NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 4.430 4.328 -0.102 -2.3% 4.679
High 4.443 4.357 -0.086 -1.9% 4.719
Low 4.332 4.240 -0.092 -2.1% 4.396
Close 4.352 4.259 -0.093 -2.1% 4.554
Range 0.111 0.117 0.006 5.4% 0.323
ATR 0.129 0.128 -0.001 -0.7% 0.000
Volume 23,296 23,219 -77 -0.3% 57,289
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.636 4.565 4.323
R3 4.519 4.448 4.291
R2 4.402 4.402 4.280
R1 4.331 4.331 4.270 4.308
PP 4.285 4.285 4.285 4.274
S1 4.214 4.214 4.248 4.191
S2 4.168 4.168 4.238
S3 4.051 4.097 4.227
S4 3.934 3.980 4.195
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.525 5.363 4.732
R3 5.202 5.040 4.643
R2 4.879 4.879 4.613
R1 4.717 4.717 4.584 4.637
PP 4.556 4.556 4.556 4.516
S1 4.394 4.394 4.524 4.314
S2 4.233 4.233 4.495
S3 3.910 4.071 4.465
S4 3.587 3.748 4.376
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.599 4.240 0.359 8.4% 0.111 2.6% 5% False True 19,645
10 4.719 4.240 0.479 11.2% 0.138 3.2% 4% False True 15,143
20 4.719 4.061 0.658 15.4% 0.133 3.1% 30% False False 12,499
40 4.719 3.994 0.725 17.0% 0.121 2.8% 37% False False 9,764
60 4.896 3.994 0.902 21.2% 0.116 2.7% 29% False False 8,004
80 4.896 3.994 0.902 21.2% 0.116 2.7% 29% False False 6,593
100 4.896 3.994 0.902 21.2% 0.116 2.7% 29% False False 5,644
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.027
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.854
2.618 4.663
1.618 4.546
1.000 4.474
0.618 4.429
HIGH 4.357
0.618 4.312
0.500 4.299
0.382 4.285
LOW 4.240
0.618 4.168
1.000 4.123
1.618 4.051
2.618 3.934
4.250 3.743
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 4.299 4.379
PP 4.285 4.339
S1 4.272 4.299

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

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