NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 4.345 4.256 -0.089 -2.0% 4.184
High 4.393 4.400 0.007 0.2% 4.388
Low 4.220 4.253 0.033 0.8% 4.141
Close 4.262 4.382 0.120 2.8% 4.338
Range 0.173 0.147 -0.026 -15.0% 0.247
ATR 0.127 0.129 0.001 1.1% 0.000
Volume 37,193 29,819 -7,374 -19.8% 326,039
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.786 4.731 4.463
R3 4.639 4.584 4.422
R2 4.492 4.492 4.409
R1 4.437 4.437 4.395 4.465
PP 4.345 4.345 4.345 4.359
S1 4.290 4.290 4.369 4.318
S2 4.198 4.198 4.355
S3 4.051 4.143 4.342
S4 3.904 3.996 4.301
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.030 4.931 4.474
R3 4.783 4.684 4.406
R2 4.536 4.536 4.383
R1 4.437 4.437 4.361 4.487
PP 4.289 4.289 4.289 4.314
S1 4.190 4.190 4.315 4.240
S2 4.042 4.042 4.293
S3 3.795 3.943 4.270
S4 3.548 3.696 4.202
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.204 0.196 4.5% 0.136 3.1% 91% True False 48,444
10 4.400 4.141 0.259 5.9% 0.120 2.7% 93% True False 59,762
20 4.690 4.141 0.549 12.5% 0.133 3.0% 44% False False 43,964
40 4.690 3.955 0.735 16.8% 0.130 3.0% 58% False False 30,973
60 4.754 3.955 0.799 18.2% 0.122 2.8% 53% False False 23,947
80 4.930 3.955 0.975 22.3% 0.121 2.8% 44% False False 19,707
100 4.930 3.955 0.975 22.3% 0.122 2.8% 44% False False 16,320
120 4.930 3.955 0.975 22.3% 0.122 2.8% 44% False False 13,866
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.025
2.618 4.785
1.618 4.638
1.000 4.547
0.618 4.491
HIGH 4.400
0.618 4.344
0.500 4.327
0.382 4.309
LOW 4.253
0.618 4.162
1.000 4.106
1.618 4.015
2.618 3.868
4.250 3.628
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 4.364 4.358
PP 4.345 4.334
S1 4.327 4.310

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

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