NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 16-Aug-2010
Day Change Summary
Previous Current
13-Aug-2010 16-Aug-2010 Change Change % Previous Week
Open 4.745 4.791 0.046 1.0% 4.885
High 4.779 4.791 0.012 0.3% 4.920
Low 4.743 4.641 -0.102 -2.2% 4.651
Close 4.771 4.654 -0.117 -2.5% 4.771
Range 0.036 0.150 0.114 316.7% 0.269
ATR 0.090 0.094 0.004 4.8% 0.000
Volume 5,303 2,395 -2,908 -54.8% 24,787
Daily Pivots for day following 16-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.145 5.050 4.737
R3 4.995 4.900 4.695
R2 4.845 4.845 4.682
R1 4.750 4.750 4.668 4.723
PP 4.695 4.695 4.695 4.682
S1 4.600 4.600 4.640 4.573
S2 4.545 4.545 4.627
S3 4.395 4.450 4.613
S4 4.245 4.300 4.572
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.588 5.448 4.919
R3 5.319 5.179 4.845
R2 5.050 5.050 4.820
R1 4.910 4.910 4.796 4.846
PP 4.781 4.781 4.781 4.748
S1 4.641 4.641 4.746 4.577
S2 4.512 4.512 4.722
S3 4.243 4.372 4.697
S4 3.974 4.103 4.623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.791 4.641 0.150 3.2% 0.077 1.6% 9% True True 4,823
10 5.037 4.641 0.396 8.5% 0.093 2.0% 3% False True 4,738
20 5.116 4.641 0.475 10.2% 0.091 2.0% 3% False True 4,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.429
2.618 5.184
1.618 5.034
1.000 4.941
0.618 4.884
HIGH 4.791
0.618 4.734
0.500 4.716
0.382 4.698
LOW 4.641
0.618 4.548
1.000 4.491
1.618 4.398
2.618 4.248
4.250 4.004
Fisher Pivots for day following 16-Aug-2010
Pivot 1 day 3 day
R1 4.716 4.716
PP 4.695 4.695
S1 4.675 4.675

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

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