NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 4.332 4.358 0.026 0.6% 4.310
High 4.400 4.389 -0.011 -0.3% 4.358
Low 4.262 4.223 -0.039 -0.9% 4.167
Close 4.379 4.246 -0.133 -3.0% 4.311
Range 0.138 0.166 0.028 20.3% 0.191
ATR 0.134 0.137 0.002 1.7% 0.000
Volume 56,074 70,382 14,308 25.5% 330,779
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 4.784 4.681 4.337
R3 4.618 4.515 4.292
R2 4.452 4.452 4.276
R1 4.349 4.349 4.261 4.318
PP 4.286 4.286 4.286 4.270
S1 4.183 4.183 4.231 4.152
S2 4.120 4.120 4.216
S3 3.954 4.017 4.200
S4 3.788 3.851 4.155
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 5.5% 0.138 3.2% 34% False False 64,548
10 4.753 4.167 0.586 13.8% 0.155 3.7% 13% False False 60,350
20 4.798 4.167 0.631 14.9% 0.134 3.2% 13% False False 47,283
40 4.798 4.141 0.657 15.5% 0.132 3.1% 16% False False 45,408
60 4.798 3.955 0.843 19.9% 0.132 3.1% 35% False False 36,007
80 4.930 3.955 0.975 23.0% 0.126 3.0% 30% False False 29,578
100 4.930 3.955 0.975 23.0% 0.123 2.9% 30% False False 24,947
120 4.930 3.955 0.975 23.0% 0.123 2.9% 30% False False 21,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.095
2.618 4.824
1.618 4.658
1.000 4.555
0.618 4.492
HIGH 4.389
0.618 4.326
0.500 4.306
0.382 4.286
LOW 4.223
0.618 4.120
1.000 4.057
1.618 3.954
2.618 3.788
4.250 3.518
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 4.306 4.307
PP 4.286 4.287
S1 4.266 4.266

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

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