NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 4.417 4.456 0.039 0.9% 4.355
High 4.476 4.505 0.029 0.6% 4.444
Low 4.411 4.290 -0.121 -2.7% 4.192
Close 4.469 4.405 -0.064 -1.4% 4.340
Range 0.065 0.215 0.150 230.8% 0.252
ATR 0.126 0.132 0.006 5.1% 0.000
Volume 18,149 17,600 -549 -3.0% 96,512
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 5.045 4.940 4.523
R3 4.830 4.725 4.464
R2 4.615 4.615 4.444
R1 4.510 4.510 4.425 4.455
PP 4.400 4.400 4.400 4.373
S1 4.295 4.295 4.385 4.240
S2 4.185 4.185 4.366
S3 3.970 4.080 4.346
S4 3.755 3.865 4.287
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.081 4.963 4.479
R3 4.829 4.711 4.409
R2 4.577 4.577 4.386
R1 4.459 4.459 4.363 4.392
PP 4.325 4.325 4.325 4.292
S1 4.207 4.207 4.317 4.140
S2 4.073 4.073 4.294
S3 3.821 3.955 4.271
S4 3.569 3.703 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.505 4.192 0.313 7.1% 0.146 3.3% 68% True False 19,456
10 4.505 4.192 0.313 7.1% 0.129 2.9% 68% True False 19,642
20 4.842 4.192 0.650 14.8% 0.135 3.1% 33% False False 25,068
40 4.842 4.192 0.650 14.8% 0.127 2.9% 33% False False 21,165
60 4.842 3.994 0.848 19.3% 0.127 2.9% 48% False False 17,366
80 4.842 3.994 0.848 19.3% 0.122 2.8% 48% False False 14,411
100 4.896 3.994 0.902 20.5% 0.121 2.7% 46% False False 12,379
120 4.896 3.994 0.902 20.5% 0.120 2.7% 46% False False 10,651
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.419
2.618 5.068
1.618 4.853
1.000 4.720
0.618 4.638
HIGH 4.505
0.618 4.423
0.500 4.398
0.382 4.372
LOW 4.290
0.618 4.157
1.000 4.075
1.618 3.942
2.618 3.727
4.250 3.376
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 4.403 4.403
PP 4.400 4.400
S1 4.398 4.398

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

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