NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 4.156 4.269 0.113 2.7% 3.923
High 4.269 4.350 0.081 1.9% 4.198
Low 4.151 4.254 0.103 2.5% 3.800
Close 4.254 4.335 0.081 1.9% 4.168
Range 0.118 0.096 -0.022 -18.6% 0.398
ATR 0.140 0.136 -0.003 -2.2% 0.000
Volume 88,177 109,852 21,675 24.6% 679,125
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.601 4.564 4.388
R3 4.505 4.468 4.361
R2 4.409 4.409 4.353
R1 4.372 4.372 4.344 4.391
PP 4.313 4.313 4.313 4.322
S1 4.276 4.276 4.326 4.295
S2 4.217 4.217 4.317
S3 4.121 4.180 4.309
S4 4.025 4.084 4.282
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 4.350 3.919 0.431 9.9% 0.135 3.1% 97% True False 112,797
10 4.350 3.795 0.555 12.8% 0.144 3.3% 97% True False 122,233
20 4.350 3.731 0.619 14.3% 0.144 3.3% 98% True False 117,572
40 4.539 3.731 0.808 18.6% 0.131 3.0% 75% False False 91,764
60 4.800 3.731 1.069 24.7% 0.135 3.1% 57% False False 72,532
80 4.800 3.731 1.069 24.7% 0.139 3.2% 57% False False 60,383
100 4.800 3.731 1.069 24.7% 0.140 3.2% 57% False False 51,920
120 4.800 3.731 1.069 24.7% 0.132 3.0% 57% False False 44,936
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 0.035
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.758
2.618 4.601
1.618 4.505
1.000 4.446
0.618 4.409
HIGH 4.350
0.618 4.313
0.500 4.302
0.382 4.291
LOW 4.254
0.618 4.195
1.000 4.158
1.618 4.099
2.618 4.003
4.250 3.846
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 4.324 4.301
PP 4.313 4.267
S1 4.302 4.233

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

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