NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 4.377 4.378 0.001 0.0% 4.210
High 4.409 4.425 0.016 0.4% 4.428
Low 4.333 4.365 0.032 0.7% 4.087
Close 4.382 4.377 -0.005 -0.1% 4.412
Range 0.076 0.060 -0.016 -21.1% 0.341
ATR 0.129 0.124 -0.005 -3.8% 0.000
Volume 67,075 11,085 -55,990 -83.5% 468,070
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.569 4.533 4.410
R3 4.509 4.473 4.394
R2 4.449 4.449 4.388
R1 4.413 4.413 4.383 4.401
PP 4.389 4.389 4.389 4.383
S1 4.353 4.353 4.372 4.341
S2 4.329 4.329 4.366
S3 4.269 4.293 4.361
S4 4.209 4.233 4.344
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 4.271 0.174 4.0% 0.093 2.1% 61% False False 61,055
10 4.445 4.063 0.382 8.7% 0.119 2.7% 82% False False 95,253
20 4.445 3.990 0.455 10.4% 0.124 2.8% 85% False False 112,046
40 4.559 3.805 0.754 17.2% 0.133 3.0% 76% False False 94,077
60 4.559 3.805 0.754 17.2% 0.129 2.9% 76% False False 77,976
80 4.822 3.805 1.017 23.2% 0.131 3.0% 56% False False 63,621
100 4.822 3.805 1.017 23.2% 0.131 3.0% 56% False False 52,569
120 4.822 3.805 1.017 23.2% 0.131 3.0% 56% False False 44,792
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 4.680
2.618 4.582
1.618 4.522
1.000 4.485
0.618 4.462
HIGH 4.425
0.618 4.402
0.500 4.395
0.382 4.388
LOW 4.365
0.618 4.328
1.000 4.305
1.618 4.268
2.618 4.208
4.250 4.110
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.395 4.389
PP 4.389 4.385
S1 4.383 4.381

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

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