NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 26-Jan-2011
Day Change Summary
Previous Current
25-Jan-2011 26-Jan-2011 Change Change % Previous Week
Open 4.593 4.495 -0.098 -2.1% 4.500
High 4.631 4.539 -0.092 -2.0% 4.749
Low 4.431 4.406 -0.025 -0.6% 4.405
Close 4.500 4.508 0.008 0.2% 4.720
Range 0.200 0.133 -0.067 -33.5% 0.344
ATR 0.151 0.150 -0.001 -0.9% 0.000
Volume 36,243 36,075 -168 -0.5% 148,374
Daily Pivots for day following 26-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.883 4.829 4.581
R3 4.750 4.696 4.545
R2 4.617 4.617 4.532
R1 4.563 4.563 4.520 4.590
PP 4.484 4.484 4.484 4.498
S1 4.430 4.430 4.496 4.457
S2 4.351 4.351 4.484
S3 4.218 4.297 4.471
S4 4.085 4.164 4.435
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 4.406 0.394 8.7% 0.164 3.6% 26% False True 42,936
10 4.800 4.380 0.420 9.3% 0.141 3.1% 30% False False 39,061
20 4.800 4.207 0.593 13.2% 0.141 3.1% 51% False False 35,504
40 4.800 3.980 0.820 18.2% 0.144 3.2% 64% False False 29,773
60 4.800 3.879 0.921 20.4% 0.145 3.2% 68% False False 25,653
80 4.800 3.848 0.952 21.1% 0.133 3.0% 69% False False 21,837
100 4.800 3.848 0.952 21.1% 0.125 2.8% 69% False False 18,941
120 4.930 3.848 1.082 24.0% 0.118 2.6% 61% False False 16,674
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.104
2.618 4.887
1.618 4.754
1.000 4.672
0.618 4.621
HIGH 4.539
0.618 4.488
0.500 4.473
0.382 4.457
LOW 4.406
0.618 4.324
1.000 4.273
1.618 4.191
2.618 4.058
4.250 3.841
Fisher Pivots for day following 26-Jan-2011
Pivot 1 day 3 day
R1 4.496 4.603
PP 4.484 4.571
S1 4.473 4.540

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

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