NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 4.811 4.790 -0.021 -0.4% 4.602
High 4.843 4.818 -0.025 -0.5% 4.815
Low 4.788 4.690 -0.098 -2.0% 4.525
Close 4.801 4.706 -0.095 -2.0% 4.809
Range 0.055 0.128 0.073 132.7% 0.290
ATR 0.113 0.114 0.001 1.0% 0.000
Volume 17,587 25,328 7,741 44.0% 47,950
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 5.122 5.042 4.776
R3 4.994 4.914 4.741
R2 4.866 4.866 4.729
R1 4.786 4.786 4.718 4.762
PP 4.738 4.738 4.738 4.726
S1 4.658 4.658 4.694 4.634
S2 4.610 4.610 4.683
S3 4.482 4.530 4.671
S4 4.354 4.402 4.636
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.586 5.488 4.969
R3 5.296 5.198 4.889
R2 5.006 5.006 4.862
R1 4.908 4.908 4.836 4.957
PP 4.716 4.716 4.716 4.741
S1 4.618 4.618 4.782 4.667
S2 4.426 4.426 4.756
S3 4.136 4.328 4.729
S4 3.846 4.038 4.650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.537 0.313 6.7% 0.117 2.5% 54% False False 15,931
10 4.850 4.444 0.406 8.6% 0.106 2.3% 65% False False 12,816
20 4.850 4.208 0.642 13.6% 0.109 2.3% 78% False False 13,141
40 4.850 4.071 0.779 16.6% 0.120 2.6% 82% False False 11,946
60 4.850 4.011 0.839 17.8% 0.115 2.4% 83% False False 10,031
80 4.888 4.011 0.877 18.6% 0.112 2.4% 79% False False 8,359
100 4.888 4.011 0.877 18.6% 0.113 2.4% 79% False False 7,053
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.362
2.618 5.153
1.618 5.025
1.000 4.946
0.618 4.897
HIGH 4.818
0.618 4.769
0.500 4.754
0.382 4.739
LOW 4.690
0.618 4.611
1.000 4.562
1.618 4.483
2.618 4.355
4.250 4.146
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 4.754 4.770
PP 4.738 4.749
S1 4.722 4.727

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

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