NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 4.291 4.210 -0.081 -1.9% 4.469
High 4.310 4.220 -0.090 -2.1% 4.507
Low 4.190 4.165 -0.025 -0.6% 4.165
Close 4.209 4.192 -0.017 -0.4% 4.192
Range 0.120 0.055 -0.065 -54.2% 0.342
ATR 0.132 0.126 -0.005 -4.2% 0.000
Volume 52,725 118,899 66,174 125.5% 273,804
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.357 4.330 4.222
R3 4.302 4.275 4.207
R2 4.247 4.247 4.202
R1 4.220 4.220 4.197 4.206
PP 4.192 4.192 4.192 4.186
S1 4.165 4.165 4.187 4.151
S2 4.137 4.137 4.182
S3 4.082 4.110 4.177
S4 4.027 4.055 4.162
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.314 5.095 4.380
R3 4.972 4.753 4.286
R2 4.630 4.630 4.255
R1 4.411 4.411 4.223 4.350
PP 4.288 4.288 4.288 4.257
S1 4.069 4.069 4.161 4.008
S2 3.946 3.946 4.129
S3 3.604 3.727 4.098
S4 3.262 3.385 4.004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.507 4.165 0.342 8.2% 0.099 2.4% 8% False True 54,760
10 4.690 4.165 0.525 12.5% 0.129 3.1% 5% False True 40,953
20 4.690 4.019 0.671 16.0% 0.134 3.2% 26% False False 30,533
40 4.690 3.955 0.735 17.5% 0.122 2.9% 32% False False 22,882
60 4.930 3.955 0.975 23.3% 0.121 2.9% 24% False False 18,511
80 4.930 3.955 0.975 23.3% 0.121 2.9% 24% False False 15,077
100 4.930 3.955 0.975 23.3% 0.121 2.9% 24% False False 12,524
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 0.026
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.454
2.618 4.364
1.618 4.309
1.000 4.275
0.618 4.254
HIGH 4.220
0.618 4.199
0.500 4.193
0.382 4.186
LOW 4.165
0.618 4.131
1.000 4.110
1.618 4.076
2.618 4.021
4.250 3.931
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.193 4.280
PP 4.192 4.251
S1 4.192 4.221

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

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