NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 20-Aug-2010
Day Change Summary
Previous Current
19-Aug-2010 20-Aug-2010 Change Change % Previous Week
Open 4.607 4.580 -0.027 -0.6% 4.791
High 4.750 4.590 -0.160 -3.4% 4.791
Low 4.585 4.550 -0.035 -0.8% 4.550
Close 4.607 4.561 -0.046 -1.0% 4.561
Range 0.165 0.040 -0.125 -75.8% 0.241
ATR 0.095 0.092 -0.003 -2.8% 0.000
Volume 2,152 5,813 3,661 170.1% 20,151
Daily Pivots for day following 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.687 4.664 4.583
R3 4.647 4.624 4.572
R2 4.607 4.607 4.568
R1 4.584 4.584 4.565 4.576
PP 4.567 4.567 4.567 4.563
S1 4.544 4.544 4.557 4.536
S2 4.527 4.527 4.554
S3 4.487 4.504 4.550
S4 4.447 4.464 4.539
Weekly Pivots for week ending 20-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.357 5.200 4.694
R3 5.116 4.959 4.627
R2 4.875 4.875 4.605
R1 4.718 4.718 4.583 4.676
PP 4.634 4.634 4.634 4.613
S1 4.477 4.477 4.539 4.435
S2 4.393 4.393 4.517
S3 4.152 4.236 4.495
S4 3.911 3.995 4.428
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.791 4.550 0.241 5.3% 0.095 2.1% 5% False True 4,030
10 4.920 4.550 0.370 8.1% 0.086 1.9% 3% False True 4,493
20 5.116 4.550 0.566 12.4% 0.091 2.0% 2% False True 4,800
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 0.013
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.760
2.618 4.695
1.618 4.655
1.000 4.630
0.618 4.615
HIGH 4.590
0.618 4.575
0.500 4.570
0.382 4.565
LOW 4.550
0.618 4.525
1.000 4.510
1.618 4.485
2.618 4.445
4.250 4.380
Fisher Pivots for day following 20-Aug-2010
Pivot 1 day 3 day
R1 4.570 4.650
PP 4.567 4.620
S1 4.564 4.591

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

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