NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 4.308 4.310 0.002 0.0% 4.750
High 4.410 4.358 -0.052 -1.2% 4.798
Low 4.287 4.210 -0.077 -1.8% 4.276
Close 4.297 4.216 -0.081 -1.9% 4.297
Range 0.123 0.148 0.025 20.3% 0.522
ATR 0.136 0.137 0.001 0.6% 0.000
Volume 68,156 69,252 1,096 1.6% 226,161
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 4.705 4.609 4.297
R3 4.557 4.461 4.257
R2 4.409 4.409 4.243
R1 4.313 4.313 4.230 4.287
PP 4.261 4.261 4.261 4.249
S1 4.165 4.165 4.202 4.139
S2 4.113 4.113 4.189
S3 3.965 4.017 4.175
S4 3.817 3.869 4.135
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 4.786 4.210 0.576 13.7% 0.163 3.9% 1% False True 51,532
10 4.798 4.210 0.588 13.9% 0.143 3.4% 1% False True 43,377
20 4.798 4.141 0.657 15.6% 0.133 3.2% 11% False False 46,045
40 4.798 4.019 0.779 18.5% 0.133 3.2% 25% False False 38,289
60 4.798 3.955 0.843 20.0% 0.126 3.0% 31% False False 30,603
80 4.930 3.955 0.975 23.1% 0.124 2.9% 27% False False 25,395
100 4.930 3.955 0.975 23.1% 0.123 2.9% 27% False False 21,270
120 4.930 3.955 0.975 23.1% 0.123 2.9% 27% False False 18,111
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 0.026
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.987
2.618 4.745
1.618 4.597
1.000 4.506
0.618 4.449
HIGH 4.358
0.618 4.301
0.500 4.284
0.382 4.267
LOW 4.210
0.618 4.119
1.000 4.062
1.618 3.971
2.618 3.823
4.250 3.581
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 4.284 4.424
PP 4.261 4.355
S1 4.239 4.285

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

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