NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.293 4.389 0.096 2.2% 4.332
High 4.428 4.446 0.018 0.4% 4.400
Low 4.276 4.312 0.036 0.8% 4.140
Close 4.393 4.391 -0.002 0.0% 4.290
Range 0.152 0.134 -0.018 -11.8% 0.260
ATR 0.134 0.134 0.000 0.0% 0.000
Volume 80,781 87,611 6,830 8.5% 331,120
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 4.785 4.722 4.465
R3 4.651 4.588 4.428
R2 4.517 4.517 4.416
R1 4.454 4.454 4.403 4.486
PP 4.383 4.383 4.383 4.399
S1 4.320 4.320 4.379 4.352
S2 4.249 4.249 4.366
S3 4.115 4.186 4.354
S4 3.981 4.052 4.317
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 4.446 4.140 0.306 7.0% 0.126 2.9% 82% True False 74,611
10 4.446 4.140 0.306 7.0% 0.132 3.0% 82% True False 69,579
20 4.798 4.140 0.658 15.0% 0.138 3.2% 38% False False 58,679
40 4.798 4.140 0.658 15.0% 0.131 3.0% 38% False False 51,600
60 4.798 3.955 0.843 19.2% 0.130 3.0% 52% False False 41,469
80 4.798 3.955 0.843 19.2% 0.124 2.8% 52% False False 33,694
100 4.930 3.955 0.975 22.2% 0.125 2.8% 45% False False 28,566
120 4.930 3.955 0.975 22.2% 0.124 2.8% 45% False False 24,287
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 0.031
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.016
2.618 4.797
1.618 4.663
1.000 4.580
0.618 4.529
HIGH 4.446
0.618 4.395
0.500 4.379
0.382 4.363
LOW 4.312
0.618 4.229
1.000 4.178
1.618 4.095
2.618 3.961
4.250 3.743
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.387 4.358
PP 4.383 4.326
S1 4.379 4.293

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

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