NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.257 4.160 -0.097 -2.3% 4.332
High 4.264 4.320 0.056 1.3% 4.400
Low 4.158 4.140 -0.018 -0.4% 4.140
Close 4.161 4.290 0.129 3.1% 4.290
Range 0.106 0.180 0.074 69.8% 0.260
ATR 0.129 0.133 0.004 2.8% 0.000
Volume 44,499 91,888 47,389 106.5% 331,120
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 4.790 4.720 4.389
R3 4.610 4.540 4.340
R2 4.430 4.430 4.323
R1 4.360 4.360 4.307 4.395
PP 4.250 4.250 4.250 4.268
S1 4.180 4.180 4.274 4.215
S2 4.070 4.070 4.257
S3 3.890 4.000 4.241
S4 3.710 3.820 4.191
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.057 4.933 4.433
R3 4.797 4.673 4.362
R2 4.537 4.537 4.338
R1 4.413 4.413 4.314 4.345
PP 4.277 4.277 4.277 4.243
S1 4.153 4.153 4.266 4.085
S2 4.017 4.017 4.242
S3 3.757 3.893 4.219
S4 3.497 3.633 4.147
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.400 4.140 0.260 6.1% 0.130 3.0% 58% False True 66,224
10 4.400 4.140 0.260 6.1% 0.129 3.0% 58% False True 66,189
20 4.798 4.140 0.658 15.3% 0.133 3.1% 23% False True 53,023
40 4.798 4.140 0.658 15.3% 0.132 3.1% 23% False True 48,754
60 4.798 3.955 0.843 19.7% 0.131 3.1% 40% False False 39,091
80 4.798 3.955 0.843 19.7% 0.124 2.9% 40% False False 31,792
100 4.930 3.955 0.975 22.7% 0.124 2.9% 34% False False 26,937
120 4.930 3.955 0.975 22.7% 0.123 2.9% 34% False False 22,916
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.085
2.618 4.791
1.618 4.611
1.000 4.500
0.618 4.431
HIGH 4.320
0.618 4.251
0.500 4.230
0.382 4.209
LOW 4.140
0.618 4.029
1.000 3.960
1.618 3.849
2.618 3.669
4.250 3.375
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.270 4.270
PP 4.250 4.250
S1 4.230 4.230

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

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