NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4.252 4.256 0.004 0.1% 4.310
High 4.296 4.333 0.037 0.9% 4.358
Low 4.167 4.214 0.047 1.1% 4.167
Close 4.256 4.311 0.055 1.3% 4.311
Range 0.129 0.119 -0.010 -7.8% 0.191
ATR 0.135 0.134 -0.001 -0.9% 0.000
Volume 64,105 78,150 14,045 21.9% 330,779
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.643 4.596 4.376
R3 4.524 4.477 4.344
R2 4.405 4.405 4.333
R1 4.358 4.358 4.322 4.382
PP 4.286 4.286 4.286 4.298
S1 4.239 4.239 4.300 4.263
S2 4.167 4.167 4.289
S3 4.048 4.120 4.278
S4 3.929 4.001 4.246
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.852 4.772 4.416
R3 4.661 4.581 4.364
R2 4.470 4.470 4.346
R1 4.390 4.390 4.329 4.430
PP 4.279 4.279 4.279 4.299
S1 4.199 4.199 4.293 4.239
S2 4.088 4.088 4.276
S3 3.897 4.008 4.258
S4 3.706 3.817 4.206
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.358 4.167 0.191 4.4% 0.128 3.0% 75% False False 66,155
10 4.798 4.167 0.631 14.6% 0.140 3.2% 23% False False 55,694
20 4.798 4.167 0.631 14.6% 0.131 3.0% 23% False False 44,838
40 4.798 4.141 0.657 15.2% 0.129 3.0% 26% False False 43,246
60 4.798 3.955 0.843 19.6% 0.129 3.0% 42% False False 34,224
80 4.930 3.955 0.975 22.6% 0.125 2.9% 37% False False 28,216
100 4.930 3.955 0.975 22.6% 0.123 2.8% 37% False False 23,752
120 4.930 3.955 0.975 22.6% 0.123 2.8% 37% False False 20,226
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.839
2.618 4.645
1.618 4.526
1.000 4.452
0.618 4.407
HIGH 4.333
0.618 4.288
0.500 4.274
0.382 4.259
LOW 4.214
0.618 4.140
1.000 4.095
1.618 4.021
2.618 3.902
4.250 3.708
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4.299 4.293
PP 4.286 4.276
S1 4.274 4.258

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

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