NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 4.550 4.422 -0.128 -2.8% 4.100
High 4.555 4.539 -0.016 -0.4% 4.433
Low 4.382 4.322 -0.060 -1.4% 4.070
Close 4.406 4.375 -0.031 -0.7% 4.401
Range 0.173 0.217 0.044 25.4% 0.363
ATR 0.150 0.155 0.005 3.2% 0.000
Volume 41,301 45,120 3,819 9.2% 65,320
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.063 4.936 4.494
R3 4.846 4.719 4.435
R2 4.629 4.629 4.415
R1 4.502 4.502 4.395 4.457
PP 4.412 4.412 4.412 4.390
S1 4.285 4.285 4.355 4.240
S2 4.195 4.195 4.335
S3 3.978 4.068 4.315
S4 3.761 3.851 4.256
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 5.390 5.259 4.601
R3 5.027 4.896 4.501
R2 4.664 4.664 4.468
R1 4.533 4.533 4.434 4.599
PP 4.301 4.301 4.301 4.334
S1 4.170 4.170 4.368 4.236
S2 3.938 3.938 4.334
S3 3.575 3.807 4.301
S4 3.212 3.444 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.630 4.300 0.330 7.5% 0.157 3.6% 23% False False 32,736
10 4.630 4.070 0.560 12.8% 0.140 3.2% 54% False False 23,094
20 4.630 3.980 0.650 14.9% 0.150 3.4% 61% False False 24,522
40 4.630 3.879 0.751 17.2% 0.149 3.4% 66% False False 22,402
60 4.630 3.848 0.782 17.9% 0.138 3.2% 67% False False 19,429
80 4.630 3.848 0.782 17.9% 0.126 2.9% 67% False False 16,630
100 4.750 3.848 0.902 20.6% 0.118 2.7% 58% False False 14,509
120 5.116 3.848 1.268 29.0% 0.113 2.6% 42% False False 12,833
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.461
2.618 5.107
1.618 4.890
1.000 4.756
0.618 4.673
HIGH 4.539
0.618 4.456
0.500 4.431
0.382 4.405
LOW 4.322
0.618 4.188
1.000 4.105
1.618 3.971
2.618 3.754
4.250 3.400
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 4.431 4.476
PP 4.412 4.442
S1 4.394 4.409

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

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