NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 4.339 4.370 0.031 0.7% 4.550
High 4.440 4.480 0.040 0.9% 4.551
Low 4.337 4.340 0.003 0.1% 4.337
Close 4.339 4.453 0.114 2.6% 4.339
Range 0.103 0.140 0.037 35.9% 0.214
ATR 0.088 0.092 0.004 4.3% 0.000
Volume 6,362 4,988 -1,374 -21.6% 30,027
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 4.844 4.789 4.530
R3 4.704 4.649 4.492
R2 4.564 4.564 4.479
R1 4.509 4.509 4.466 4.537
PP 4.424 4.424 4.424 4.438
S1 4.369 4.369 4.440 4.397
S2 4.284 4.284 4.427
S3 4.144 4.229 4.415
S4 4.004 4.089 4.376
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 4.490 4.337 0.153 3.4% 0.085 1.9% 76% False False 6,320
10 4.750 4.337 0.413 9.3% 0.081 1.8% 28% False False 5,277
20 5.037 4.337 0.700 15.7% 0.087 1.9% 17% False False 5,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.075
2.618 4.847
1.618 4.707
1.000 4.620
0.618 4.567
HIGH 4.480
0.618 4.427
0.500 4.410
0.382 4.393
LOW 4.340
0.618 4.253
1.000 4.200
1.618 4.113
2.618 3.973
4.250 3.745
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 4.439 4.438
PP 4.424 4.423
S1 4.410 4.409

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

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