NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 09-Aug-2010
Day Change Summary
Previous Current
06-Aug-2010 09-Aug-2010 Change Change % Previous Week
Open 4.920 4.885 -0.035 -0.7% 5.109
High 4.930 4.920 -0.010 -0.2% 5.116
Low 4.851 4.770 -0.081 -1.7% 4.851
Close 4.879 4.795 -0.084 -1.7% 4.879
Range 0.079 0.150 0.071 89.9% 0.265
ATR 0.096 0.099 0.004 4.1% 0.000
Volume 5,599 3,064 -2,535 -45.3% 25,953
Daily Pivots for day following 09-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.278 5.187 4.878
R3 5.128 5.037 4.836
R2 4.978 4.978 4.823
R1 4.887 4.887 4.809 4.858
PP 4.828 4.828 4.828 4.814
S1 4.737 4.737 4.781 4.708
S2 4.678 4.678 4.768
S3 4.528 4.587 4.754
S4 4.378 4.437 4.713
Weekly Pivots for week ending 06-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.744 5.576 5.025
R3 5.479 5.311 4.952
R2 5.214 5.214 4.928
R1 5.046 5.046 4.903 4.998
PP 4.949 4.949 4.949 4.924
S1 4.781 4.781 4.855 4.733
S2 4.684 4.684 4.830
S3 4.419 4.516 4.806
S4 4.154 4.251 4.733
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.037 4.770 0.267 5.6% 0.109 2.3% 9% False True 4,653
10 5.116 4.770 0.346 7.2% 0.105 2.2% 7% False True 5,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.558
2.618 5.313
1.618 5.163
1.000 5.070
0.618 5.013
HIGH 4.920
0.618 4.863
0.500 4.845
0.382 4.827
LOW 4.770
0.618 4.677
1.000 4.620
1.618 4.527
2.618 4.377
4.250 4.133
Fisher Pivots for day following 09-Aug-2010
Pivot 1 day 3 day
R1 4.845 4.902
PP 4.828 4.866
S1 4.812 4.831

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

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