NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 12-Aug-2010
Day Change Summary
Previous Current
11-Aug-2010 12-Aug-2010 Change Change % Previous Week
Open 4.722 4.695 -0.027 -0.6% 5.109
High 4.722 4.738 0.016 0.3% 5.116
Low 4.651 4.686 0.035 0.8% 4.851
Close 4.676 4.743 0.067 1.4% 4.879
Range 0.071 0.052 -0.019 -26.8% 0.265
ATR 0.096 0.094 -0.002 -2.5% 0.000
Volume 3,478 7,871 4,393 126.3% 25,953
Daily Pivots for day following 12-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.878 4.863 4.772
R3 4.826 4.811 4.757
R2 4.774 4.774 4.753
R1 4.759 4.759 4.748 4.767
PP 4.722 4.722 4.722 4.726
S1 4.707 4.707 4.738 4.715
S2 4.670 4.670 4.733
S3 4.618 4.655 4.729
S4 4.566 4.603 4.714
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.744 5.576 5.025
R3 5.479 5.311 4.952
R2 5.214 5.214 4.928
R1 5.046 5.046 4.903 4.998
PP 4.949 4.949 4.949 4.924
S1 4.781 4.781 4.855 4.733
S2 4.684 4.684 4.830
S3 4.419 4.516 4.806
S4 4.154 4.251 4.733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.930 4.651 0.279 5.9% 0.085 1.8% 33% False False 5,016
10 5.116 4.651 0.465 9.8% 0.101 2.1% 20% False False 5,182
20 5.116 4.651 0.465 9.8% 0.089 1.9% 20% False False 4,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 4.959
2.618 4.874
1.618 4.822
1.000 4.790
0.618 4.770
HIGH 4.738
0.618 4.718
0.500 4.712
0.382 4.706
LOW 4.686
0.618 4.654
1.000 4.634
1.618 4.602
2.618 4.550
4.250 4.465
Fisher Pivots for day following 12-Aug-2010
Pivot 1 day 3 day
R1 4.733 4.735
PP 4.722 4.727
S1 4.712 4.719

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

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