NYMEX Natural Gas Future December 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 4.820 4.775 -0.045 -0.9% 4.974
High 4.854 4.783 -0.071 -1.5% 5.005
Low 4.759 4.728 -0.031 -0.7% 4.728
Close 4.787 4.754 -0.033 -0.7% 4.754
Range 0.095 0.055 -0.040 -42.1% 0.277
ATR 0.106 0.102 -0.003 -3.2% 0.000
Volume 4,666 6,553 1,887 40.4% 27,204
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.920 4.892 4.784
R3 4.865 4.837 4.769
R2 4.810 4.810 4.764
R1 4.782 4.782 4.759 4.769
PP 4.755 4.755 4.755 4.748
S1 4.727 4.727 4.749 4.714
S2 4.700 4.700 4.744
S3 4.645 4.672 4.739
S4 4.590 4.617 4.724
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.660 5.484 4.906
R3 5.383 5.207 4.830
R2 5.106 5.106 4.805
R1 4.930 4.930 4.779 4.880
PP 4.829 4.829 4.829 4.804
S1 4.653 4.653 4.729 4.603
S2 4.552 4.552 4.703
S3 4.275 4.376 4.678
S4 3.998 4.099 4.602
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.005 4.728 0.277 5.8% 0.080 1.7% 9% False True 5,440
10 5.145 4.728 0.417 8.8% 0.107 2.2% 6% False True 5,709
20 5.145 4.613 0.532 11.2% 0.107 2.3% 27% False False 5,027
40 5.145 4.511 0.634 13.3% 0.097 2.0% 38% False False 3,865
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 0.019
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5.017
2.618 4.927
1.618 4.872
1.000 4.838
0.618 4.817
HIGH 4.783
0.618 4.762
0.500 4.756
0.382 4.749
LOW 4.728
0.618 4.694
1.000 4.673
1.618 4.639
2.618 4.584
4.250 4.494
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.756 4.832
PP 4.755 4.806
S1 4.755 4.780

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

View Archives - Comment on this page... - Back to Index of Symbols