NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 4.328 4.258 -0.070 -1.6% 4.507
High 4.357 4.267 -0.090 -2.1% 4.548
Low 4.240 4.214 -0.026 -0.6% 4.214
Close 4.259 4.243 -0.016 -0.4% 4.243
Range 0.117 0.053 -0.064 -54.7% 0.334
ATR 0.128 0.123 -0.005 -4.2% 0.000
Volume 23,219 28,310 5,091 21.9% 111,604
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.400 4.375 4.272
R3 4.347 4.322 4.258
R2 4.294 4.294 4.253
R1 4.269 4.269 4.248 4.255
PP 4.241 4.241 4.241 4.235
S1 4.216 4.216 4.238 4.202
S2 4.188 4.188 4.233
S3 4.135 4.163 4.228
S4 4.082 4.110 4.214
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.337 5.124 4.427
R3 5.003 4.790 4.335
R2 4.669 4.669 4.304
R1 4.456 4.456 4.274 4.396
PP 4.335 4.335 4.335 4.305
S1 4.122 4.122 4.212 4.062
S2 4.001 4.001 4.182
S3 3.667 3.788 4.151
S4 3.333 3.454 4.059
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.548 4.214 0.334 7.9% 0.097 2.3% 9% False True 22,320
10 4.719 4.214 0.505 11.9% 0.125 3.0% 6% False True 16,889
20 4.719 4.061 0.658 15.5% 0.130 3.1% 28% False False 13,396
40 4.719 3.994 0.725 17.1% 0.118 2.8% 34% False False 10,310
60 4.896 3.994 0.902 21.3% 0.115 2.7% 28% False False 8,408
80 4.896 3.994 0.902 21.3% 0.116 2.7% 28% False False 6,910
100 4.896 3.994 0.902 21.3% 0.116 2.7% 28% False False 5,914
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.027
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 4.492
2.618 4.406
1.618 4.353
1.000 4.320
0.618 4.300
HIGH 4.267
0.618 4.247
0.500 4.241
0.382 4.234
LOW 4.214
0.618 4.181
1.000 4.161
1.618 4.128
2.618 4.075
4.250 3.989
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.242 4.329
PP 4.241 4.300
S1 4.241 4.272

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

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