NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 3.941 4.160 0.219 5.6% 3.923
High 4.169 4.198 0.029 0.7% 4.198
Low 3.919 4.099 0.180 4.6% 3.800
Close 4.158 4.168 0.010 0.2% 4.168
Range 0.250 0.099 -0.151 -60.4% 0.398
ATR 0.147 0.143 -0.003 -2.3% 0.000
Volume 151,131 108,766 -42,365 -28.0% 679,125
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.452 4.409 4.222
R3 4.353 4.310 4.195
R2 4.254 4.254 4.186
R1 4.211 4.211 4.177 4.233
PP 4.155 4.155 4.155 4.166
S1 4.112 4.112 4.159 4.134
S2 4.056 4.056 4.150
S3 3.957 4.013 4.141
S4 3.858 3.914 4.114
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.249 5.107 4.387
R3 4.851 4.709 4.277
R2 4.453 4.453 4.241
R1 4.311 4.311 4.204 4.382
PP 4.055 4.055 4.055 4.091
S1 3.913 3.913 4.132 3.984
S2 3.657 3.657 4.095
S3 3.259 3.515 4.059
S4 2.861 3.117 3.949
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.198 3.800 0.398 9.5% 0.166 4.0% 92% True False 135,825
10 4.198 3.731 0.467 11.2% 0.156 3.7% 94% True False 131,775
20 4.198 3.731 0.467 11.2% 0.143 3.4% 94% True False 109,703
40 4.800 3.731 1.069 25.6% 0.136 3.3% 41% False False 87,836
60 4.800 3.731 1.069 25.6% 0.136 3.3% 41% False False 68,244
80 4.800 3.731 1.069 25.6% 0.140 3.4% 41% False False 57,347
100 4.800 3.731 1.069 25.6% 0.141 3.4% 41% False False 49,207
120 4.800 3.731 1.069 25.6% 0.131 3.1% 41% False False 42,602
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 0.040
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.619
2.618 4.457
1.618 4.358
1.000 4.297
0.618 4.259
HIGH 4.198
0.618 4.160
0.500 4.149
0.382 4.137
LOW 4.099
0.618 4.038
1.000 4.000
1.618 3.939
2.618 3.840
4.250 3.678
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.162 4.129
PP 4.155 4.089
S1 4.149 4.050

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

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