NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 4.520 4.600 0.080 1.8% 4.675
High 4.576 4.600 0.024 0.5% 4.775
Low 4.460 4.493 0.033 0.7% 4.460
Close 4.573 4.571 -0.002 0.0% 4.573
Range 0.116 0.107 -0.009 -7.8% 0.315
ATR 0.129 0.128 -0.002 -1.2% 0.000
Volume 3,699 5,431 1,732 46.8% 13,721
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.876 4.830 4.630
R3 4.769 4.723 4.600
R2 4.662 4.662 4.591
R1 4.616 4.616 4.581 4.586
PP 4.555 4.555 4.555 4.539
S1 4.509 4.509 4.561 4.479
S2 4.448 4.448 4.551
S3 4.341 4.402 4.542
S4 4.234 4.295 4.512
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.548 5.375 4.746
R3 5.233 5.060 4.660
R2 4.918 4.918 4.631
R1 4.745 4.745 4.602 4.674
PP 4.603 4.603 4.603 4.567
S1 4.430 4.430 4.544 4.359
S2 4.288 4.288 4.515
S3 3.973 4.115 4.486
S4 3.658 3.800 4.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.775 4.460 0.315 6.9% 0.132 2.9% 35% False False 3,572
10 4.775 4.335 0.440 9.6% 0.119 2.6% 54% False False 2,353
20 4.775 4.194 0.581 12.7% 0.118 2.6% 65% False False 2,224
40 4.775 4.095 0.680 14.9% 0.116 2.5% 70% False False 2,032
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.055
2.618 4.880
1.618 4.773
1.000 4.707
0.618 4.666
HIGH 4.600
0.618 4.559
0.500 4.547
0.382 4.534
LOW 4.493
0.618 4.427
1.000 4.386
1.618 4.320
2.618 4.213
4.250 4.038
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 4.563 4.571
PP 4.555 4.571
S1 4.547 4.571

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

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