NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 14-Jan-2011
Day Change Summary
Previous Current
13-Jan-2011 14-Jan-2011 Change Change % Previous Week
Open 4.630 4.591 -0.039 -0.8% 4.520
High 4.644 4.650 0.006 0.1% 4.679
Low 4.552 4.544 -0.008 -0.2% 4.459
Close 4.584 4.642 0.058 1.3% 4.642
Range 0.092 0.106 0.014 15.2% 0.220
ATR 0.129 0.127 -0.002 -1.3% 0.000
Volume 13,382 10,204 -3,178 -23.7% 55,304
Daily Pivots for day following 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.930 4.892 4.700
R3 4.824 4.786 4.671
R2 4.718 4.718 4.661
R1 4.680 4.680 4.652 4.699
PP 4.612 4.612 4.612 4.622
S1 4.574 4.574 4.632 4.593
S2 4.506 4.506 4.623
S3 4.400 4.468 4.613
S4 4.294 4.362 4.584
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.253 5.168 4.763
R3 5.033 4.948 4.703
R2 4.813 4.813 4.682
R1 4.728 4.728 4.662 4.771
PP 4.593 4.593 4.593 4.615
S1 4.508 4.508 4.622 4.551
S2 4.373 4.373 4.602
S3 4.153 4.288 4.582
S4 3.933 4.068 4.521
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.679 4.459 0.220 4.7% 0.111 2.4% 83% False False 11,060
10 4.745 4.426 0.319 6.9% 0.121 2.6% 68% False False 8,460
20 4.745 4.147 0.598 12.9% 0.121 2.6% 83% False False 5,662
40 4.745 4.147 0.598 12.9% 0.119 2.6% 83% False False 4,039
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.101
2.618 4.928
1.618 4.822
1.000 4.756
0.618 4.716
HIGH 4.650
0.618 4.610
0.500 4.597
0.382 4.584
LOW 4.544
0.618 4.478
1.000 4.438
1.618 4.372
2.618 4.266
4.250 4.094
Fisher Pivots for day following 14-Jan-2011
Pivot 1 day 3 day
R1 4.627 4.632
PP 4.612 4.622
S1 4.597 4.612

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

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