NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 4.750 4.763 0.013 0.3% 4.545
High 4.798 4.786 -0.012 -0.3% 4.766
Low 4.707 4.728 0.021 0.4% 4.464
Close 4.763 4.738 -0.025 -0.5% 4.761
Range 0.091 0.058 -0.033 -36.3% 0.302
ATR 0.124 0.119 -0.005 -3.8% 0.000
Volume 37,750 42,145 4,395 11.6% 172,413
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 4.925 4.889 4.770
R3 4.867 4.831 4.754
R2 4.809 4.809 4.749
R1 4.773 4.773 4.743 4.762
PP 4.751 4.751 4.751 4.745
S1 4.715 4.715 4.733 4.704
S2 4.693 4.693 4.727
S3 4.635 4.657 4.722
S4 4.577 4.599 4.706
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 4.466 0.332 7.0% 0.117 2.5% 82% False False 39,407
10 4.798 4.253 0.545 11.5% 0.113 2.4% 89% False False 34,216
20 4.798 4.141 0.657 13.9% 0.114 2.4% 91% False False 47,620
40 4.798 4.000 0.798 16.8% 0.126 2.7% 92% False False 35,411
60 4.798 3.955 0.843 17.8% 0.121 2.6% 93% False False 27,998
80 4.930 3.955 0.975 20.6% 0.120 2.5% 80% False False 23,199
100 4.930 3.955 0.975 20.6% 0.121 2.6% 80% False False 19,257
120 4.930 3.955 0.975 20.6% 0.121 2.6% 80% False False 16,361
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.033
2.618 4.938
1.618 4.880
1.000 4.844
0.618 4.822
HIGH 4.786
0.618 4.764
0.500 4.757
0.382 4.750
LOW 4.728
0.618 4.692
1.000 4.670
1.618 4.634
2.618 4.576
4.250 4.482
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 4.757 4.728
PP 4.751 4.718
S1 4.744 4.708

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

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