NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 13-Sep-2010
Day Change Summary
Previous Current
10-Sep-2010 13-Sep-2010 Change Change % Previous Week
Open 4.415 4.469 0.054 1.2% 4.400
High 4.495 4.527 0.032 0.7% 4.495
Low 4.412 4.440 0.028 0.6% 4.336
Close 4.473 4.500 0.027 0.6% 4.473
Range 0.083 0.087 0.004 4.8% 0.159
ATR 0.093 0.092 0.000 -0.4% 0.000
Volume 6,146 5,873 -273 -4.4% 23,539
Daily Pivots for day following 13-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.750 4.712 4.548
R3 4.663 4.625 4.524
R2 4.576 4.576 4.516
R1 4.538 4.538 4.508 4.557
PP 4.489 4.489 4.489 4.499
S1 4.451 4.451 4.492 4.470
S2 4.402 4.402 4.484
S3 4.315 4.364 4.476
S4 4.228 4.277 4.452
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.912 4.851 4.560
R3 4.753 4.692 4.517
R2 4.594 4.594 4.502
R1 4.533 4.533 4.488 4.564
PP 4.435 4.435 4.435 4.450
S1 4.374 4.374 4.458 4.405
S2 4.276 4.276 4.444
S3 4.117 4.215 4.429
S4 3.958 4.056 4.386
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.527 4.336 0.191 4.2% 0.076 1.7% 86% True False 5,882
10 4.527 4.336 0.191 4.2% 0.090 2.0% 86% True False 6,340
20 4.791 4.336 0.455 10.1% 0.086 1.9% 36% False False 5,679
40 5.116 4.336 0.780 17.3% 0.086 1.9% 21% False False 5,084
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 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.897
2.618 4.755
1.618 4.668
1.000 4.614
0.618 4.581
HIGH 4.527
0.618 4.494
0.500 4.484
0.382 4.473
LOW 4.440
0.618 4.386
1.000 4.353
1.618 4.299
2.618 4.212
4.250 4.070
Fisher Pivots for day following 13-Sep-2010
Pivot 1 day 3 day
R1 4.495 4.480
PP 4.489 4.459
S1 4.484 4.439

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

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