NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 3.831 3.923 0.092 2.4% 3.792
High 3.947 4.053 0.106 2.7% 3.964
Low 3.806 3.891 0.085 2.2% 3.731
Close 3.889 3.906 0.017 0.4% 3.889
Range 0.141 0.162 0.021 14.9% 0.233
ATR 0.134 0.136 0.002 1.6% 0.000
Volume 119,756 124,828 5,072 4.2% 638,632
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.436 4.333 3.995
R3 4.274 4.171 3.951
R2 4.112 4.112 3.936
R1 4.009 4.009 3.921 3.980
PP 3.950 3.950 3.950 3.935
S1 3.847 3.847 3.891 3.818
S2 3.788 3.788 3.876
S3 3.626 3.685 3.861
S4 3.464 3.523 3.817
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.560 4.458 4.017
R3 4.327 4.225 3.953
R2 4.094 4.094 3.932
R1 3.992 3.992 3.910 4.043
PP 3.861 3.861 3.861 3.887
S1 3.759 3.759 3.868 3.810
S2 3.628 3.628 3.846
S3 3.395 3.526 3.825
S4 3.162 3.293 3.761
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.053 3.795 0.258 6.6% 0.138 3.5% 43% True False 122,859
10 4.056 3.731 0.325 8.3% 0.139 3.6% 54% False False 115,285
20 4.100 3.731 0.369 9.4% 0.130 3.3% 47% False False 99,071
40 4.800 3.731 1.069 27.4% 0.133 3.4% 16% False False 77,253
60 4.800 3.731 1.069 27.4% 0.137 3.5% 16% False False 60,593
80 4.800 3.731 1.069 27.4% 0.140 3.6% 16% False False 51,253
100 4.800 3.731 1.069 27.4% 0.138 3.5% 16% False False 44,023
120 4.800 3.731 1.069 27.4% 0.128 3.3% 16% False False 38,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.742
2.618 4.477
1.618 4.315
1.000 4.215
0.618 4.153
HIGH 4.053
0.618 3.991
0.500 3.972
0.382 3.953
LOW 3.891
0.618 3.791
1.000 3.729
1.618 3.629
2.618 3.467
4.250 3.203
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 3.972 3.924
PP 3.950 3.918
S1 3.928 3.912

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

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