NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 4.291 4.253 -0.038 -0.9% 4.469
High 4.298 4.328 0.030 0.7% 4.507
Low 4.212 4.227 0.015 0.4% 4.165
Close 4.253 4.283 0.030 0.7% 4.192
Range 0.086 0.101 0.015 17.4% 0.342
ATR 0.125 0.123 -0.002 -1.4% 0.000
Volume 72,742 57,239 -15,503 -21.3% 273,804
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.582 4.534 4.339
R3 4.481 4.433 4.311
R2 4.380 4.380 4.302
R1 4.332 4.332 4.292 4.356
PP 4.279 4.279 4.279 4.292
S1 4.231 4.231 4.274 4.255
S2 4.178 4.178 4.264
S3 4.077 4.130 4.255
S4 3.976 4.029 4.227
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 4.328 4.141 0.187 4.4% 0.103 2.4% 76% True False 75,938
10 4.580 4.141 0.439 10.2% 0.118 2.8% 32% False False 54,369
20 4.690 4.141 0.549 12.8% 0.130 3.0% 26% False False 38,528
40 4.690 3.955 0.735 17.2% 0.125 2.9% 45% False False 27,196
60 4.930 3.955 0.975 22.8% 0.121 2.8% 34% False False 21,501
80 4.930 3.955 0.975 22.8% 0.121 2.8% 34% False False 17,560
100 4.930 3.955 0.975 22.8% 0.121 2.8% 34% False False 14,546
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.757
2.618 4.592
1.618 4.491
1.000 4.429
0.618 4.390
HIGH 4.328
0.618 4.289
0.500 4.278
0.382 4.266
LOW 4.227
0.618 4.165
1.000 4.126
1.618 4.064
2.618 3.963
4.250 3.798
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 4.281 4.267
PP 4.279 4.251
S1 4.278 4.235

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

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