NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.618 4.620 0.002 0.0% 4.674
High 4.670 4.634 -0.036 -0.8% 4.881
Low 4.568 4.508 -0.060 -1.3% 4.603
Close 4.665 4.513 -0.152 -3.3% 4.856
Range 0.102 0.126 0.024 23.5% 0.278
ATR 0.123 0.126 0.002 2.0% 0.000
Volume 3,287 4,166 879 26.7% 11,991
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.930 4.847 4.582
R3 4.804 4.721 4.548
R2 4.678 4.678 4.536
R1 4.595 4.595 4.525 4.574
PP 4.552 4.552 4.552 4.541
S1 4.469 4.469 4.501 4.448
S2 4.426 4.426 4.490
S3 4.300 4.343 4.478
S4 4.174 4.217 4.444
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 4.888 4.508 0.380 8.4% 0.114 2.5% 1% False True 4,044
10 4.888 4.508 0.380 8.4% 0.107 2.4% 1% False True 3,542
20 4.888 4.435 0.453 10.0% 0.113 2.5% 17% False False 2,885
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 0.024
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.170
2.618 4.964
1.618 4.838
1.000 4.760
0.618 4.712
HIGH 4.634
0.618 4.586
0.500 4.571
0.382 4.556
LOW 4.508
0.618 4.430
1.000 4.382
1.618 4.304
2.618 4.178
4.250 3.973
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.571 4.599
PP 4.552 4.570
S1 4.532 4.542

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

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