NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 3.945 3.884 -0.061 -1.5% 3.905
High 3.954 4.044 0.090 2.3% 4.044
Low 3.822 3.832 0.010 0.3% 3.822
Close 3.872 4.005 0.133 3.4% 4.005
Range 0.132 0.212 0.080 60.6% 0.222
ATR 0.124 0.130 0.006 5.1% 0.000
Volume 103,121 123,477 20,356 19.7% 302,931
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.596 4.513 4.122
R3 4.384 4.301 4.063
R2 4.172 4.172 4.044
R1 4.089 4.089 4.024 4.131
PP 3.960 3.960 3.960 3.981
S1 3.877 3.877 3.986 3.919
S2 3.748 3.748 3.966
S3 3.536 3.665 3.947
S4 3.324 3.453 3.888
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.623 4.536 4.127
R3 4.401 4.314 4.066
R2 4.179 4.179 4.046
R1 4.092 4.092 4.025 4.136
PP 3.957 3.957 3.957 3.979
S1 3.870 3.870 3.985 3.914
S2 3.735 3.735 3.964
S3 3.513 3.648 3.944
S4 3.291 3.426 3.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.044 3.822 0.222 5.5% 0.134 3.3% 82% True False 74,658
10 4.051 3.822 0.229 5.7% 0.114 2.8% 80% False False 83,665
20 4.507 3.822 0.685 17.1% 0.120 3.0% 27% False False 73,500
40 4.800 3.822 0.978 24.4% 0.132 3.3% 19% False False 55,133
60 4.800 3.822 0.978 24.4% 0.137 3.4% 19% False False 44,614
80 4.800 3.822 0.978 24.4% 0.138 3.4% 19% False False 37,804
100 4.800 3.822 0.978 24.4% 0.132 3.3% 19% False False 32,466
120 4.800 3.822 0.978 24.4% 0.125 3.1% 19% False False 28,299
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.945
2.618 4.599
1.618 4.387
1.000 4.256
0.618 4.175
HIGH 4.044
0.618 3.963
0.500 3.938
0.382 3.913
LOW 3.832
0.618 3.701
1.000 3.620
1.618 3.489
2.618 3.277
4.250 2.931
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 3.983 3.981
PP 3.960 3.957
S1 3.938 3.933

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

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