261 42.1% 11,991
Daily Pivots for day following 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.131 5.091 4.909
R3 5.034 4.994 4.883
R2 4.937 4.937 4.874
R1 4.897 4.897 4.865 4.917
PP 4.840 4.840 4.840 4.851
S1 4.800 4.800 4.847 4.820
S2 4.743 4.743 4.838
S3 4.646 4.703 4.829
S4 4.549 4.606 4.803
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.614 5.513 5.009
R3 5.336 5.235 4.932
R2 5.058 5.058 4.907
R1 4.957 4.957 4.881 5.008
PP 4.780 4.780 4.780 4.805
S1 4.679 4.679 4.831 4.730
S2 4.502 4.502 4.805
S3 4.224 4.401 4.780
S4 3.946 4.123 4.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.881 4.586 0.295 6.1% 0.101 2.1% 92% True False 3,009
10 4.881 4.473 0.408 8.4% 0.106 2.2% 94% True False 3,014
20 4.881 4.290 0.591 12.2% 0.108 2.2% 96% True False 2,305
Crabel Price Patterns
NR True
NR4 False
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.293
2.618 5.135
1.618 5.038
1.000 4.978
0.618 4.941
HIGH 4.881
0.618 4.844
0.500 4.833
0.382 4.821
LOW 4.784
0.618 4.724
1.000 4.687
1.618 4.627
2.618 4.530
4.250 4.372
Fisher Pivots for day following 21-Jan-2011
Pivot 1 day 3 day
R1 4.848 4.829
PP 4.840 4.801
S1 4.833 4.774

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

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