NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 4.888 4.686 -0.202 -4.1% 4.674
High 4.888 4.689 -0.199 -4.1% 4.881
Low 4.724 4.606 -0.118 -2.5% 4.603
Close 4.741 4.659 -0.082 -1.7% 4.856
Range 0.164 0.083 -0.081 -49.4% 0.278
ATR 0.124 0.125 0.001 0.6% 0.000
Volume 5,372 3,141 -2,231 -41.5% 11,991
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.900 4.863 4.705
R3 4.817 4.780 4.682
R2 4.734 4.734 4.674
R1 4.697 4.697 4.667 4.674
PP 4.651 4.651 4.651 4.640
S1 4.614 4.614 4.651 4.591
S2 4.568 4.568 4.644
S3 4.485 4.531 4.636
S4 4.402 4.448 4.613
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.614 5.513 5.009
R3 5.336 5.235 4.932
R2 5.058 5.058 4.907
R1 4.957 4.957 4.881 5.008
PP 4.780 4.780 4.780 4.805
S1 4.679 4.679 4.831 4.730
S2 4.502 4.502 4.805
S3 4.224 4.401 4.780
S4 3.946 4.123 4.703
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.888 4.606 0.282 6.1% 0.109 2.3% 19% False True 3,654
10 4.888 4.530 0.358 7.7% 0.109 2.3% 36% False False 3,196
20 4.888 4.352 0.536 11.5% 0.113 2.4% 57% False False 2,622
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 0.024
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.042
2.618 4.906
1.618 4.823
1.000 4.772
0.618 4.740
HIGH 4.689
0.618 4.657
0.500 4.648
0.382 4.638
LOW 4.606
0.618 4.555
1.000 4.523
1.618 4.472
2.618 4.389
4.250 4.253
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 4.655 4.747
PP 4.651 4.718
S1 4.648 4.688

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

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