NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 4.489 4.400 -0.089 -2.0% 4.370
High 4.492 4.430 -0.062 -1.4% 4.517
Low 4.385 4.336 -0.049 -1.1% 4.340
Close 4.489 4.427 -0.062 -1.4% 4.489
Range 0.107 0.094 -0.013 -12.1% 0.177
ATR 0.093 0.097 0.004 4.7% 0.000
Volume 7,838 5,512 -2,326 -29.7% 33,991
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.680 4.647 4.479
R3 4.586 4.553 4.453
R2 4.492 4.492 4.444
R1 4.459 4.459 4.436 4.476
PP 4.398 4.398 4.398 4.406
S1 4.365 4.365 4.418 4.382
S2 4.304 4.304 4.410
S3 4.210 4.271 4.401
S4 4.116 4.177 4.375
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 4.336 0.181 4.1% 0.094 2.1% 50% False True 6,903
10 4.517 4.336 0.181 4.1% 0.090 2.0% 50% False True 6,611
20 4.791 4.336 0.455 10.3% 0.083 1.9% 20% False True 5,570
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.830
2.618 4.676
1.618 4.582
1.000 4.524
0.618 4.488
HIGH 4.430
0.618 4.394
0.500 4.383
0.382 4.372
LOW 4.336
0.618 4.278
1.000 4.242
1.618 4.184
2.618 4.090
4.250 3.937
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 4.412 4.423
PP 4.398 4.418
S1 4.383 4.414

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

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