NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 4.461 4.456 -0.005 -0.1% 4.400
High 4.484 4.506 0.022 0.5% 4.495
Low 4.434 4.320 -0.114 -2.6% 4.336
Close 4.461 4.456 -0.005 -0.1% 4.473
Range 0.050 0.186 0.136 272.0% 0.159
ATR 0.093 0.100 0.007 7.1% 0.000
Volume 7,193 6,160 -1,033 -14.4% 23,539
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.985 4.907 4.558
R3 4.799 4.721 4.507
R2 4.613 4.613 4.490
R1 4.535 4.535 4.473 4.549
PP 4.427 4.427 4.427 4.435
S1 4.349 4.349 4.439 4.363
S2 4.241 4.241 4.422
S3 4.055 4.163 4.405
S4 3.869 3.977 4.354
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 4.320 0.210 4.7% 0.112 2.5% 65% False True 6,942
10 4.530 4.320 0.210 4.7% 0.096 2.2% 65% False True 6,683
20 4.750 4.320 0.430 9.6% 0.092 2.1% 32% False True 6,204
40 5.116 4.320 0.796 17.9% 0.090 2.0% 17% False True 5,447
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 45 trading days
Fibonacci Retracements and Extensions
4.250 5.297
2.618 4.993
1.618 4.807
1.000 4.692
0.618 4.621
HIGH 4.506
0.618 4.435
0.500 4.413
0.382 4.391
LOW 4.320
0.618 4.205
1.000 4.134
1.618 4.019
2.618 3.833
4.250 3.530
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4.442 4.446
PP 4.427 4.435
S1 4.413 4.425

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

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