NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 4.116 4.117 0.001 0.0% 4.356
High 4.124 4.180 0.056 1.4% 4.507
Low 4.018 4.010 -0.008 -0.2% 4.305
Close 4.083 4.037 -0.046 -1.1% 4.342
Range 0.106 0.170 0.064 60.4% 0.202
ATR 0.139 0.141 0.002 1.6% 0.000
Volume 111,773 102,386 -9,387 -8.4% 211,526
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.586 4.481 4.131
R3 4.416 4.311 4.084
R2 4.246 4.246 4.068
R1 4.141 4.141 4.053 4.109
PP 4.076 4.076 4.076 4.059
S1 3.971 3.971 4.021 3.939
S2 3.906 3.906 4.006
S3 3.736 3.801 3.990
S4 3.566 3.631 3.944
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.991 4.868 4.453
R3 4.789 4.666 4.398
R2 4.587 4.587 4.379
R1 4.464 4.464 4.361 4.425
PP 4.385 4.385 4.385 4.365
S1 4.262 4.262 4.323 4.223
S2 4.183 4.183 4.305
S3 3.981 4.060 4.286
S4 3.779 3.858 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.387 4.010 0.377 9.3% 0.126 3.1% 7% False True 86,493
10 4.507 4.010 0.497 12.3% 0.126 3.1% 5% False True 63,335
20 4.800 4.010 0.790 19.6% 0.138 3.4% 3% False True 51,481
40 4.800 3.980 0.820 20.3% 0.140 3.5% 7% False False 38,873
60 4.800 3.938 0.862 21.4% 0.144 3.6% 11% False False 33,524
80 4.800 3.848 0.952 23.6% 0.140 3.5% 20% False False 28,858
100 4.800 3.848 0.952 23.6% 0.128 3.2% 20% False False 24,866
120 4.800 3.848 0.952 23.6% 0.123 3.0% 20% False False 21,861
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.903
2.618 4.625
1.618 4.455
1.000 4.350
0.618 4.285
HIGH 4.180
0.618 4.115
0.500 4.095
0.382 4.075
LOW 4.010
0.618 3.905
1.000 3.840
1.618 3.735
2.618 3.565
4.250 3.288
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4.095 4.095
PP 4.076 4.076
S1 4.056 4.056

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

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