NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 29-Apr-2011
Day Change Summary
Previous Current
28-Apr-2011 29-Apr-2011 Change Change % Previous Week
Open 4.480 4.643 0.163 3.6% 4.545
High 4.659 4.766 0.107 2.3% 4.766
Low 4.471 4.618 0.147 3.3% 4.464
Close 4.633 4.761 0.128 2.8% 4.761
Range 0.188 0.148 -0.040 -21.3% 0.302
ATR 0.125 0.127 0.002 1.3% 0.000
Volume 25,280 65,126 39,846 157.6% 172,413
Daily Pivots for day following 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.159 5.108 4.842
R3 5.011 4.960 4.802
R2 4.863 4.863 4.788
R1 4.812 4.812 4.775 4.838
PP 4.715 4.715 4.715 4.728
S1 4.664 4.664 4.747 4.690
S2 4.567 4.567 4.734
S3 4.419 4.516 4.720
S4 4.271 4.368 4.680
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.570 5.467 4.927
R3 5.268 5.165 4.844
R2 4.966 4.966 4.816
R1 4.863 4.863 4.789 4.915
PP 4.664 4.664 4.664 4.689
S1 4.561 4.561 4.733 4.613
S2 4.362 4.362 4.706
S3 4.060 4.259 4.678
S4 3.758 3.957 4.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.766 4.464 0.302 6.3% 0.123 2.6% 98% True False 34,482
10 4.766 4.220 0.546 11.5% 0.123 2.6% 99% True False 33,982
20 4.766 4.141 0.625 13.1% 0.119 2.5% 99% True False 46,648
40 4.766 3.955 0.811 17.0% 0.129 2.7% 99% True False 34,503
60 4.766 3.955 0.811 17.0% 0.122 2.6% 99% True False 26,974
80 4.930 3.955 0.975 20.5% 0.123 2.6% 83% False False 22,373
100 4.930 3.955 0.975 20.5% 0.122 2.6% 83% False False 18,518
120 4.930 3.955 0.975 20.5% 0.121 2.6% 83% False False 15,718
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.395
2.618 5.153
1.618 5.005
1.000 4.914
0.618 4.857
HIGH 4.766
0.618 4.709
0.500 4.692
0.382 4.675
LOW 4.618
0.618 4.527
1.000 4.470
1.618 4.379
2.618 4.231
4.250 3.989
Fisher Pivots for day following 29-Apr-2011
Pivot 1 day 3 day
R1 4.738 4.713
PP 4.715 4.664
S1 4.692 4.616

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

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