NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 14-Sep-2010
Day Change Summary
Previous Current
13-Sep-2010 14-Sep-2010 Change Change % Previous Week
Open 4.469 4.528 0.059 1.3% 4.400
High 4.527 4.530 0.003 0.1% 4.495
Low 4.440 4.377 -0.063 -1.4% 4.336
Close 4.500 4.466 -0.034 -0.8% 4.473
Range 0.087 0.153 0.066 75.9% 0.159
ATR 0.092 0.097 0.004 4.7% 0.000
Volume 5,873 9,341 3,468 59.0% 23,539
Daily Pivots for day following 14-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.917 4.844 4.550
R3 4.764 4.691 4.508
R2 4.611 4.611 4.494
R1 4.538 4.538 4.480 4.498
PP 4.458 4.458 4.458 4.438
S1 4.385 4.385 4.452 4.345
S2 4.305 4.305 4.438
S3 4.152 4.232 4.424
S4 3.999 4.079 4.382
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 4.530 4.350 0.180 4.0% 0.088 2.0% 64% True False 6,648
10 4.530 4.336 0.194 4.3% 0.091 2.0% 67% True False 6,775
20 4.750 4.336 0.414 9.3% 0.086 1.9% 31% False False 6,026
40 5.116 4.336 0.780 17.5% 0.089 2.0% 17% False False 5,240
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 5.180
2.618 4.931
1.618 4.778
1.000 4.683
0.618 4.625
HIGH 4.530
0.618 4.472
0.500 4.454
0.382 4.435
LOW 4.377
0.618 4.282
1.000 4.224
1.618 4.129
2.618 3.976
4.250 3.727
Fisher Pivots for day following 14-Sep-2010
Pivot 1 day 3 day
R1 4.462 4.462
PP 4.458 4.458
S1 4.454 4.454

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

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