NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 4.402 4.546 0.144 3.3% 4.231
High 4.555 4.612 0.057 1.3% 4.555
Low 4.383 4.482 0.099 2.3% 4.182
Close 4.505 4.546 0.041 0.9% 4.505
Range 0.172 0.130 -0.042 -24.4% 0.373
ATR 0.141 0.140 -0.001 -0.5% 0.000
Volume 134,576 109,015 -25,561 -19.0% 563,992
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.937 4.871 4.618
R3 4.807 4.741 4.582
R2 4.677 4.677 4.570
R1 4.611 4.611 4.558 4.611
PP 4.547 4.547 4.547 4.547
S1 4.481 4.481 4.534 4.481
S2 4.417 4.417 4.522
S3 4.287 4.351 4.510
S4 4.157 4.221 4.475
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.533 5.392 4.710
R3 5.160 5.019 4.608
R2 4.787 4.787 4.573
R1 4.646 4.646 4.539 4.717
PP 4.414 4.414 4.414 4.449
S1 4.273 4.273 4.471 4.344
S2 4.041 4.041 4.437
S3 3.668 3.900 4.402
S4 3.295 3.527 4.300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.612 4.223 0.389 8.6% 0.138 3.0% 83% True False 113,607
10 4.612 4.064 0.548 12.1% 0.144 3.2% 88% True False 106,319
20 4.612 4.064 0.548 12.1% 0.134 2.9% 88% True False 89,277
40 5.000 4.064 0.936 20.6% 0.143 3.1% 51% False False 66,037
60 5.000 4.064 0.936 20.6% 0.138 3.0% 51% False False 51,874
80 5.000 4.064 0.936 20.6% 0.136 3.0% 51% False False 43,079
100 5.000 3.994 1.006 22.1% 0.133 2.9% 55% False False 36,148
120 5.000 3.994 1.006 22.1% 0.127 2.8% 55% False False 31,013
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.165
2.618 4.952
1.618 4.822
1.000 4.742
0.618 4.692
HIGH 4.612
0.618 4.562
0.500 4.547
0.382 4.532
LOW 4.482
0.618 4.402
1.000 4.352
1.618 4.272
2.618 4.142
4.250 3.930
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 4.547 4.508
PP 4.547 4.470
S1 4.546 4.432

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

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