NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 4.404 4.377 -0.027 -0.6% 4.210
High 4.445 4.409 -0.036 -0.8% 4.428
Low 4.344 4.333 -0.011 -0.3% 4.087
Close 4.389 4.382 -0.007 -0.2% 4.412
Range 0.101 0.076 -0.025 -24.8% 0.341
ATR 0.133 0.129 -0.004 -3.1% 0.000
Volume 0 67,075 67,075 468,070
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.603 4.568 4.424
R3 4.527 4.492 4.403
R2 4.451 4.451 4.396
R1 4.416 4.416 4.389 4.434
PP 4.375 4.375 4.375 4.383
S1 4.340 4.340 4.375 4.358
S2 4.299 4.299 4.368
S3 4.223 4.264 4.361
S4 4.147 4.188 4.340
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 4.129 0.316 7.2% 0.114 2.6% 80% False False 81,939
10 4.445 4.058 0.387 8.8% 0.121 2.8% 84% False False 106,312
20 4.453 3.990 0.463 10.6% 0.131 3.0% 85% False False 117,924
40 4.559 3.805 0.754 17.2% 0.137 3.1% 77% False False 95,010
60 4.559 3.805 0.754 17.2% 0.130 3.0% 77% False False 78,044
80 4.822 3.805 1.017 23.2% 0.132 3.0% 57% False False 63,563
100 4.822 3.805 1.017 23.2% 0.132 3.0% 57% False False 52,540
120 4.822 3.805 1.017 23.2% 0.132 3.0% 57% False False 44,725
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.732
2.618 4.608
1.618 4.532
1.000 4.485
0.618 4.456
HIGH 4.409
0.618 4.380
0.500 4.371
0.382 4.362
LOW 4.333
0.618 4.286
1.000 4.257
1.618 4.210
2.618 4.134
4.250 4.010
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 4.378 4.374
PP 4.375 4.366
S1 4.371 4.358

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

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