NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4.234 4.135 -0.099 -2.3% 4.367
High 4.234 4.204 -0.030 -0.7% 4.430
Low 4.138 4.129 -0.009 -0.2% 4.138
Close 4.145 4.188 0.043 1.0% 4.145
Range 0.096 0.075 -0.021 -21.9% 0.292
ATR 0.129 0.125 -0.004 -3.0% 0.000
Volume 75,240 73,755 -1,485 -2.0% 390,583
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.399 4.368 4.229
R3 4.324 4.293 4.209
R2 4.249 4.249 4.202
R1 4.218 4.218 4.195 4.234
PP 4.174 4.174 4.174 4.181
S1 4.143 4.143 4.181 4.159
S2 4.099 4.099 4.174
S3 4.024 4.068 4.167
S4 3.949 3.993 4.147
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.114 4.921 4.306
R3 4.822 4.629 4.225
R2 4.530 4.530 4.199
R1 4.337 4.337 4.172 4.288
PP 4.238 4.238 4.238 4.213
S1 4.045 4.045 4.118 3.996
S2 3.946 3.946 4.091
S3 3.654 3.753 4.065
S4 3.362 3.461 3.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.379 4.129 0.250 6.0% 0.094 2.2% 24% False True 80,903
10 4.573 4.129 0.444 10.6% 0.116 2.8% 13% False True 69,411
20 4.586 4.067 0.519 12.4% 0.129 3.1% 23% False False 60,068
40 5.011 4.067 0.944 22.5% 0.134 3.2% 13% False False 49,486
60 5.011 4.067 0.944 22.5% 0.133 3.2% 13% False False 39,949
80 5.011 4.067 0.944 22.5% 0.130 3.1% 13% False False 33,603
100 5.011 4.067 0.944 22.5% 0.131 3.1% 13% False False 28,968
120 5.011 4.011 1.000 23.9% 0.126 3.0% 18% False False 25,254
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.034
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.523
2.618 4.400
1.618 4.325
1.000 4.279
0.618 4.250
HIGH 4.204
0.618 4.175
0.500 4.167
0.382 4.158
LOW 4.129
0.618 4.083
1.000 4.054
1.618 4.008
2.618 3.933
4.250 3.810
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4.181 4.234
PP 4.174 4.219
S1 4.167 4.203

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

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