NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 4.738 4.633 -0.105 -2.2% 4.545
High 4.753 4.638 -0.115 -2.4% 4.766
Low 4.629 4.276 -0.353 -7.6% 4.464
Close 4.644 4.331 -0.313 -6.7% 4.761
Range 0.124 0.362 0.238 191.9% 0.302
ATR 0.120 0.137 0.018 14.8% 0.000
Volume 31,326 46,784 15,458 49.3% 172,413
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 5.501 5.278 4.530
R3 5.139 4.916 4.431
R2 4.777 4.777 4.397
R1 4.554 4.554 4.364 4.485
PP 4.415 4.415 4.415 4.380
S1 4.192 4.192 4.298 4.123
S2 4.053 4.053 4.265
S3 3.691 3.830 4.231
S4 3.329 3.468 4.132
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 4.276 0.522 12.1% 0.157 3.6% 11% False True 44,626
10 4.798 4.276 0.522 12.1% 0.141 3.2% 11% False True 35,868
20 4.798 4.141 0.657 15.2% 0.128 3.0% 29% False False 47,756
40 4.798 4.000 0.798 18.4% 0.133 3.1% 41% False False 35,870
60 4.798 3.955 0.843 19.5% 0.125 2.9% 45% False False 28,835
80 4.930 3.955 0.975 22.5% 0.124 2.9% 39% False False 23,939
100 4.930 3.955 0.975 22.5% 0.123 2.8% 39% False False 19,943
120 4.930 3.955 0.975 22.5% 0.123 2.8% 39% False False 16,990
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 135 trading days
Fibonacci Retracements and Extensions
4.250 6.177
2.618 5.586
1.618 5.224
1.000 5.000
0.618 4.862
HIGH 4.638
0.618 4.500
0.500 4.457
0.382 4.414
LOW 4.276
0.618 4.052
1.000 3.914
1.618 3.690
2.618 3.328
4.250 2.738
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4.457 4.531
PP 4.415 4.464
S1 4.373 4.398

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

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