NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 27-Jan-2011
Day Change Summary
Previous Current
26-Jan-2011 27-Jan-2011 Change Change % Previous Week
Open 4.495 4.497 0.002 0.0% 4.500
High 4.539 4.505 -0.034 -0.7% 4.749
Low 4.406 4.330 -0.076 -1.7% 4.405
Close 4.508 4.336 -0.172 -3.8% 4.720
Range 0.133 0.175 0.042 31.6% 0.344
ATR 0.150 0.152 0.002 1.3% 0.000
Volume 36,075 39,636 3,561 9.9% 148,374
Daily Pivots for day following 27-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.915 4.801 4.432
R3 4.740 4.626 4.384
R2 4.565 4.565 4.368
R1 4.451 4.451 4.352 4.421
PP 4.390 4.390 4.390 4.375
S1 4.276 4.276 4.320 4.246
S2 4.215 4.215 4.304
S3 4.040 4.101 4.288
S4 3.865 3.926 4.240
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 4.330 0.470 10.8% 0.169 3.9% 1% False True 44,540
10 4.800 4.330 0.470 10.8% 0.149 3.4% 1% False True 39,628
20 4.800 4.238 0.562 13.0% 0.145 3.3% 17% False False 36,766
40 4.800 3.980 0.820 18.9% 0.146 3.4% 43% False False 30,171
60 4.800 3.879 0.921 21.2% 0.144 3.3% 50% False False 25,906
80 4.800 3.848 0.952 22.0% 0.135 3.1% 51% False False 22,208
100 4.800 3.848 0.952 22.0% 0.126 2.9% 51% False False 19,259
120 4.920 3.848 1.072 24.7% 0.119 2.8% 46% False False 16,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.249
2.618 4.963
1.618 4.788
1.000 4.680
0.618 4.613
HIGH 4.505
0.618 4.438
0.500 4.418
0.382 4.397
LOW 4.330
0.618 4.222
1.000 4.155
1.618 4.047
2.618 3.872
4.250 3.586
Fisher Pivots for day following 27-Jan-2011
Pivot 1 day 3 day
R1 4.418 4.481
PP 4.390 4.432
S1 4.363 4.384

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

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