NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 4.110 4.090 -0.020 -0.5% 4.334
High 4.145 4.182 0.037 0.9% 4.364
Low 4.058 4.075 0.017 0.4% 4.014
Close 4.098 4.141 0.043 1.0% 4.041
Range 0.087 0.107 0.020 23.0% 0.350
ATR 0.135 0.133 -0.002 -1.5% 0.000
Volume 121,673 141,696 20,023 16.5% 621,437
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.454 4.404 4.200
R3 4.347 4.297 4.170
R2 4.240 4.240 4.161
R1 4.190 4.190 4.151 4.215
PP 4.133 4.133 4.133 4.145
S1 4.083 4.083 4.131 4.108
S2 4.026 4.026 4.121
S3 3.919 3.976 4.112
S4 3.812 3.869 4.082
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.190 4.965 4.234
R3 4.840 4.615 4.137
R2 4.490 4.490 4.105
R1 4.265 4.265 4.073 4.203
PP 4.140 4.140 4.140 4.108
S1 3.915 3.915 4.009 3.853
S2 3.790 3.790 3.977
S3 3.440 3.565 3.945
S4 3.090 3.215 3.849
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.182 3.990 0.192 4.6% 0.110 2.6% 79% True False 143,282
10 4.442 3.990 0.452 10.9% 0.128 3.1% 33% False False 131,178
20 4.559 3.990 0.569 13.7% 0.141 3.4% 27% False False 113,846
40 4.559 3.805 0.754 18.2% 0.136 3.3% 45% False False 81,384
60 4.822 3.805 1.017 24.6% 0.133 3.2% 33% False False 67,471
80 4.822 3.805 1.017 24.6% 0.132 3.2% 33% False False 54,171
100 4.822 3.805 1.017 24.6% 0.132 3.2% 33% False False 45,003
120 4.822 3.805 1.017 24.6% 0.132 3.2% 33% False False 38,287
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.637
2.618 4.462
1.618 4.355
1.000 4.289
0.618 4.248
HIGH 4.182
0.618 4.141
0.500 4.129
0.382 4.116
LOW 4.075
0.618 4.009
1.000 3.968
1.618 3.902
2.618 3.795
4.250 3.620
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 4.137 4.123
PP 4.133 4.104
S1 4.129 4.086

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

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