NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 4.253 4.275 0.022 0.5% 4.469
High 4.328 4.388 0.060 1.4% 4.507
Low 4.227 4.204 -0.023 -0.5% 4.165
Close 4.283 4.342 0.059 1.4% 4.192
Range 0.101 0.184 0.083 82.2% 0.342
ATR 0.123 0.128 0.004 3.5% 0.000
Volume 57,239 77,614 20,375 35.6% 273,804
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.863 4.787 4.443
R3 4.679 4.603 4.393
R2 4.495 4.495 4.376
R1 4.419 4.419 4.359 4.457
PP 4.311 4.311 4.311 4.331
S1 4.235 4.235 4.325 4.273
S2 4.127 4.127 4.308
S3 3.943 4.051 4.291
S4 3.759 3.867 4.241
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.314 5.095 4.380
R3 4.972 4.753 4.286
R2 4.630 4.630 4.255
R1 4.411 4.411 4.223 4.350
PP 4.288 4.288 4.288 4.257
S1 4.069 4.069 4.161 4.008
S2 3.946 3.946 4.129
S3 3.604 3.727 4.098
S4 3.262 3.385 4.004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.388 4.141 0.247 5.7% 0.116 2.7% 81% True False 80,915
10 4.568 4.141 0.427 9.8% 0.115 2.6% 47% False False 59,314
20 4.690 4.141 0.549 12.6% 0.127 2.9% 37% False False 41,654
40 4.690 3.955 0.735 16.9% 0.128 2.9% 53% False False 28,917
60 4.930 3.955 0.975 22.5% 0.123 2.8% 40% False False 22,675
80 4.930 3.955 0.975 22.5% 0.121 2.8% 40% False False 18,481
100 4.930 3.955 0.975 22.5% 0.121 2.8% 40% False False 15,303
120 4.930 3.955 0.975 22.5% 0.121 2.8% 40% False False 13,010
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.170
2.618 4.870
1.618 4.686
1.000 4.572
0.618 4.502
HIGH 4.388
0.618 4.318
0.500 4.296
0.382 4.274
LOW 4.204
0.618 4.090
1.000 4.020
1.618 3.906
2.618 3.722
4.250 3.422
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 4.327 4.327
PP 4.311 4.311
S1 4.296 4.296

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

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