NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 4.469 4.439 -0.030 -0.7% 4.649
High 4.507 4.471 -0.036 -0.8% 4.690
Low 4.391 4.379 -0.012 -0.3% 4.360
Close 4.441 4.384 -0.057 -1.3% 4.515
Range 0.116 0.092 -0.024 -20.7% 0.330
ATR 0.138 0.134 -0.003 -2.4% 0.000
Volume 26,800 42,431 15,631 58.3% 135,729
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.687 4.628 4.435
R3 4.595 4.536 4.409
R2 4.503 4.503 4.401
R1 4.444 4.444 4.392 4.428
PP 4.411 4.411 4.411 4.403
S1 4.352 4.352 4.376 4.336
S2 4.319 4.319 4.367
S3 4.227 4.260 4.359
S4 4.135 4.168 4.333
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.512 5.343 4.697
R3 5.182 5.013 4.606
R2 4.852 4.852 4.576
R1 4.683 4.683 4.545 4.603
PP 4.522 4.522 4.522 4.481
S1 4.353 4.353 4.485 4.273
S2 4.192 4.192 4.455
S3 3.862 4.023 4.424
S4 3.532 3.693 4.334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.580 4.360 0.220 5.0% 0.135 3.1% 11% False False 30,556
10 4.690 4.360 0.330 7.5% 0.145 3.3% 7% False False 28,165
20 4.690 4.000 0.690 15.7% 0.137 3.1% 56% False False 23,752
40 4.690 3.955 0.735 16.8% 0.122 2.8% 58% False False 18,963
60 4.930 3.955 0.975 22.2% 0.122 2.8% 44% False False 15,630
80 4.930 3.955 0.975 22.2% 0.122 2.8% 44% False False 12,627
100 4.930 3.955 0.975 22.2% 0.122 2.8% 44% False False 10,522
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 0.028
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.862
2.618 4.712
1.618 4.620
1.000 4.563
0.618 4.528
HIGH 4.471
0.618 4.436
0.500 4.425
0.382 4.414
LOW 4.379
0.618 4.322
1.000 4.287
1.618 4.230
2.618 4.138
4.250 3.988
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 4.425 4.474
PP 4.411 4.444
S1 4.398 4.414

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

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