NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 4.140 4.218 0.078 1.9% 4.016
High 4.261 4.240 -0.021 -0.5% 4.261
Low 4.063 4.173 0.110 2.7% 3.990
Close 4.212 4.204 -0.008 -0.2% 4.204
Range 0.198 0.067 -0.131 -66.2% 0.271
ATR 0.138 0.133 -0.005 -3.7% 0.000
Volume 174,949 89,662 -85,287 -48.7% 668,608
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.407 4.372 4.241
R3 4.340 4.305 4.222
R2 4.273 4.273 4.216
R1 4.238 4.238 4.210 4.222
PP 4.206 4.206 4.206 4.198
S1 4.171 4.171 4.198 4.155
S2 4.139 4.139 4.192
S3 4.072 4.104 4.186
S4 4.005 4.037 4.167
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.855 4.353
R3 4.694 4.584 4.279
R2 4.423 4.423 4.254
R1 4.313 4.313 4.229 4.368
PP 4.152 4.152 4.152 4.179
S1 4.042 4.042 4.179 4.097
S2 3.881 3.881 4.154
S3 3.610 3.771 4.129
S4 3.339 3.500 4.055
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.261 3.990 0.271 6.4% 0.124 3.0% 79% False False 133,721
10 4.364 3.990 0.374 8.9% 0.116 2.8% 57% False False 129,004
20 4.559 3.990 0.569 13.5% 0.137 3.2% 38% False False 116,816
40 4.559 3.805 0.754 17.9% 0.138 3.3% 53% False False 86,343
60 4.822 3.805 1.017 24.2% 0.133 3.2% 39% False False 71,347
80 4.822 3.805 1.017 24.2% 0.131 3.1% 39% False False 57,297
100 4.822 3.805 1.017 24.2% 0.132 3.1% 39% False False 47,566
120 4.822 3.805 1.017 24.2% 0.133 3.2% 39% False False 40,448
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.525
2.618 4.415
1.618 4.348
1.000 4.307
0.618 4.281
HIGH 4.240
0.618 4.214
0.500 4.207
0.382 4.199
LOW 4.173
0.618 4.132
1.000 4.106
1.618 4.065
2.618 3.998
4.250 3.888
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 4.207 4.190
PP 4.206 4.176
S1 4.205 4.162

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

View Archives - Comment on this page... - Back to Index of Symbols