NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 4.633 4.308 -0.325 -7.0% 4.750
High 4.638 4.410 -0.228 -4.9% 4.798
Low 4.276 4.287 0.011 0.3% 4.276
Close 4.331 4.297 -0.034 -0.8% 4.297
Range 0.362 0.123 -0.239 -66.0% 0.522
ATR 0.137 0.136 -0.001 -0.8% 0.000
Volume 46,784 68,156 21,372 45.7% 226,161
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 4.700 4.622 4.365
R3 4.577 4.499 4.331
R2 4.454 4.454 4.320
R1 4.376 4.376 4.308 4.354
PP 4.331 4.331 4.331 4.320
S1 4.253 4.253 4.286 4.231
S2 4.208 4.208 4.274
S3 4.085 4.130 4.263
S4 3.962 4.007 4.229
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.023 5.682 4.584
R3 5.501 5.160 4.441
R2 4.979 4.979 4.393
R1 4.638 4.638 4.345 4.548
PP 4.457 4.457 4.457 4.412
S1 4.116 4.116 4.249 4.026
S2 3.935 3.935 4.201
S3 3.413 3.594 4.153
S4 2.891 3.072 4.010
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% 0.152 3.5% 4% False False 45,232
10 4.798 4.276 0.522 12.1% 0.137 3.2% 4% False False 39,857
20 4.798 4.141 0.657 15.3% 0.128 3.0% 24% False False 48,528
40 4.798 4.012 0.786 18.3% 0.133 3.1% 36% False False 37,090
60 4.798 3.955 0.843 19.6% 0.125 2.9% 41% False False 29,680
80 4.930 3.955 0.975 22.7% 0.123 2.9% 35% False False 24,659
100 4.930 3.955 0.975 22.7% 0.123 2.9% 35% False False 20,607
120 4.930 3.955 0.975 22.7% 0.123 2.9% 35% False False 17,545
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.933
2.618 4.732
1.618 4.609
1.000 4.533
0.618 4.486
HIGH 4.410
0.618 4.363
0.500 4.349
0.382 4.334
LOW 4.287
0.618 4.211
1.000 4.164
1.618 4.088
2.618 3.965
4.250 3.764
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 4.349 4.515
PP 4.331 4.442
S1 4.314 4.370

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

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