NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4.250 4.257 0.007 0.2% 4.310
High 4.305 4.264 -0.041 -1.0% 4.358
Low 4.246 4.158 -0.088 -2.1% 4.167
Close 4.266 4.161 -0.105 -2.5% 4.311
Range 0.059 0.106 0.047 79.7% 0.191
ATR 0.131 0.129 -0.002 -1.3% 0.000
Volume 68,277 44,499 -23,778 -34.8% 330,779
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4.512 4.443 4.219
R3 4.406 4.337 4.190
R2 4.300 4.300 4.180
R1 4.231 4.231 4.171 4.213
PP 4.194 4.194 4.194 4.185
S1 4.125 4.125 4.151 4.107
S2 4.088 4.088 4.142
S3 3.982 4.019 4.132
S4 3.876 3.913 4.103
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 4.158 0.242 5.8% 0.118 2.8% 1% False True 63,476
10 4.410 4.158 0.252 6.1% 0.123 3.0% 1% False True 63,816
20 4.798 4.158 0.640 15.4% 0.132 3.2% 0% False True 49,842
40 4.798 4.141 0.657 15.8% 0.132 3.2% 3% False False 47,121
60 4.798 3.955 0.843 20.3% 0.130 3.1% 24% False False 37,668
80 4.798 3.955 0.843 20.3% 0.123 3.0% 24% False False 30,714
100 4.930 3.955 0.975 23.4% 0.123 3.0% 21% False False 26,031
120 4.930 3.955 0.975 23.4% 0.123 3.0% 21% False False 22,153
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.715
2.618 4.542
1.618 4.436
1.000 4.370
0.618 4.330
HIGH 4.264
0.618 4.224
0.500 4.211
0.382 4.198
LOW 4.158
0.618 4.092
1.000 4.052
1.618 3.986
2.618 3.880
4.250 3.708
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4.211 4.274
PP 4.194 4.236
S1 4.178 4.199

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

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