NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 4.310 4.254 -0.056 -1.3% 4.750
High 4.358 4.332 -0.026 -0.6% 4.798
Low 4.210 4.224 0.014 0.3% 4.276
Close 4.216 4.303 0.087 2.1% 4.297
Range 0.148 0.108 -0.040 -27.0% 0.522
ATR 0.137 0.136 -0.002 -1.1% 0.000
Volume 69,252 65,241 -4,011 -5.8% 226,161
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 4.610 4.565 4.362
R3 4.502 4.457 4.333
R2 4.394 4.394 4.323
R1 4.349 4.349 4.313 4.372
PP 4.286 4.286 4.286 4.298
S1 4.241 4.241 4.293 4.264
S2 4.178 4.178 4.283
S3 4.070 4.133 4.273
S4 3.962 4.025 4.244
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.023 5.682 4.584
R3 5.501 5.160 4.441
R2 4.979 4.979 4.393
R1 4.638 4.638 4.345 4.548
PP 4.457 4.457 4.457 4.412
S1 4.116 4.116 4.249 4.026
S2 3.935 3.935 4.201
S3 3.413 3.594 4.153
S4 2.891 3.072 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.753 4.210 0.543 12.6% 0.173 4.0% 17% False False 56,151
10 4.798 4.210 0.588 13.7% 0.145 3.4% 16% False False 47,779
20 4.798 4.204 0.594 13.8% 0.131 3.0% 17% False False 45,403
40 4.798 4.019 0.779 18.1% 0.133 3.1% 36% False False 39,412
60 4.798 3.955 0.843 19.6% 0.127 2.9% 41% False False 31,437
80 4.930 3.955 0.975 22.7% 0.124 2.9% 36% False False 26,043
100 4.930 3.955 0.975 22.7% 0.124 2.9% 36% False False 21,896
120 4.930 3.955 0.975 22.7% 0.123 2.9% 36% False False 18,639
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.791
2.618 4.615
1.618 4.507
1.000 4.440
0.618 4.399
HIGH 4.332
0.618 4.291
0.500 4.278
0.382 4.265
LOW 4.224
0.618 4.157
1.000 4.116
1.618 4.049
2.618 3.941
4.250 3.765
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 4.295 4.310
PP 4.286 4.308
S1 4.278 4.305

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

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