NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 27-Sep-2010
Day Change Summary
Previous Current
24-Sep-2010 27-Sep-2010 Change Change % Previous Week
Open 4.380 4.298 -0.082 -1.9% 4.400
High 4.385 4.298 -0.087 -2.0% 4.435
Low 4.303 4.212 -0.091 -2.1% 4.272
Close 4.316 4.219 -0.097 -2.2% 4.316
Range 0.082 0.086 0.004 4.9% 0.163
ATR 0.100 0.101 0.000 0.3% 0.000
Volume 7,265 4,705 -2,560 -35.2% 33,623
Daily Pivots for day following 27-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.501 4.446 4.266
R3 4.415 4.360 4.243
R2 4.329 4.329 4.235
R1 4.274 4.274 4.227 4.259
PP 4.243 4.243 4.243 4.235
S1 4.188 4.188 4.211 4.173
S2 4.157 4.157 4.203
S3 4.071 4.102 4.195
S4 3.985 4.016 4.172
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.830 4.736 4.406
R3 4.667 4.573 4.361
R2 4.504 4.504 4.346
R1 4.410 4.410 4.331 4.376
PP 4.341 4.341 4.341 4.324
S1 4.247 4.247 4.301 4.213
S2 4.178 4.178 4.286
S3 4.015 4.084 4.271
S4 3.852 3.921 4.226
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.212 0.223 5.3% 0.086 2.0% 3% False True 6,348
10 4.530 4.212 0.318 7.5% 0.106 2.5% 2% False True 7,504
20 4.530 4.212 0.318 7.5% 0.098 2.3% 2% False True 6,922
40 5.116 4.212 0.904 21.4% 0.093 2.2% 1% False True 5,984
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.664
2.618 4.523
1.618 4.437
1.000 4.384
0.618 4.351
HIGH 4.298
0.618 4.265
0.500 4.255
0.382 4.245
LOW 4.212
0.618 4.159
1.000 4.126
1.618 4.073
2.618 3.987
4.250 3.847
Fisher Pivots for day following 27-Sep-2010
Pivot 1 day 3 day
R1 4.255 4.324
PP 4.243 4.289
S1 4.231 4.254

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

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