NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 4.644 4.630 -0.014 -0.3% 4.638
High 4.679 4.644 -0.035 -0.7% 4.745
Low 4.589 4.552 -0.037 -0.8% 4.426
Close 4.676 4.584 -0.092 -2.0% 4.540
Range 0.090 0.092 0.002 2.2% 0.319
ATR 0.129 0.129 0.000 -0.3% 0.000
Volume 10,413 13,382 2,969 28.5% 29,304
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.869 4.819 4.635
R3 4.777 4.727 4.609
R2 4.685 4.685 4.601
R1 4.635 4.635 4.592 4.614
PP 4.593 4.593 4.593 4.583
S1 4.543 4.543 4.576 4.522
S2 4.501 4.501 4.567
S3 4.409 4.451 4.559
S4 4.317 4.359 4.533
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 4.679 4.426 0.253 5.5% 0.113 2.5% 62% False False 10,653
10 4.745 4.426 0.319 7.0% 0.120 2.6% 50% False False 7,739
20 4.745 4.147 0.598 13.0% 0.121 2.6% 73% False False 5,310
40 4.745 4.100 0.645 14.1% 0.121 2.6% 75% False False 3,832
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.035
2.618 4.885
1.618 4.793
1.000 4.736
0.618 4.701
HIGH 4.644
0.618 4.609
0.500 4.598
0.382 4.587
LOW 4.552
0.618 4.495
1.000 4.460
1.618 4.403
2.618 4.311
4.250 4.161
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 4.598 4.584
PP 4.593 4.583
S1 4.589 4.583

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

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