NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 4.775 4.745 -0.030 -0.6% 4.974
High 4.783 4.829 0.046 1.0% 5.005
Low 4.728 4.708 -0.020 -0.4% 4.728
Close 4.754 4.813 0.059 1.2% 4.754
Range 0.055 0.121 0.066 120.0% 0.277
ATR 0.102 0.104 0.001 1.3% 0.000
Volume 6,553 4,193 -2,360 -36.0% 27,204
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.146 5.101 4.880
R3 5.025 4.980 4.846
R2 4.904 4.904 4.835
R1 4.859 4.859 4.824 4.882
PP 4.783 4.783 4.783 4.795
S1 4.738 4.738 4.802 4.761
S2 4.662 4.662 4.791
S3 4.541 4.617 4.780
S4 4.420 4.496 4.746
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.660 5.484 4.906
R3 5.383 5.207 4.830
R2 5.106 5.106 4.805
R1 4.930 4.930 4.779 4.880
PP 4.829 4.829 4.829 4.804
S1 4.653 4.653 4.729 4.603
S2 4.552 4.552 4.703
S3 4.275 4.376 4.678
S4 3.998 4.099 4.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.988 4.708 0.280 5.8% 0.088 1.8% 38% False True 5,237
10 5.068 4.708 0.360 7.5% 0.107 2.2% 29% False True 5,495
20 5.145 4.613 0.532 11.1% 0.108 2.2% 38% False False 5,103
40 5.145 4.511 0.634 13.2% 0.100 2.1% 48% False False 3,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.343
2.618 5.146
1.618 5.025
1.000 4.950
0.618 4.904
HIGH 4.829
0.618 4.783
0.500 4.769
0.382 4.754
LOW 4.708
0.618 4.633
1.000 4.587
1.618 4.512
2.618 4.391
4.250 4.194
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 4.798 4.802
PP 4.783 4.792
S1 4.769 4.781

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

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