NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 4.409 4.339 -0.070 -1.6% 4.550
High 4.448 4.440 -0.008 -0.2% 4.551
Low 4.394 4.337 -0.057 -1.3% 4.337
Close 4.409 4.339 -0.070 -1.6% 4.339
Range 0.054 0.103 0.049 90.7% 0.214
ATR 0.087 0.088 0.001 1.4% 0.000
Volume 8,285 6,362 -1,923 -23.2% 30,027
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.681 4.613 4.396
R3 4.578 4.510 4.367
R2 4.475 4.475 4.358
R1 4.407 4.407 4.348 4.391
PP 4.372 4.372 4.372 4.364
S1 4.304 4.304 4.330 4.288
S2 4.269 4.269 4.320
S3 4.166 4.201 4.311
S4 4.063 4.098 4.282
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 5.051 4.909 4.457
R3 4.837 4.695 4.398
R2 4.623 4.623 4.378
R1 4.481 4.481 4.359 4.445
PP 4.409 4.409 4.409 4.391
S1 4.267 4.267 4.319 4.231
S2 4.195 4.195 4.300
S3 3.981 4.053 4.280
S4 3.767 3.839 4.221
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.551 4.337 0.214 4.9% 0.068 1.6% 1% False True 6,005
10 4.791 4.337 0.454 10.5% 0.082 1.9% 0% False True 5,017
20 5.116 4.337 0.779 18.0% 0.088 2.0% 0% False True 5,045
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.010
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.878
2.618 4.710
1.618 4.607
1.000 4.543
0.618 4.504
HIGH 4.440
0.618 4.401
0.500 4.389
0.382 4.376
LOW 4.337
0.618 4.273
1.000 4.234
1.618 4.170
2.618 4.067
4.250 3.899
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 4.389 4.394
PP 4.372 4.376
S1 4.356 4.357

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

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