NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 27-Apr-2011
Day Change Summary
Previous Current
26-Apr-2011 27-Apr-2011 Change Change % Previous Week
Open 4.522 4.518 -0.004 -0.1% 4.345
High 4.550 4.564 0.014 0.3% 4.544
Low 4.464 4.466 0.002 0.0% 4.220
Close 4.512 4.476 -0.036 -0.8% 4.535
Range 0.086 0.098 0.012 14.0% 0.324
ATR 0.122 0.120 -0.002 -1.4% 0.000
Volume 21,223 26,735 5,512 26.0% 127,049
Daily Pivots for day following 27-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.796 4.734 4.530
R3 4.698 4.636 4.503
R2 4.600 4.600 4.494
R1 4.538 4.538 4.485 4.520
PP 4.502 4.502 4.502 4.493
S1 4.440 4.440 4.467 4.422
S2 4.404 4.404 4.458
S3 4.306 4.342 4.449
S4 4.208 4.244 4.422
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.405 5.294 4.713
R3 5.081 4.970 4.624
R2 4.757 4.757 4.594
R1 4.646 4.646 4.565 4.702
PP 4.433 4.433 4.433 4.461
S1 4.322 4.322 4.505 4.378
S2 4.109 4.109 4.476
S3 3.785 3.998 4.446
S4 3.461 3.674 4.357
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.573 4.387 0.186 4.2% 0.100 2.2% 48% False False 28,408
10 4.573 4.204 0.369 8.2% 0.118 2.6% 74% False False 38,426
20 4.580 4.141 0.439 9.8% 0.119 2.7% 76% False False 44,622
40 4.690 3.955 0.735 16.4% 0.125 2.8% 71% False False 33,216
60 4.690 3.955 0.735 16.4% 0.119 2.7% 71% False False 25,738
80 4.930 3.955 0.975 21.8% 0.121 2.7% 53% False False 21,335
100 4.930 3.955 0.975 21.8% 0.121 2.7% 53% False False 17,659
120 4.930 3.955 0.975 21.8% 0.120 2.7% 53% False False 14,986
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.981
2.618 4.821
1.618 4.723
1.000 4.662
0.618 4.625
HIGH 4.564
0.618 4.527
0.500 4.515
0.382 4.503
LOW 4.466
0.618 4.405
1.000 4.368
1.618 4.307
2.618 4.209
4.250 4.050
Fisher Pivots for day following 27-Apr-2011
Pivot 1 day 3 day
R1 4.515 4.519
PP 4.502 4.504
S1 4.489 4.490

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

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