NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 29-Jul-2010
Day Change Summary
Previous Current
28-Jul-2010 29-Jul-2010 Change Change % Previous Week
Open 4.998 4.950 -0.048 -1.0% 4.945
High 5.048 5.007 -0.041 -0.8% 5.062
Low 4.940 4.945 0.005 0.1% 4.887
Close 4.969 4.988 0.019 0.4% 4.996
Range 0.108 0.062 -0.046 -42.6% 0.175
ATR
Volume 2,199 12,267 10,068 457.8% 13,942
Daily Pivots for day following 29-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.166 5.139 5.022
R3 5.104 5.077 5.005
R2 5.042 5.042 4.999
R1 5.015 5.015 4.994 5.029
PP 4.980 4.980 4.980 4.987
S1 4.953 4.953 4.982 4.967
S2 4.918 4.918 4.977
S3 4.856 4.891 4.971
S4 4.794 4.829 4.954
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.507 5.426 5.092
R3 5.332 5.251 5.044
R2 5.157 5.157 5.028
R1 5.076 5.076 5.012 5.117
PP 4.982 4.982 4.982 5.002
S1 4.901 4.901 4.980 4.942
S2 4.807 4.807 4.964
S3 4.632 4.726 4.948
S4 4.457 4.551 4.900
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.048 4.931 0.117 2.3% 0.077 1.5% 49% False False 4,332
10 5.062 4.887 0.175 3.5% 0.078 1.6% 58% False False 3,856
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.271
2.618 5.169
1.618 5.107
1.000 5.069
0.618 5.045
HIGH 5.007
0.618 4.983
0.500 4.976
0.382 4.969
LOW 4.945
0.618 4.907
1.000 4.883
1.618 4.845
2.618 4.783
4.250 4.682
Fisher Pivots for day following 29-Jul-2010
Pivot 1 day 3 day
R1 4.984 4.994
PP 4.980 4.992
S1 4.976 4.990

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

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