NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 4.812 4.855 0.043 0.9% 4.745
High 4.900 4.880 -0.020 -0.4% 4.900
Low 4.750 4.816 0.066 1.4% 4.708
Close 4.861 4.860 -0.001 0.0% 4.860
Range 0.150 0.064 -0.086 -57.3% 0.192
ATR 0.102 0.100 -0.003 -2.7% 0.000
Volume 3,730 8,347 4,617 123.8% 23,158
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.044 5.016 4.895
R3 4.980 4.952 4.878
R2 4.916 4.916 4.872
R1 4.888 4.888 4.866 4.902
PP 4.852 4.852 4.852 4.859
S1 4.824 4.824 4.854 4.838
S2 4.788 4.788 4.848
S3 4.724 4.760 4.842
S4 4.660 4.696 4.825
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.399 5.321 4.966
R3 5.207 5.129 4.913
R2 5.015 5.015 4.895
R1 4.937 4.937 4.878 4.976
PP 4.823 4.823 4.823 4.842
S1 4.745 4.745 4.842 4.784
S2 4.631 4.631 4.825
S3 4.439 4.553 4.807
S4 4.247 4.361 4.754
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.900 4.708 0.192 4.0% 0.094 1.9% 79% False False 4,631
10 5.005 4.708 0.297 6.1% 0.087 1.8% 51% False False 5,036
20 5.145 4.708 0.437 9.0% 0.102 2.1% 35% False False 5,212
40 5.145 4.511 0.634 13.0% 0.102 2.1% 55% False False 4,151
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.152
2.618 5.048
1.618 4.984
1.000 4.944
0.618 4.920
HIGH 4.880
0.618 4.856
0.500 4.848
0.382 4.840
LOW 4.816
0.618 4.776
1.000 4.752
1.618 4.712
2.618 4.648
4.250 4.544
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 4.856 4.848
PP 4.852 4.837
S1 4.848 4.825

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

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