NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 07-Jan-2011
Day Change Summary
Previous Current
06-Jan-2011 07-Jan-2011 Change Change % Previous Week
Open 4.575 4.466 -0.109 -2.4% 4.638
High 4.649 4.542 -0.107 -2.3% 4.745
Low 4.462 4.426 -0.036 -0.8% 4.426
Close 4.513 4.540 0.027 0.6% 4.540
Range 0.187 0.116 -0.071 -38.0% 0.319
ATR 0.134 0.132 -0.001 -0.9% 0.000
Volume 4,444 8,168 3,724 83.8% 29,304
Daily Pivots for day following 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.851 4.811 4.604
R3 4.735 4.695 4.572
R2 4.619 4.619 4.561
R1 4.579 4.579 4.551 4.599
PP 4.503 4.503 4.503 4.513
S1 4.463 4.463 4.529 4.483
S2 4.387 4.387 4.519
S3 4.271 4.347 4.508
S4 4.155 4.231 4.476
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.527 5.353 4.715
R3 5.208 5.034 4.628
R2 4.889 4.889 4.598
R1 4.715 4.715 4.569 4.643
PP 4.570 4.570 4.570 4.534
S1 4.396 4.396 4.511 4.324
S2 4.251 4.251 4.482
S3 3.932 4.077 4.452
S4 3.613 3.758 4.365
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.745 4.426 0.319 7.0% 0.130 2.9% 36% False True 5,860
10 4.745 4.234 0.511 11.3% 0.118 2.6% 60% False False 4,112
20 4.745 4.147 0.598 13.2% 0.120 2.6% 66% False False 3,616
40 4.745 4.043 0.702 15.5% 0.122 2.7% 71% False False 2,859
Crabel Price Patterns
NR True
NR4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 5.035
2.618 4.846
1.618 4.730
1.000 4.658
0.618 4.614
HIGH 4.542
0.618 4.498
0.500 4.484
0.382 4.470
LOW 4.426
0.618 4.354
1.000 4.310
1.618 4.238
2.618 4.122
4.250 3.933
Fisher Pivots for day following 07-Jan-2011
Pivot 1 day 3 day
R1 4.521 4.542
PP 4.503 4.541
S1 4.484 4.541

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

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