NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 01-Apr-2011
Day Change Summary
Previous Current
31-Mar-2011 01-Apr-2011 Change Change % Previous Week
Open 4.520 4.563 0.043 1.0% 4.649
High 4.580 4.568 -0.012 -0.3% 4.690
Low 4.360 4.440 0.080 1.8% 4.360
Close 4.533 4.515 -0.018 -0.4% 4.515
Range 0.220 0.128 -0.092 -41.8% 0.330
ATR 0.139 0.139 -0.001 -0.6% 0.000
Volume 28,164 33,664 5,500 19.5% 135,729
Daily Pivots for day following 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.892 4.831 4.585
R3 4.764 4.703 4.550
R2 4.636 4.636 4.538
R1 4.575 4.575 4.527 4.542
PP 4.508 4.508 4.508 4.491
S1 4.447 4.447 4.503 4.414
S2 4.380 4.380 4.492
S3 4.252 4.319 4.480
S4 4.124 4.191 4.445
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.512 5.343 4.697
R3 5.182 5.013 4.606
R2 4.852 4.852 4.576
R1 4.683 4.683 4.545 4.603
PP 4.522 4.522 4.522 4.481
S1 4.353 4.353 4.485 4.273
S2 4.192 4.192 4.455
S3 3.862 4.023 4.424
S4 3.532 3.693 4.334
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.360 0.330 7.3% 0.158 3.5% 47% False False 27,145
10 4.690 4.347 0.343 7.6% 0.144 3.2% 49% False False 25,167
20 4.690 3.955 0.735 16.3% 0.141 3.1% 76% False False 22,817
40 4.690 3.955 0.735 16.3% 0.123 2.7% 76% False False 17,741
60 4.930 3.955 0.975 21.6% 0.124 2.7% 57% False False 14,686
80 4.930 3.955 0.975 21.6% 0.123 2.7% 57% False False 11,863
100 4.930 3.955 0.975 21.6% 0.122 2.7% 57% False False 9,853
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.112
2.618 4.903
1.618 4.775
1.000 4.696
0.618 4.647
HIGH 4.568
0.618 4.519
0.500 4.504
0.382 4.489
LOW 4.440
0.618 4.361
1.000 4.312
1.618 4.233
2.618 4.105
4.250 3.896
Fisher Pivots for day following 01-Apr-2011
Pivot 1 day 3 day
R1 4.511 4.500
PP 4.508 4.485
S1 4.504 4.470

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

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