NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 4.330 4.252 -0.078 -1.8% 4.750
High 4.349 4.296 -0.053 -1.2% 4.798
Low 4.213 4.167 -0.046 -1.1% 4.276
Close 4.241 4.256 0.015 0.4% 4.297
Range 0.136 0.129 -0.007 -5.1% 0.522
ATR 0.136 0.135 0.000 -0.4% 0.000
Volume 54,031 64,105 10,074 18.6% 226,161
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 4.627 4.570 4.327
R3 4.498 4.441 4.291
R2 4.369 4.369 4.280
R1 4.312 4.312 4.268 4.341
PP 4.240 4.240 4.240 4.254
S1 4.183 4.183 4.244 4.212
S2 4.111 4.111 4.232
S3 3.982 4.054 4.221
S4 3.853 3.925 4.185
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 4.410 4.167 0.243 5.7% 0.129 3.0% 37% False True 64,157
10 4.798 4.167 0.631 14.8% 0.143 3.4% 14% False True 54,391
20 4.798 4.167 0.631 14.8% 0.135 3.2% 14% False True 44,811
40 4.798 4.141 0.657 15.4% 0.132 3.1% 18% False False 41,670
60 4.798 3.955 0.843 19.8% 0.128 3.0% 36% False False 33,067
80 4.930 3.955 0.975 22.9% 0.125 2.9% 31% False False 27,328
100 4.930 3.955 0.975 22.9% 0.124 2.9% 31% False False 23,010
120 4.930 3.955 0.975 22.9% 0.123 2.9% 31% False False 19,590
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.844
2.618 4.634
1.618 4.505
1.000 4.425
0.618 4.376
HIGH 4.296
0.618 4.247
0.500 4.232
0.382 4.216
LOW 4.167
0.618 4.087
1.000 4.038
1.618 3.958
2.618 3.829
4.250 3.619
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 4.248 4.258
PP 4.240 4.257
S1 4.232 4.257

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

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