NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 4.563 4.469 -0.094 -2.1% 4.649
High 4.568 4.507 -0.061 -1.3% 4.690
Low 4.440 4.391 -0.049 -1.1% 4.360
Close 4.515 4.441 -0.074 -1.6% 4.515
Range 0.128 0.116 -0.012 -9.4% 0.330
ATR 0.139 0.138 -0.001 -0.8% 0.000
Volume 33,664 26,800 -6,864 -20.4% 135,729
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.794 4.734 4.505
R3 4.678 4.618 4.473
R2 4.562 4.562 4.462
R1 4.502 4.502 4.452 4.474
PP 4.446 4.446 4.446 4.433
S1 4.386 4.386 4.430 4.358
S2 4.330 4.330 4.420
S3 4.214 4.270 4.409
S4 4.098 4.154 4.377
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 4.601 4.360 0.241 5.4% 0.155 3.5% 34% False False 27,013
10 4.690 4.360 0.330 7.4% 0.145 3.3% 25% False False 26,044
20 4.690 4.000 0.690 15.5% 0.138 3.1% 64% False False 23,202
40 4.690 3.955 0.735 16.6% 0.124 2.8% 66% False False 18,187
60 4.930 3.955 0.975 22.0% 0.123 2.8% 50% False False 15,059
80 4.930 3.955 0.975 22.0% 0.123 2.8% 50% False False 12,166
100 4.930 3.955 0.975 22.0% 0.123 2.8% 50% False False 10,109
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.000
2.618 4.811
1.618 4.695
1.000 4.623
0.618 4.579
HIGH 4.507
0.618 4.463
0.500 4.449
0.382 4.435
LOW 4.391
0.618 4.319
1.000 4.275
1.618 4.203
2.618 4.087
4.250 3.898
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 4.449 4.470
PP 4.446 4.460
S1 4.444 4.451

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

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