NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 4.800 4.593 -0.207 -4.3% 4.500
High 4.800 4.631 -0.169 -3.5% 4.749
Low 4.573 4.431 -0.142 -3.1% 4.405
Close 4.595 4.500 -0.095 -2.1% 4.720
Range 0.227 0.200 -0.027 -11.9% 0.344
ATR 0.148 0.151 0.004 2.5% 0.000
Volume 50,712 36,243 -14,469 -28.5% 148,374
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.121 5.010 4.610
R3 4.921 4.810 4.555
R2 4.721 4.721 4.537
R1 4.610 4.610 4.518 4.566
PP 4.521 4.521 4.521 4.498
S1 4.410 4.410 4.482 4.366
S2 4.321 4.321 4.463
S3 4.121 4.210 4.445
S4 3.921 4.010 4.390
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.657 5.532 4.909
R3 5.313 5.188 4.815
R2 4.969 4.969 4.783
R1 4.844 4.844 4.752 4.907
PP 4.625 4.625 4.625 4.656
S1 4.500 4.500 4.688 4.563
S2 4.281 4.281 4.657
S3 3.937 4.156 4.625
S4 3.593 3.812 4.531
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.800 4.431 0.369 8.2% 0.166 3.7% 19% False True 41,581
10 4.800 4.322 0.478 10.6% 0.145 3.2% 37% False False 39,098
20 4.800 4.132 0.668 14.8% 0.143 3.2% 55% False False 34,067
40 4.800 3.980 0.820 18.2% 0.148 3.3% 63% False False 29,003
60 4.800 3.879 0.921 20.5% 0.146 3.2% 67% False False 25,357
80 4.800 3.848 0.952 21.2% 0.132 2.9% 68% False False 21,522
100 4.800 3.848 0.952 21.2% 0.125 2.8% 68% False False 18,649
120 5.034 3.848 1.186 26.4% 0.119 2.6% 55% False False 16,406
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 0.029
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.481
2.618 5.155
1.618 4.955
1.000 4.831
0.618 4.755
HIGH 4.631
0.618 4.555
0.500 4.531
0.382 4.507
LOW 4.431
0.618 4.307
1.000 4.231
1.618 4.107
2.618 3.907
4.250 3.581
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 4.531 4.616
PP 4.521 4.577
S1 4.510 4.539

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

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