NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.256 4.332 0.076 1.8% 4.310
High 4.333 4.400 0.067 1.5% 4.358
Low 4.214 4.262 0.048 1.1% 4.167
Close 4.311 4.379 0.068 1.6% 4.311
Range 0.119 0.138 0.019 16.0% 0.191
ATR 0.134 0.134 0.000 0.2% 0.000
Volume 78,150 56,074 -22,076 -28.2% 330,779
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 4.761 4.708 4.455
R3 4.623 4.570 4.417
R2 4.485 4.485 4.404
R1 4.432 4.432 4.392 4.459
PP 4.347 4.347 4.347 4.360
S1 4.294 4.294 4.366 4.321
S2 4.209 4.209 4.354
S3 4.071 4.156 4.341
S4 3.933 4.018 4.303
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 4.400 4.167 0.233 5.3% 0.126 2.9% 91% True False 63,520
10 4.786 4.167 0.619 14.1% 0.145 3.3% 34% False False 57,526
20 4.798 4.167 0.631 14.4% 0.135 3.1% 34% False False 45,623
40 4.798 4.141 0.657 15.0% 0.131 3.0% 36% False False 44,099
60 4.798 3.955 0.843 19.3% 0.130 3.0% 50% False False 35,031
80 4.930 3.955 0.975 22.3% 0.125 2.9% 43% False False 28,827
100 4.930 3.955 0.975 22.3% 0.123 2.8% 43% False False 24,281
120 4.930 3.955 0.975 22.3% 0.123 2.8% 43% False False 20,676
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.987
2.618 4.761
1.618 4.623
1.000 4.538
0.618 4.485
HIGH 4.400
0.618 4.347
0.500 4.331
0.382 4.315
LOW 4.262
0.618 4.177
1.000 4.124
1.618 4.039
2.618 3.901
4.250 3.676
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.363 4.347
PP 4.347 4.315
S1 4.331 4.284

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

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