NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 4.160 4.293 0.133 3.2% 4.332
High 4.320 4.428 0.108 2.5% 4.400
Low 4.140 4.276 0.136 3.3% 4.140
Close 4.290 4.393 0.103 2.4% 4.290
Range 0.180 0.152 -0.028 -15.6% 0.260
ATR 0.133 0.134 0.001 1.0% 0.000
Volume 91,888 80,781 -11,107 -12.1% 331,120
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 4.822 4.759 4.477
R3 4.670 4.607 4.435
R2 4.518 4.518 4.421
R1 4.455 4.455 4.407 4.487
PP 4.366 4.366 4.366 4.381
S1 4.303 4.303 4.379 4.335
S2 4.214 4.214 4.365
S3 4.062 4.151 4.351
S4 3.910 3.999 4.309
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 4.428 4.140 0.288 6.6% 0.133 3.0% 88% True False 71,165
10 4.428 4.140 0.288 6.6% 0.129 2.9% 88% True False 67,342
20 4.798 4.140 0.658 15.0% 0.136 3.1% 38% False False 55,360
40 4.798 4.140 0.658 15.0% 0.131 3.0% 38% False False 50,096
60 4.798 3.955 0.843 19.2% 0.131 3.0% 52% False False 40,267
80 4.798 3.955 0.843 19.2% 0.124 2.8% 52% False False 32,675
100 4.930 3.955 0.975 22.2% 0.124 2.8% 45% False False 27,709
120 4.930 3.955 0.975 22.2% 0.123 2.8% 45% False False 23,574
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.074
2.618 4.826
1.618 4.674
1.000 4.580
0.618 4.522
HIGH 4.428
0.618 4.370
0.500 4.352
0.382 4.334
LOW 4.276
0.618 4.182
1.000 4.124
1.618 4.030
2.618 3.878
4.250 3.630
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 4.379 4.357
PP 4.366 4.320
S1 4.352 4.284

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

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