NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 4.401 4.442 0.041 0.9% 4.184
High 4.454 4.544 0.090 2.0% 4.388
Low 4.387 4.390 0.003 0.1% 4.141
Close 4.429 4.535 0.106 2.4% 4.338
Range 0.067 0.154 0.087 129.9% 0.247
ATR 0.125 0.127 0.002 1.7% 0.000
Volume 31,768 28,269 -3,499 -11.0% 326,039
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.952 4.897 4.620
R3 4.798 4.743 4.577
R2 4.644 4.644 4.563
R1 4.589 4.589 4.549 4.617
PP 4.490 4.490 4.490 4.503
S1 4.435 4.435 4.521 4.463
S2 4.336 4.336 4.507
S3 4.182 4.281 4.493
S4 4.028 4.127 4.450
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 4.544 4.220 0.324 7.1% 0.123 2.7% 97% True False 33,481
10 4.544 4.141 0.403 8.9% 0.119 2.6% 98% True False 57,198
20 4.690 4.141 0.549 12.1% 0.131 2.9% 72% False False 44,484
40 4.690 3.955 0.735 16.2% 0.130 2.9% 79% False False 32,125
60 4.690 3.955 0.735 16.2% 0.120 2.7% 79% False False 24,715
80 4.930 3.955 0.975 21.5% 0.121 2.7% 59% False False 20,415
100 4.930 3.955 0.975 21.5% 0.121 2.7% 59% False False 16,894
120 4.930 3.955 0.975 21.5% 0.121 2.7% 59% False False 14,344
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 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.199
2.618 4.947
1.618 4.793
1.000 4.698
0.618 4.639
HIGH 4.544
0.618 4.485
0.500 4.467
0.382 4.449
LOW 4.390
0.618 4.295
1.000 4.236
1.618 4.141
2.618 3.987
4.250 3.736
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.512 4.490
PP 4.490 4.444
S1 4.467 4.399

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

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