NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 3.884 4.009 0.125 3.2% 3.905
High 4.044 4.100 0.056 1.4% 4.044
Low 3.832 3.954 0.122 3.2% 3.822
Close 4.005 4.037 0.032 0.8% 4.005
Range 0.212 0.146 -0.066 -31.1% 0.222
ATR 0.130 0.131 0.001 0.9% 0.000
Volume 123,477 113,619 -9,858 -8.0% 302,931
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.468 4.399 4.117
R3 4.322 4.253 4.077
R2 4.176 4.176 4.064
R1 4.107 4.107 4.050 4.142
PP 4.030 4.030 4.030 4.048
S1 3.961 3.961 4.024 3.996
S2 3.884 3.884 4.010
S3 3.738 3.815 3.997
S4 3.592 3.669 3.957
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.623 4.536 4.127
R3 4.401 4.314 4.066
R2 4.179 4.179 4.046
R1 4.092 4.092 4.025 4.136
PP 3.957 3.957 3.957 3.979
S1 3.870 3.870 3.985 3.914
S2 3.735 3.735 3.964
S3 3.513 3.648 3.944
S4 3.291 3.426 3.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.100 3.822 0.278 6.9% 0.152 3.8% 77% True False 83,310
10 4.100 3.822 0.278 6.9% 0.121 3.0% 77% True False 82,857
20 4.507 3.822 0.685 17.0% 0.122 3.0% 31% False False 77,177
40 4.800 3.822 0.978 24.2% 0.133 3.3% 22% False False 57,602
60 4.800 3.822 0.978 24.2% 0.138 3.4% 22% False False 46,240
80 4.800 3.822 0.978 24.2% 0.138 3.4% 22% False False 38,991
100 4.800 3.822 0.978 24.2% 0.133 3.3% 22% False False 33,519
120 4.800 3.822 0.978 24.2% 0.125 3.1% 22% False False 29,200
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.721
2.618 4.482
1.618 4.336
1.000 4.246
0.618 4.190
HIGH 4.100
0.618 4.044
0.500 4.027
0.382 4.010
LOW 3.954
0.618 3.864
1.000 3.808
1.618 3.718
2.618 3.572
4.250 3.334
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 4.034 4.012
PP 4.030 3.986
S1 4.027 3.961

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

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