NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 09-Sep-2010
Day Change Summary
Previous Current
08-Sep-2010 09-Sep-2010 Change Change % Previous Week
Open 4.390 4.411 0.021 0.5% 4.370
High 4.414 4.417 0.003 0.1% 4.517
Low 4.363 4.350 -0.013 -0.3% 4.340
Close 4.410 4.402 -0.008 -0.2% 4.489
Range 0.051 0.067 0.016 31.4% 0.177
ATR 0.095 0.093 -0.002 -2.1% 0.000
Volume 7,061 4,820 -2,241 -31.7% 33,991
Daily Pivots for day following 09-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.591 4.563 4.439
R3 4.524 4.496 4.420
R2 4.457 4.457 4.414
R1 4.429 4.429 4.408 4.410
PP 4.390 4.390 4.390 4.380
S1 4.362 4.362 4.396 4.343
S2 4.323 4.323 4.390
S3 4.256 4.295 4.384
S4 4.189 4.228 4.365
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 4.492 4.336 0.156 3.5% 0.081 1.8% 42% False False 6,424
10 4.517 4.336 0.181 4.1% 0.089 2.0% 36% False False 6,603
20 4.791 4.336 0.455 10.3% 0.082 1.9% 15% False False 5,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.702
2.618 4.592
1.618 4.525
1.000 4.484
0.618 4.458
HIGH 4.417
0.618 4.391
0.500 4.384
0.382 4.376
LOW 4.350
0.618 4.309
1.000 4.283
1.618 4.242
2.618 4.175
4.250 4.065
Fisher Pivots for day following 09-Sep-2010
Pivot 1 day 3 day
R1 4.396 4.396
PP 4.390 4.389
S1 4.384 4.383

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

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