NYMEX Natural Gas Future April 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 4.410 4.500 0.090 2.0% 4.360
High 4.494 4.535 0.041 0.9% 4.528
Low 4.380 4.405 0.025 0.6% 4.302
Close 4.484 4.450 -0.034 -0.8% 4.484
Range 0.114 0.130 0.016 14.0% 0.226
ATR 0.145 0.144 -0.001 -0.7% 0.000
Volume 42,621 27,424 -15,197 -35.7% 202,084
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.853 4.782 4.522
R3 4.723 4.652 4.486
R2 4.593 4.593 4.474
R1 4.522 4.522 4.462 4.493
PP 4.463 4.463 4.463 4.449
S1 4.392 4.392 4.438 4.363
S2 4.333 4.333 4.426
S3 4.203 4.262 4.414
S4 4.073 4.132 4.379
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.116 5.026 4.608
R3 4.890 4.800 4.546
R2 4.664 4.664 4.525
R1 4.574 4.574 4.505 4.619
PP 4.438 4.438 4.438 4.461
S1 4.348 4.348 4.463 4.393
S2 4.212 4.212 4.443
S3 3.986 4.122 4.422
S4 3.760 3.896 4.360
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.535 4.322 0.213 4.8% 0.124 2.8% 60% True False 36,616
10 4.630 4.284 0.346 7.8% 0.139 3.1% 48% False False 40,291
20 4.630 4.029 0.601 13.5% 0.140 3.2% 70% False False 28,196
40 4.630 3.980 0.650 14.6% 0.144 3.2% 72% False False 26,234
60 4.630 3.848 0.782 17.6% 0.143 3.2% 77% False False 22,775
80 4.630 3.848 0.782 17.6% 0.127 2.9% 77% False False 19,373
100 4.630 3.848 0.782 17.6% 0.121 2.7% 77% False False 16,909
120 5.116 3.848 1.268 28.5% 0.116 2.6% 47% False False 14,966
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 False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.044
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.088
2.618 4.875
1.618 4.745
1.000 4.665
0.618 4.615
HIGH 4.535
0.618 4.485
0.500 4.470
0.382 4.455
LOW 4.405
0.618 4.325
1.000 4.275
1.618 4.195
2.618 4.065
4.250 3.853
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 4.470 4.458
PP 4.463 4.455
S1 4.457 4.453

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

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