NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 4.420 4.370 -0.050 -1.1% 4.800
High 4.440 4.457 0.017 0.4% 4.800
Low 4.340 4.364 0.024 0.6% 4.272
Close 4.366 4.445 0.079 1.8% 4.340
Range 0.100 0.093 -0.007 -7.0% 0.528
ATR 0.146 0.143 -0.004 -2.6% 0.000
Volume 41,082 44,996 3,914 9.5% 202,735
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.701 4.666 4.496
R3 4.608 4.573 4.471
R2 4.515 4.515 4.462
R1 4.480 4.480 4.454 4.498
PP 4.422 4.422 4.422 4.431
S1 4.387 4.387 4.436 4.405
S2 4.329 4.329 4.428
S3 4.236 4.294 4.419
S4 4.143 4.201 4.394
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.055 5.725 4.630
R3 5.527 5.197 4.485
R2 4.999 4.999 4.437
R1 4.669 4.669 4.388 4.570
PP 4.471 4.471 4.471 4.421
S1 4.141 4.141 4.292 4.042
S2 3.943 3.943 4.243
S3 3.415 3.613 4.195
S4 2.887 3.085 4.050
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.505 4.272 0.233 5.2% 0.128 2.9% 74% False False 38,889
10 4.800 4.272 0.528 11.9% 0.146 3.3% 33% False False 40,912
20 4.800 4.272 0.528 11.9% 0.143 3.2% 33% False False 39,901
40 4.800 3.980 0.820 18.4% 0.146 3.3% 57% False False 31,818
60 4.800 3.879 0.921 20.7% 0.145 3.3% 61% False False 27,449
80 4.800 3.848 0.952 21.4% 0.136 3.1% 63% False False 23,682
100 4.800 3.848 0.952 21.4% 0.128 2.9% 63% False False 20,572
120 4.800 3.848 0.952 21.4% 0.120 2.7% 63% False False 18,085
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 4.852
2.618 4.700
1.618 4.607
1.000 4.550
0.618 4.514
HIGH 4.457
0.618 4.421
0.500 4.411
0.382 4.400
LOW 4.364
0.618 4.307
1.000 4.271
1.618 4.214
2.618 4.121
4.250 3.969
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 4.434 4.426
PP 4.422 4.407
S1 4.411 4.388

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

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