NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.373 4.442 0.069 1.6% 4.362
High 4.498 4.518 0.020 0.4% 4.469
Low 4.353 4.392 0.039 0.9% 4.219
Close 4.465 4.464 -0.001 0.0% 4.367
Range 0.145 0.126 -0.019 -13.1% 0.250
ATR 0.129 0.129 0.000 -0.2% 0.000
Volume 11,377 13,930 2,553 22.4% 58,173
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 4.836 4.776 4.533
R3 4.710 4.650 4.499
R2 4.584 4.584 4.487
R1 4.524 4.524 4.476 4.554
PP 4.458 4.458 4.458 4.473
S1 4.398 4.398 4.452 4.428
S2 4.332 4.332 4.441
S3 4.206 4.272 4.429
S4 4.080 4.146 4.395
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.102 4.984 4.505
R3 4.852 4.734 4.436
R2 4.602 4.602 4.413
R1 4.484 4.484 4.390 4.543
PP 4.352 4.352 4.352 4.381
S1 4.234 4.234 4.344 4.293
S2 4.102 4.102 4.321
S3 3.852 3.984 4.298
S4 3.602 3.734 4.230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.518 4.219 0.299 6.7% 0.121 2.7% 82% True False 12,713
10 4.518 4.219 0.299 6.7% 0.126 2.8% 82% True False 13,524
20 4.850 4.219 0.631 14.1% 0.133 3.0% 39% False False 16,606
40 4.850 4.208 0.642 14.4% 0.125 2.8% 40% False False 14,342
60 4.850 4.011 0.839 18.8% 0.124 2.8% 54% False False 12,868
80 4.850 4.011 0.839 18.8% 0.118 2.6% 54% False False 10,866
100 4.888 4.011 0.877 19.6% 0.117 2.6% 52% False False 9,293
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.054
2.618 4.848
1.618 4.722
1.000 4.644
0.618 4.596
HIGH 4.518
0.618 4.470
0.500 4.455
0.382 4.440
LOW 4.392
0.618 4.314
1.000 4.266
1.618 4.188
2.618 4.062
4.250 3.857
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.461 4.432
PP 4.458 4.400
S1 4.455 4.369

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

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