NYMEX Natural Gas Future September 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 4.526 4.460 -0.066 -1.5% 4.708
High 4.560 4.525 -0.035 -0.8% 4.726
Low 4.444 4.439 -0.005 -0.1% 4.404
Close 4.497 4.446 -0.051 -1.1% 4.562
Range 0.116 0.086 -0.030 -25.9% 0.322
ATR 0.131 0.128 -0.003 -2.5% 0.000
Volume 10,465 11,097 632 6.0% 50,272
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.728 4.673 4.493
R3 4.642 4.587 4.470
R2 4.556 4.556 4.462
R1 4.501 4.501 4.454 4.486
PP 4.470 4.470 4.470 4.462
S1 4.415 4.415 4.438 4.400
S2 4.384 4.384 4.430
S3 4.298 4.329 4.422
S4 4.212 4.243 4.399
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.530 5.368 4.739
R3 5.208 5.046 4.651
R2 4.886 4.886 4.621
R1 4.724 4.724 4.592 4.644
PP 4.564 4.564 4.564 4.524
S1 4.402 4.402 4.532 4.322
S2 4.242 4.242 4.503
S3 3.920 4.080 4.473
S4 3.598 3.758 4.385
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.615 4.404 0.211 4.7% 0.128 2.9% 20% False False 10,930
10 4.726 4.404 0.322 7.2% 0.140 3.1% 13% False False 10,260
20 4.726 4.071 0.655 14.7% 0.131 2.9% 57% False False 10,751
40 4.726 4.011 0.715 16.1% 0.118 2.6% 61% False False 8,476
60 4.888 4.011 0.877 19.7% 0.113 2.6% 50% False False 6,766
80 4.888 4.011 0.877 19.7% 0.114 2.6% 50% False False 5,531
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 0.023
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.891
2.618 4.750
1.618 4.664
1.000 4.611
0.618 4.578
HIGH 4.525
0.618 4.492
0.500 4.482
0.382 4.472
LOW 4.439
0.618 4.386
1.000 4.353
1.618 4.300
2.618 4.214
4.250 4.074
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 4.482 4.522
PP 4.470 4.497
S1 4.458 4.471

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

View Archives - Comment on this page... - Back to Index of Symbols