NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 4.456 4.472 0.016 0.4% 4.469
High 4.506 4.473 -0.033 -0.7% 4.530
Low 4.320 4.375 0.055 1.3% 4.320
Close 4.456 4.420 -0.036 -0.8% 4.420
Range 0.186 0.098 -0.088 -47.3% 0.210
ATR 0.100 0.100 0.000 -0.1% 0.000
Volume 6,160 14,021 7,861 127.6% 42,588
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.717 4.666 4.474
R3 4.619 4.568 4.447
R2 4.521 4.521 4.438
R1 4.470 4.470 4.429 4.447
PP 4.423 4.423 4.423 4.411
S1 4.372 4.372 4.411 4.349
S2 4.325 4.325 4.402
S3 4.227 4.274 4.393
S4 4.129 4.176 4.366
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.053 4.947 4.536
R3 4.843 4.737 4.478
R2 4.633 4.633 4.459
R1 4.527 4.527 4.439 4.475
PP 4.423 4.423 4.423 4.398
S1 4.317 4.317 4.401 4.265
S2 4.213 4.213 4.382
S3 4.003 4.107 4.362
S4 3.793 3.897 4.305
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 4.8% 0.115 2.6% 48% False False 8,517
10 4.530 4.320 0.210 4.8% 0.098 2.2% 48% False False 7,396
20 4.590 4.320 0.270 6.1% 0.088 2.0% 37% False False 6,797
40 5.116 4.320 0.796 18.0% 0.091 2.1% 13% False False 5,727
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.890
2.618 4.730
1.618 4.632
1.000 4.571
0.618 4.534
HIGH 4.473
0.618 4.436
0.500 4.424
0.382 4.412
LOW 4.375
0.618 4.314
1.000 4.277
1.618 4.216
2.618 4.118
4.250 3.959
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 4.424 4.418
PP 4.423 4.415
S1 4.421 4.413

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

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