NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 4.210 4.143 -0.067 -1.6% 4.016
High 4.270 4.293 0.023 0.5% 4.261
Low 4.087 4.129 0.042 1.0% 3.990
Close 4.138 4.262 0.124 3.0% 4.204
Range 0.183 0.164 -0.019 -10.4% 0.271
ATR 0.136 0.138 0.002 1.5% 0.000
Volume 125,447 115,505 -9,942 -7.9% 668,608
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.720 4.655 4.352
R3 4.556 4.491 4.307
R2 4.392 4.392 4.292
R1 4.327 4.327 4.277 4.360
PP 4.228 4.228 4.228 4.244
S1 4.163 4.163 4.247 4.196
S2 4.064 4.064 4.232
S3 3.900 3.999 4.217
S4 3.736 3.835 4.172
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 4.293 4.063 0.230 5.4% 0.144 3.4% 87% True False 129,451
10 4.293 3.990 0.303 7.1% 0.128 3.0% 90% True False 133,707
20 4.559 3.990 0.569 13.4% 0.143 3.4% 48% False False 120,512
40 4.559 3.805 0.754 17.7% 0.141 3.3% 61% False False 90,806
60 4.660 3.805 0.855 20.1% 0.133 3.1% 53% False False 74,472
80 4.822 3.805 1.017 23.9% 0.133 3.1% 45% False False 60,141
100 4.822 3.805 1.017 23.9% 0.133 3.1% 45% False False 49,872
120 4.822 3.805 1.017 23.9% 0.134 3.1% 45% False False 42,408
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.990
2.618 4.722
1.618 4.558
1.000 4.457
0.618 4.394
HIGH 4.293
0.618 4.230
0.500 4.211
0.382 4.192
LOW 4.129
0.618 4.028
1.000 3.965
1.618 3.864
2.618 3.700
4.250 3.432
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 4.245 4.238
PP 4.228 4.214
S1 4.211 4.190

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

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