NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 20-Sep-2010
Day Change Summary
Previous Current
17-Sep-2010 20-Sep-2010 Change Change % Previous Week
Open 4.472 4.400 -0.072 -1.6% 4.469
High 4.473 4.418 -0.055 -1.2% 4.530
Low 4.375 4.272 -0.103 -2.4% 4.320
Close 4.420 4.292 -0.128 -2.9% 4.420
Range 0.098 0.146 0.048 49.0% 0.210
ATR 0.100 0.103 0.003 3.5% 0.000
Volume 14,021 6,584 -7,437 -53.0% 42,588
Daily Pivots for day following 20-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.765 4.675 4.372
R3 4.619 4.529 4.332
R2 4.473 4.473 4.319
R1 4.383 4.383 4.305 4.355
PP 4.327 4.327 4.327 4.314
S1 4.237 4.237 4.279 4.209
S2 4.181 4.181 4.265
S3 4.035 4.091 4.252
S4 3.889 3.945 4.212
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.053 4.947 4.536
R3 4.843 4.737 4.478
R2 4.633 4.633 4.459
R1 4.527 4.527 4.439 4.475
PP 4.423 4.423 4.423 4.398
S1 4.317 4.317 4.401 4.265
S2 4.213 4.213 4.382
S3 4.003 4.107 4.362
S4 3.793 3.897 4.305
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.530 4.272 0.258 6.0% 0.127 2.9% 8% False True 8,659
10 4.530 4.272 0.258 6.0% 0.102 2.4% 8% False True 7,271
20 4.551 4.272 0.279 6.5% 0.094 2.2% 7% False True 6,836
40 5.116 4.272 0.844 19.7% 0.092 2.2% 2% False True 5,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.039
2.618 4.800
1.618 4.654
1.000 4.564
0.618 4.508
HIGH 4.418
0.618 4.362
0.500 4.345
0.382 4.328
LOW 4.272
0.618 4.182
1.000 4.126
1.618 4.036
2.618 3.890
4.250 3.652
Fisher Pivots for day following 20-Sep-2010
Pivot 1 day 3 day
R1 4.345 4.389
PP 4.327 4.357
S1 4.310 4.324

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

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