NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 4.763 4.738 -0.025 -0.5% 4.545
High 4.786 4.753 -0.033 -0.7% 4.766
Low 4.728 4.629 -0.099 -2.1% 4.464
Close 4.738 4.644 -0.094 -2.0% 4.761
Range 0.058 0.124 0.066 113.8% 0.302
ATR 0.119 0.120 0.000 0.3% 0.000
Volume 42,145 31,326 -10,819 -25.7% 172,413
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 5.047 4.970 4.712
R3 4.923 4.846 4.678
R2 4.799 4.799 4.667
R1 4.722 4.722 4.655 4.699
PP 4.675 4.675 4.675 4.664
S1 4.598 4.598 4.633 4.575
S2 4.551 4.551 4.621
S3 4.427 4.474 4.610
S4 4.303 4.350 4.576
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 4.471 0.327 7.0% 0.122 2.6% 53% False False 40,325
10 4.798 4.387 0.411 8.9% 0.111 2.4% 63% False False 34,367
20 4.798 4.141 0.657 14.1% 0.116 2.5% 77% False False 47,064
40 4.798 4.000 0.798 17.2% 0.126 2.7% 81% False False 35,408
60 4.798 3.955 0.843 18.2% 0.120 2.6% 82% False False 28,330
80 4.930 3.955 0.975 21.0% 0.121 2.6% 71% False False 23,489
100 4.930 3.955 0.975 21.0% 0.120 2.6% 71% False False 19,514
120 4.930 3.955 0.975 21.0% 0.121 2.6% 71% False False 16,612
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.280
2.618 5.078
1.618 4.954
1.000 4.877
0.618 4.830
HIGH 4.753
0.618 4.706
0.500 4.691
0.382 4.676
LOW 4.629
0.618 4.552
1.000 4.505
1.618 4.428
2.618 4.304
4.250 4.102
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 4.691 4.714
PP 4.675 4.690
S1 4.660 4.667

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

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