NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 4.439 4.392 -0.047 -1.1% 4.649
High 4.471 4.395 -0.076 -1.7% 4.690
Low 4.379 4.284 -0.095 -2.2% 4.360
Close 4.384 4.302 -0.082 -1.9% 4.515
Range 0.092 0.111 0.019 20.7% 0.330
ATR 0.134 0.133 -0.002 -1.2% 0.000
Volume 42,431 32,949 -9,482 -22.3% 135,729
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.660 4.592 4.363
R3 4.549 4.481 4.333
R2 4.438 4.438 4.322
R1 4.370 4.370 4.312 4.349
PP 4.327 4.327 4.327 4.316
S1 4.259 4.259 4.292 4.238
S2 4.216 4.216 4.282
S3 4.105 4.148 4.271
S4 3.994 4.037 4.241
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 4.580 4.284 0.296 6.9% 0.133 3.1% 6% False True 32,801
10 4.690 4.284 0.406 9.4% 0.148 3.4% 4% False True 29,155
20 4.690 4.000 0.690 16.0% 0.137 3.2% 44% False False 23,983
40 4.690 3.955 0.735 17.1% 0.123 2.9% 47% False False 19,374
60 4.930 3.955 0.975 22.7% 0.122 2.8% 36% False False 16,000
80 4.930 3.955 0.975 22.7% 0.122 2.8% 36% False False 12,990
100 4.930 3.955 0.975 22.7% 0.122 2.8% 36% False False 10,837
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.867
2.618 4.686
1.618 4.575
1.000 4.506
0.618 4.464
HIGH 4.395
0.618 4.353
0.500 4.340
0.382 4.326
LOW 4.284
0.618 4.215
1.000 4.173
1.618 4.104
2.618 3.993
4.250 3.812
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 4.340 4.396
PP 4.327 4.364
S1 4.315 4.333

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

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