NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 31-Aug-2010
Day Change Summary
Previous Current
30-Aug-2010 31-Aug-2010 Change Change % Previous Week
Open 4.370 4.495 0.125 2.9% 4.550
High 4.480 4.517 0.037 0.8% 4.551
Low 4.340 4.433 0.093 2.1% 4.337
Close 4.453 4.500 0.047 1.1% 4.339
Range 0.140 0.084 -0.056 -40.0% 0.214
ATR 0.092 0.091 -0.001 -0.6% 0.000
Volume 4,988 7,613 2,625 52.6% 30,027
Daily Pivots for day following 31-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.735 4.702 4.546
R3 4.651 4.618 4.523
R2 4.567 4.567 4.515
R1 4.534 4.534 4.508 4.551
PP 4.483 4.483 4.483 4.492
S1 4.450 4.450 4.492 4.467
S2 4.399 4.399 4.485
S3 4.315 4.366 4.477
S4 4.231 4.282 4.454
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.051 4.909 4.457
R3 4.837 4.695 4.398
R2 4.623 4.623 4.378
R1 4.481 4.481 4.359 4.445
PP 4.409 4.409 4.409 4.391
S1 4.267 4.267 4.319 4.231
S2 4.195 4.195 4.300
S3 3.981 4.053 4.280
S4 3.767 3.839 4.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.517 4.337 0.180 4.0% 0.094 2.1% 91% True False 6,327
10 4.750 4.337 0.413 9.2% 0.083 1.8% 39% False False 5,374
20 5.034 4.337 0.697 15.5% 0.086 1.9% 23% False False 5,125
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 0.012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.874
2.618 4.737
1.618 4.653
1.000 4.601
0.618 4.569
HIGH 4.517
0.618 4.485
0.500 4.475
0.382 4.465
LOW 4.433
0.618 4.381
1.000 4.349
1.618 4.297
2.618 4.213
4.250 4.076
Fisher Pivots for day following 31-Aug-2010
Pivot 1 day 3 day
R1 4.492 4.476
PP 4.483 4.451
S1 4.475 4.427

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

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