NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 4.269 4.350 0.081 1.9% 3.923
High 4.350 4.399 0.049 1.1% 4.198
Low 4.254 4.213 -0.041 -1.0% 3.800
Close 4.335 4.244 -0.091 -2.1% 4.168
Range 0.096 0.186 0.090 93.8% 0.398
ATR 0.136 0.140 0.004 2.6% 0.000
Volume 109,852 130,673 20,821 19.0% 679,125
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.843 4.730 4.346
R3 4.657 4.544 4.295
R2 4.471 4.471 4.278
R1 4.358 4.358 4.261 4.322
PP 4.285 4.285 4.285 4.267
S1 4.172 4.172 4.227 4.136
S2 4.099 4.099 4.210
S3 3.913 3.986 4.193
S4 3.727 3.800 4.142
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 4.399 4.099 0.300 7.1% 0.123 2.9% 48% True False 108,705
10 4.399 3.800 0.599 14.1% 0.148 3.5% 74% True False 123,364
20 4.399 3.731 0.668 15.7% 0.146 3.4% 77% True False 118,950
40 4.507 3.731 0.776 18.3% 0.132 3.1% 66% False False 94,129
60 4.800 3.731 1.069 25.2% 0.135 3.2% 48% False False 74,587
80 4.800 3.731 1.069 25.2% 0.138 3.3% 48% False False 61,951
100 4.800 3.731 1.069 25.2% 0.140 3.3% 48% False False 53,044
120 4.800 3.731 1.069 25.2% 0.133 3.1% 48% False False 45,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.190
2.618 4.886
1.618 4.700
1.000 4.585
0.618 4.514
HIGH 4.399
0.618 4.328
0.500 4.306
0.382 4.284
LOW 4.213
0.618 4.098
1.000 4.027
1.618 3.912
2.618 3.726
4.250 3.423
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.306 4.275
PP 4.285 4.265
S1 4.265 4.254

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

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