NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 4.401 4.304 -0.097 -2.2% 4.376
High 4.430 4.353 -0.077 -1.7% 4.400
Low 4.270 4.297 0.027 0.6% 4.208
Close 4.294 4.316 0.022 0.5% 4.354
Range 0.160 0.056 -0.104 -65.0% 0.192
ATR 0.133 0.128 -0.005 -4.0% 0.000
Volume 14,529 20,156 5,627 38.7% 149,010
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 4.490 4.459 4.347
R3 4.434 4.403 4.331
R2 4.378 4.378 4.326
R1 4.347 4.347 4.321 4.363
PP 4.322 4.322 4.322 4.330
S1 4.291 4.291 4.311 4.307
S2 4.266 4.266 4.306
S3 4.210 4.235 4.301
S4 4.154 4.179 4.285
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.897 4.817 4.460
R3 4.705 4.625 4.407
R2 4.513 4.513 4.389
R1 4.433 4.433 4.372 4.377
PP 4.321 4.321 4.321 4.293
S1 4.241 4.241 4.336 4.185
S2 4.129 4.129 4.319
S3 3.937 4.049 4.301
S4 3.745 3.857 4.248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.444 4.208 0.236 5.5% 0.119 2.8% 46% False False 20,677
10 4.678 4.208 0.470 10.9% 0.145 3.4% 23% False False 29,013
20 4.842 4.208 0.634 14.7% 0.127 2.9% 17% False False 23,083
40 4.842 4.193 0.649 15.0% 0.128 3.0% 19% False False 19,709
60 4.842 3.994 0.848 19.6% 0.127 2.9% 38% False False 15,878
80 4.842 3.994 0.848 19.6% 0.120 2.8% 38% False False 13,237
100 4.896 3.994 0.902 20.9% 0.119 2.7% 36% False False 11,235
120 4.896 3.994 0.902 20.9% 0.118 2.7% 36% False False 9,711
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.591
2.618 4.500
1.618 4.444
1.000 4.409
0.618 4.388
HIGH 4.353
0.618 4.332
0.500 4.325
0.382 4.318
LOW 4.297
0.618 4.262
1.000 4.241
1.618 4.206
2.618 4.150
4.250 4.059
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 4.325 4.357
PP 4.322 4.343
S1 4.319 4.330

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

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