NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 4.643 4.750 0.107 2.3% 4.545
High 4.766 4.798 0.032 0.7% 4.766
Low 4.618 4.707 0.089 1.9% 4.464
Close 4.761 4.763 0.002 0.0% 4.761
Range 0.148 0.091 -0.057 -38.5% 0.302
ATR 0.127 0.124 -0.003 -2.0% 0.000
Volume 65,126 37,750 -27,376 -42.0% 172,413
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 5.029 4.987 4.813
R3 4.938 4.896 4.788
R2 4.847 4.847 4.780
R1 4.805 4.805 4.771 4.826
PP 4.756 4.756 4.756 4.767
S1 4.714 4.714 4.755 4.735
S2 4.665 4.665 4.746
S3 4.574 4.623 4.738
S4 4.483 4.532 4.713
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.570 5.467 4.927
R3 5.268 5.165 4.844
R2 4.966 4.966 4.816
R1 4.863 4.863 4.789 4.915
PP 4.664 4.664 4.664 4.689
S1 4.561 4.561 4.733 4.613
S2 4.362 4.362 4.706
S3 4.060 4.259 4.678
S4 3.758 3.957 4.595
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.798 4.464 0.334 7.0% 0.122 2.6% 90% True False 35,222
10 4.798 4.220 0.578 12.1% 0.125 2.6% 94% True False 33,721
20 4.798 4.141 0.657 13.8% 0.117 2.5% 95% True False 46,852
40 4.798 3.955 0.843 17.7% 0.129 2.7% 96% True False 34,835
60 4.798 3.955 0.843 17.7% 0.121 2.5% 96% True False 27,445
80 4.930 3.955 0.975 20.5% 0.122 2.6% 83% False False 22,728
100 4.930 3.955 0.975 20.5% 0.122 2.6% 83% False False 18,861
120 4.930 3.955 0.975 20.5% 0.122 2.6% 83% False False 16,020
Crabel Price Patterns
NR True
NR4 True
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 0.030
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.185
2.618 5.036
1.618 4.945
1.000 4.889
0.618 4.854
HIGH 4.798
0.618 4.763
0.500 4.753
0.382 4.742
LOW 4.707
0.618 4.651
1.000 4.616
1.618 4.560
2.618 4.469
4.250 4.320
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 4.760 4.720
PP 4.756 4.677
S1 4.753 4.635

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

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