NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 4.358 4.250 -0.108 -2.5% 4.310
High 4.389 4.305 -0.084 -1.9% 4.358
Low 4.223 4.246 0.023 0.5% 4.167
Close 4.246 4.266 0.020 0.5% 4.311
Range 0.166 0.059 -0.107 -64.5% 0.191
ATR 0.137 0.131 -0.006 -4.1% 0.000
Volume 70,382 68,277 -2,105 -3.0% 330,779
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 4.449 4.417 4.298
R3 4.390 4.358 4.282
R2 4.331 4.331 4.277
R1 4.299 4.299 4.271 4.315
PP 4.272 4.272 4.272 4.281
S1 4.240 4.240 4.261 4.256
S2 4.213 4.213 4.255
S3 4.154 4.181 4.250
S4 4.095 4.122 4.234
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% 0.122 2.9% 42% False False 67,397
10 4.638 4.167 0.471 11.0% 0.149 3.5% 21% False False 64,045
20 4.798 4.167 0.631 14.8% 0.130 3.0% 16% False False 49,206
40 4.798 4.141 0.657 15.4% 0.131 3.1% 19% False False 46,585
60 4.798 3.955 0.843 19.8% 0.130 3.1% 37% False False 37,050
80 4.798 3.955 0.843 19.8% 0.124 2.9% 37% False False 30,262
100 4.930 3.955 0.975 22.9% 0.123 2.9% 32% False False 25,607
120 4.930 3.955 0.975 22.9% 0.123 2.9% 32% False False 21,801
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 4.556
2.618 4.459
1.618 4.400
1.000 4.364
0.618 4.341
HIGH 4.305
0.618 4.282
0.500 4.276
0.382 4.269
LOW 4.246
0.618 4.210
1.000 4.187
1.618 4.151
2.618 4.092
4.250 3.995
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 4.276 4.312
PP 4.272 4.296
S1 4.269 4.281

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

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