NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 4.450 4.570 0.120 2.7% 4.888
High 4.538 4.627 0.089 2.0% 4.888
Low 4.450 4.484 0.034 0.8% 4.450
Close 4.511 4.590 0.079 1.8% 4.511
Range 0.088 0.143 0.055 62.5% 0.438
ATR 0.123 0.124 0.001 1.2% 0.000
Volume 3,085 1,906 -1,179 -38.2% 19,051
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.996 4.936 4.669
R3 4.853 4.793 4.629
R2 4.710 4.710 4.616
R1 4.650 4.650 4.603 4.680
PP 4.567 4.567 4.567 4.582
S1 4.507 4.507 4.577 4.537
S2 4.424 4.424 4.564
S3 4.281 4.364 4.551
S4 4.138 4.221 4.511
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.930 5.659 4.752
R3 5.492 5.221 4.631
R2 5.054 5.054 4.591
R1 4.783 4.783 4.551 4.700
PP 4.616 4.616 4.616 4.575
S1 4.345 4.345 4.471 4.262
S2 4.178 4.178 4.431
S3 3.740 3.907 4.391
S4 3.302 3.469 4.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.689 4.450 0.239 5.2% 0.108 2.4% 59% False False 3,117
10 4.888 4.450 0.438 9.5% 0.111 2.4% 32% False False 3,294
20 4.888 4.450 0.438 9.5% 0.115 2.5% 32% False False 3,046
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.235
2.618 5.001
1.618 4.858
1.000 4.770
0.618 4.715
HIGH 4.627
0.618 4.572
0.500 4.556
0.382 4.539
LOW 4.484
0.618 4.396
1.000 4.341
1.618 4.253
2.618 4.110
4.250 3.876
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 4.579 4.574
PP 4.567 4.558
S1 4.556 4.542

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

View Archives - Comment on this page... - Back to Index of Symbols