NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 4.425 4.333 -0.092 -2.1% 4.168
High 4.480 4.369 -0.111 -2.5% 4.432
Low 4.324 4.195 -0.129 -3.0% 4.116
Close 4.374 4.240 -0.134 -3.1% 4.403
Range 0.156 0.174 0.018 11.5% 0.316
ATR 0.146 0.148 0.002 1.6% 0.000
Volume 74,280 12,546 -61,734 -83.1% 512,214
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.790 4.689 4.336
R3 4.616 4.515 4.288
R2 4.442 4.442 4.272
R1 4.341 4.341 4.256 4.305
PP 4.268 4.268 4.268 4.250
S1 4.167 4.167 4.224 4.131
S2 4.094 4.094 4.208
S3 3.920 3.993 4.192
S4 3.746 3.819 4.144
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.265 5.150 4.577
R3 4.949 4.834 4.490
R2 4.633 4.633 4.461
R1 4.518 4.518 4.432 4.576
PP 4.317 4.317 4.317 4.346
S1 4.202 4.202 4.374 4.260
S2 4.001 4.001 4.345
S3 3.685 3.886 4.316
S4 3.369 3.570 4.229
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.480 4.195 0.285 6.7% 0.165 3.9% 16% False True 80,960
10 4.480 3.902 0.578 13.6% 0.152 3.6% 58% False False 97,017
20 4.480 3.731 0.749 17.7% 0.146 3.4% 68% False False 108,870
40 4.507 3.731 0.776 18.3% 0.134 3.2% 66% False False 95,527
60 4.800 3.731 1.069 25.2% 0.138 3.3% 48% False False 76,571
80 4.800 3.731 1.069 25.2% 0.140 3.3% 48% False False 63,191
100 4.800 3.731 1.069 25.2% 0.141 3.3% 48% False False 54,102
120 4.800 3.731 1.069 25.2% 0.136 3.2% 48% False False 47,099
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.109
2.618 4.825
1.618 4.651
1.000 4.543
0.618 4.477
HIGH 4.369
0.618 4.303
0.500 4.282
0.382 4.261
LOW 4.195
0.618 4.087
1.000 4.021
1.618 3.913
2.618 3.739
4.250 3.456
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.282 4.338
PP 4.268 4.305
S1 4.254 4.273

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

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