NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 03-Sep-2010
Day Change Summary
Previous Current
02-Sep-2010 03-Sep-2010 Change Change % Previous Week
Open 4.432 4.489 0.057 1.3% 4.370
High 4.435 4.492 0.057 1.3% 4.517
Low 4.350 4.385 0.035 0.8% 4.340
Close 4.399 4.489 0.090 2.0% 4.489
Range 0.085 0.107 0.022 25.9% 0.177
ATR 0.092 0.093 0.001 1.2% 0.000
Volume 6,891 7,838 947 13.7% 33,991
Daily Pivots for day following 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.776 4.740 4.548
R3 4.669 4.633 4.518
R2 4.562 4.562 4.509
R1 4.526 4.526 4.499 4.543
PP 4.455 4.455 4.455 4.464
S1 4.419 4.419 4.479 4.436
S2 4.348 4.348 4.469
S3 4.241 4.312 4.460
S4 4.134 4.205 4.430
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.980 4.911 4.586
R3 4.803 4.734 4.538
R2 4.626 4.626 4.521
R1 4.557 4.557 4.505 4.592
PP 4.449 4.449 4.449 4.466
S1 4.380 4.380 4.473 4.415
S2 4.272 4.272 4.457
S3 4.095 4.203 4.440
S4 3.918 4.026 4.392
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.517 4.340 0.177 3.9% 0.103 2.3% 84% False False 6,798
10 4.551 4.337 0.214 4.8% 0.086 1.9% 71% False False 6,401
20 4.920 4.337 0.583 13.0% 0.086 1.9% 26% False False 5,447
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 0.012
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.772
1.618 4.665
1.000 4.599
0.618 4.558
HIGH 4.492
0.618 4.451
0.500 4.439
0.382 4.426
LOW 4.385
0.618 4.319
1.000 4.278
1.618 4.212
2.618 4.105
4.250 3.930
Fisher Pivots for day following 03-Sep-2010
Pivot 1 day 3 day
R1 4.472 4.470
PP 4.455 4.451
S1 4.439 4.433

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

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