NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 4.254 4.330 0.076 1.8% 4.750
High 4.332 4.349 0.017 0.4% 4.798
Low 4.224 4.213 -0.011 -0.3% 4.276
Close 4.303 4.241 -0.062 -1.4% 4.297
Range 0.108 0.136 0.028 25.9% 0.522
ATR 0.136 0.136 0.000 0.0% 0.000
Volume 65,241 54,031 -11,210 -17.2% 226,161
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 4.676 4.594 4.316
R3 4.540 4.458 4.278
R2 4.404 4.404 4.266
R1 4.322 4.322 4.253 4.295
PP 4.268 4.268 4.268 4.254
S1 4.186 4.186 4.229 4.159
S2 4.132 4.132 4.216
S3 3.996 4.050 4.204
S4 3.860 3.914 4.166
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 4.638 4.210 0.428 10.1% 0.175 4.1% 7% False False 60,692
10 4.798 4.210 0.588 13.9% 0.149 3.5% 5% False False 50,509
20 4.798 4.204 0.594 14.0% 0.133 3.1% 6% False False 44,467
40 4.798 4.124 0.674 15.9% 0.132 3.1% 17% False False 40,418
60 4.798 3.955 0.843 19.9% 0.128 3.0% 34% False False 32,121
80 4.930 3.955 0.975 23.0% 0.125 2.9% 29% False False 26,591
100 4.930 3.955 0.975 23.0% 0.124 2.9% 29% False False 22,405
120 4.930 3.955 0.975 23.0% 0.123 2.9% 29% False False 19,073
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.927
2.618 4.705
1.618 4.569
1.000 4.485
0.618 4.433
HIGH 4.349
0.618 4.297
0.500 4.281
0.382 4.265
LOW 4.213
0.618 4.129
1.000 4.077
1.618 3.993
2.618 3.857
4.250 3.635
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 4.281 4.284
PP 4.268 4.270
S1 4.254 4.255

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

View Archives - Comment on this page... - Back to Index of Symbols