NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 4.184 4.291 0.107 2.6% 4.469
High 4.294 4.298 0.004 0.1% 4.507
Low 4.141 4.212 0.071 1.7% 4.165
Close 4.260 4.253 -0.007 -0.2% 4.192
Range 0.153 0.086 -0.067 -43.8% 0.342
ATR 0.128 0.125 -0.003 -2.3% 0.000
Volume 78,085 72,742 -5,343 -6.8% 273,804
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.512 4.469 4.300
R3 4.426 4.383 4.277
R2 4.340 4.340 4.269
R1 4.297 4.297 4.261 4.276
PP 4.254 4.254 4.254 4.244
S1 4.211 4.211 4.245 4.190
S2 4.168 4.168 4.237
S3 4.082 4.125 4.229
S4 3.996 4.039 4.206
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 4.395 4.141 0.254 6.0% 0.105 2.5% 44% False False 71,080
10 4.580 4.141 0.439 10.3% 0.120 2.8% 26% False False 50,818
20 4.690 4.124 0.566 13.3% 0.130 3.1% 23% False False 36,368
40 4.690 3.955 0.735 17.3% 0.125 2.9% 41% False False 25,948
60 4.930 3.955 0.975 22.9% 0.122 2.9% 31% False False 20,632
80 4.930 3.955 0.975 22.9% 0.121 2.9% 31% False False 16,889
100 4.930 3.955 0.975 22.9% 0.121 2.8% 31% False False 13,995
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.664
2.618 4.523
1.618 4.437
1.000 4.384
0.618 4.351
HIGH 4.298
0.618 4.265
0.500 4.255
0.382 4.245
LOW 4.212
0.618 4.159
1.000 4.126
1.618 4.073
2.618 3.987
4.250 3.847
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 4.255 4.242
PP 4.254 4.231
S1 4.254 4.220

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

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