NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 4.392 4.291 -0.101 -2.3% 4.649
High 4.395 4.310 -0.085 -1.9% 4.690
Low 4.284 4.190 -0.094 -2.2% 4.360
Close 4.302 4.209 -0.093 -2.2% 4.515
Range 0.111 0.120 0.009 8.1% 0.330
ATR 0.133 0.132 -0.001 -0.7% 0.000
Volume 32,949 52,725 19,776 60.0% 135,729
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.596 4.523 4.275
R3 4.476 4.403 4.242
R2 4.356 4.356 4.231
R1 4.283 4.283 4.220 4.260
PP 4.236 4.236 4.236 4.225
S1 4.163 4.163 4.198 4.140
S2 4.116 4.116 4.187
S3 3.996 4.043 4.176
S4 3.876 3.923 4.143
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 4.568 4.190 0.378 9.0% 0.113 2.7% 5% False True 37,713
10 4.690 4.190 0.500 11.9% 0.142 3.4% 4% False True 31,770
20 4.690 4.012 0.678 16.1% 0.137 3.3% 29% False False 25,652
40 4.690 3.955 0.735 17.5% 0.123 2.9% 35% False False 20,256
60 4.930 3.955 0.975 23.2% 0.122 2.9% 26% False False 16,703
80 4.930 3.955 0.975 23.2% 0.121 2.9% 26% False False 13,627
100 4.930 3.955 0.975 23.2% 0.122 2.9% 26% False False 11,349
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.820
2.618 4.624
1.618 4.504
1.000 4.430
0.618 4.384
HIGH 4.310
0.618 4.264
0.500 4.250
0.382 4.236
LOW 4.190
0.618 4.116
1.000 4.070
1.618 3.996
2.618 3.876
4.250 3.680
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 4.250 4.331
PP 4.236 4.290
S1 4.223 4.250

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

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