NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 4.545 4.522 -0.023 -0.5% 4.345
High 4.573 4.550 -0.023 -0.5% 4.544
Low 4.477 4.464 -0.013 -0.3% 4.220
Close 4.522 4.512 -0.010 -0.2% 4.535
Range 0.096 0.086 -0.010 -10.4% 0.324
ATR 0.125 0.122 -0.003 -2.2% 0.000
Volume 34,049 21,223 -12,826 -37.7% 127,049
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.767 4.725 4.559
R3 4.681 4.639 4.536
R2 4.595 4.595 4.528
R1 4.553 4.553 4.520 4.531
PP 4.509 4.509 4.509 4.498
S1 4.467 4.467 4.504 4.445
S2 4.423 4.423 4.496
S3 4.337 4.381 4.488
S4 4.251 4.295 4.465
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.405 5.294 4.713
R3 5.081 4.970 4.624
R2 4.757 4.757 4.594
R1 4.646 4.646 4.565 4.702
PP 4.433 4.433 4.433 4.461
S1 4.322 4.322 4.505 4.378
S2 4.109 4.109 4.476
S3 3.785 3.998 4.446
S4 3.461 3.674 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.573 4.253 0.320 7.1% 0.110 2.4% 81% False False 29,025
10 4.573 4.204 0.369 8.2% 0.117 2.6% 83% False False 43,027
20 4.601 4.141 0.460 10.2% 0.124 2.7% 81% False False 44,521
40 4.690 3.955 0.735 16.3% 0.126 2.8% 76% False False 32,864
60 4.690 3.955 0.735 16.3% 0.120 2.7% 76% False False 25,365
80 4.930 3.955 0.975 21.6% 0.121 2.7% 57% False False 21,038
100 4.930 3.955 0.975 21.6% 0.121 2.7% 57% False False 17,409
120 4.930 3.955 0.975 21.6% 0.120 2.7% 57% False False 14,770
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.916
2.618 4.775
1.618 4.689
1.000 4.636
0.618 4.603
HIGH 4.550
0.618 4.517
0.500 4.507
0.382 4.497
LOW 4.464
0.618 4.411
1.000 4.378
1.618 4.325
2.618 4.239
4.250 4.099
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 4.510 4.502
PP 4.509 4.492
S1 4.507 4.482

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

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