NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 25-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 25-Apr-2011 Change Change % Previous Week
Open 4.316 4.404 0.088 2.0% 4.210
High 4.428 4.445 0.017 0.4% 4.428
Low 4.271 4.344 0.073 1.7% 4.087
Close 4.412 4.389 -0.023 -0.5% 4.412
Range 0.157 0.101 -0.056 -35.7% 0.341
ATR 0.136 0.133 -0.002 -1.8% 0.000
Volume 130,150 0 -130,150 -100.0% 468,070
Daily Pivots for day following 25-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.696 4.643 4.445
R3 4.595 4.542 4.417
R2 4.494 4.494 4.408
R1 4.441 4.441 4.398 4.417
PP 4.393 4.393 4.393 4.381
S1 4.340 4.340 4.380 4.316
S2 4.292 4.292 4.370
S3 4.191 4.239 4.361
S4 4.090 4.138 4.333
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.332 5.213 4.600
R3 4.991 4.872 4.506
R2 4.650 4.650 4.475
R1 4.531 4.531 4.443 4.591
PP 4.309 4.309 4.309 4.339
S1 4.190 4.190 4.381 4.250
S2 3.968 3.968 4.349
S3 3.627 3.849 4.318
S4 3.286 3.508 4.224
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.445 4.087 0.358 8.2% 0.136 3.1% 84% True False 93,614
10 4.445 3.990 0.455 10.4% 0.130 3.0% 88% True False 113,667
20 4.559 3.990 0.569 13.0% 0.135 3.1% 70% False False 118,887
40 4.559 3.805 0.754 17.2% 0.138 3.1% 77% False False 94,408
60 4.559 3.805 0.754 17.2% 0.131 3.0% 77% False False 77,239
80 4.822 3.805 1.017 23.2% 0.132 3.0% 57% False False 62,805
100 4.822 3.805 1.017 23.2% 0.132 3.0% 57% False False 51,929
120 4.822 3.805 1.017 23.2% 0.132 3.0% 57% False False 44,196
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 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.874
2.618 4.709
1.618 4.608
1.000 4.546
0.618 4.507
HIGH 4.445
0.618 4.406
0.500 4.395
0.382 4.383
LOW 4.344
0.618 4.282
1.000 4.243
1.618 4.181
2.618 4.080
4.250 3.915
Fisher Pivots for day following 25-Apr-2011
Pivot 1 day 3 day
R1 4.395 4.379
PP 4.393 4.368
S1 4.391 4.358

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

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