NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 4.460 4.379 -0.081 -1.8% 4.356
High 4.507 4.387 -0.120 -2.7% 4.507
Low 4.345 4.308 -0.037 -0.9% 4.305
Close 4.357 4.342 -0.015 -0.3% 4.342
Range 0.162 0.079 -0.083 -51.2% 0.202
ATR 0.144 0.139 -0.005 -3.2% 0.000
Volume 46,072 50,711 4,639 10.1% 211,526
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.583 4.541 4.385
R3 4.504 4.462 4.364
R2 4.425 4.425 4.356
R1 4.383 4.383 4.349 4.365
PP 4.346 4.346 4.346 4.336
S1 4.304 4.304 4.335 4.286
S2 4.267 4.267 4.328
S3 4.188 4.225 4.320
S4 4.109 4.146 4.299
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.991 4.868 4.453
R3 4.789 4.666 4.398
R2 4.587 4.587 4.379
R1 4.464 4.464 4.361 4.425
PP 4.385 4.385 4.385 4.365
S1 4.262 4.262 4.323 4.223
S2 4.183 4.183 4.305
S3 3.981 4.060 4.286
S4 3.779 3.858 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.507 4.305 0.202 4.7% 0.120 2.8% 18% False False 42,305
10 4.800 4.272 0.528 12.2% 0.144 3.3% 13% False False 41,426
20 4.800 4.272 0.528 12.2% 0.135 3.1% 13% False False 40,419
40 4.800 3.980 0.820 18.9% 0.143 3.3% 44% False False 32,471
60 4.800 3.879 0.921 21.2% 0.144 3.3% 50% False False 28,408
80 4.800 3.848 0.952 21.9% 0.137 3.2% 52% False False 24,677
100 4.800 3.848 0.952 21.9% 0.128 2.9% 52% False False 21,388
120 4.800 3.848 0.952 21.9% 0.121 2.8% 52% False False 18,827
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.025
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 4.723
2.618 4.594
1.618 4.515
1.000 4.466
0.618 4.436
HIGH 4.387
0.618 4.357
0.500 4.348
0.382 4.338
LOW 4.308
0.618 4.259
1.000 4.229
1.618 4.180
2.618 4.101
4.250 3.972
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 4.348 4.408
PP 4.346 4.386
S1 4.344 4.364

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

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