NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 03-Aug-2010
Day Change Summary
Previous Current
02-Aug-2010 03-Aug-2010 Change Change % Previous Week
Open 5.109 4.997 -0.112 -2.2% 4.979
High 5.116 5.037 -0.079 -1.5% 5.070
Low 4.955 4.930 -0.025 -0.5% 4.931
Close 4.970 4.946 -0.024 -0.5% 5.058
Range 0.161 0.107 -0.054 -33.5% 0.139
ATR 0.000 0.095 0.095 0.000
Volume 5,749 5,270 -479 -8.3% 25,113
Daily Pivots for day following 03-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.292 5.226 5.005
R3 5.185 5.119 4.975
R2 5.078 5.078 4.966
R1 5.012 5.012 4.956 4.992
PP 4.971 4.971 4.971 4.961
S1 4.905 4.905 4.936 4.885
S2 4.864 4.864 4.926
S3 4.757 4.798 4.917
S4 4.650 4.691 4.887
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.437 5.386 5.134
R3 5.298 5.247 5.096
R2 5.159 5.159 5.083
R1 5.108 5.108 5.071 5.134
PP 5.020 5.020 5.020 5.032
S1 4.969 4.969 5.045 4.995
S2 4.881 4.881 5.033
S3 4.742 4.830 5.020
S4 4.603 4.691 4.982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.116 4.930 0.186 3.8% 0.108 2.2% 9% False True 6,373
10 5.116 4.930 0.186 3.8% 0.091 1.8% 9% False True 4,486
Crabel Price Patterns
NR True
NR4 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.492
2.618 5.317
1.618 5.210
1.000 5.144
0.618 5.103
HIGH 5.037
0.618 4.996
0.500 4.984
0.382 4.971
LOW 4.930
0.618 4.864
1.000 4.823
1.618 4.757
2.618 4.650
4.250 4.475
Fisher Pivots for day following 03-Aug-2010
Pivot 1 day 3 day
R1 4.984 5.023
PP 4.971 4.997
S1 4.959 4.972

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

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