NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 18-Apr-2011
Day Change Summary
Previous Current
15-Apr-2011 18-Apr-2011 Change Change % Previous Week
Open 4.386 4.370 -0.016 -0.4% 4.215
High 4.416 4.435 0.019 0.4% 4.433
Low 4.341 4.269 -0.072 -1.7% 4.193
Close 4.387 4.309 -0.078 -1.8% 4.387
Range 0.075 0.166 0.091 121.3% 0.240
ATR 0.121 0.124 0.003 2.7% 0.000
Volume 19,459 13,984 -5,475 -28.1% 101,495
Daily Pivots for day following 18-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.836 4.738 4.400
R3 4.670 4.572 4.355
R2 4.504 4.504 4.339
R1 4.406 4.406 4.324 4.372
PP 4.338 4.338 4.338 4.321
S1 4.240 4.240 4.294 4.206
S2 4.172 4.172 4.279
S3 4.006 4.074 4.263
S4 3.840 3.908 4.218
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.058 4.962 4.519
R3 4.818 4.722 4.453
R2 4.578 4.578 4.431
R1 4.482 4.482 4.409 4.530
PP 4.338 4.338 4.338 4.362
S1 4.242 4.242 4.365 4.290
S2 4.098 4.098 4.343
S3 3.858 4.002 4.321
S4 3.618 3.762 4.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.435 4.252 0.183 4.2% 0.121 2.8% 31% True False 17,710
10 4.517 4.193 0.324 7.5% 0.113 2.6% 36% False False 21,170
20 4.719 4.193 0.526 12.2% 0.127 2.9% 22% False False 16,336
40 4.719 3.994 0.725 16.8% 0.126 2.9% 43% False False 12,142
60 4.896 3.994 0.902 20.9% 0.118 2.7% 35% False False 9,897
80 4.896 3.994 0.902 20.9% 0.115 2.7% 35% False False 8,177
100 4.896 3.994 0.902 20.9% 0.116 2.7% 35% False False 6,968
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.141
2.618 4.870
1.618 4.704
1.000 4.601
0.618 4.538
HIGH 4.435
0.618 4.372
0.500 4.352
0.382 4.332
LOW 4.269
0.618 4.166
1.000 4.103
1.618 4.000
2.618 3.834
4.250 3.564
Fisher Pivots for day following 18-Apr-2011
Pivot 1 day 3 day
R1 4.352 4.344
PP 4.338 4.332
S1 4.323 4.321

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

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