NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 4.389 4.391 0.002 0.0% 4.332
High 4.446 4.434 -0.012 -0.3% 4.400
Low 4.312 4.363 0.051 1.2% 4.140
Close 4.391 4.423 0.032 0.7% 4.290
Range 0.134 0.071 -0.063 -47.0% 0.260
ATR 0.134 0.130 -0.005 -3.4% 0.000
Volume 87,611 77,628 -9,983 -11.4% 331,120
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 4.620 4.592 4.462
R3 4.549 4.521 4.443
R2 4.478 4.478 4.436
R1 4.450 4.450 4.430 4.464
PP 4.407 4.407 4.407 4.414
S1 4.379 4.379 4.416 4.393
S2 4.336 4.336 4.410
S3 4.265 4.308 4.403
S4 4.194 4.237 4.384
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 6.9% 0.129 2.9% 92% False False 76,481
10 4.446 4.140 0.306 6.9% 0.125 2.8% 92% False False 71,939
20 4.798 4.140 0.658 14.9% 0.137 3.1% 43% False False 61,224
40 4.798 4.140 0.658 14.9% 0.128 2.9% 43% False False 52,923
60 4.798 3.955 0.843 19.1% 0.129 2.9% 56% False False 42,552
80 4.798 3.955 0.843 19.1% 0.123 2.8% 56% False False 34,609
100 4.930 3.955 0.975 22.0% 0.124 2.8% 48% False False 29,312
120 4.930 3.955 0.975 22.0% 0.123 2.8% 48% False False 24,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.736
2.618 4.620
1.618 4.549
1.000 4.505
0.618 4.478
HIGH 4.434
0.618 4.407
0.500 4.399
0.382 4.390
LOW 4.363
0.618 4.319
1.000 4.292
1.618 4.248
2.618 4.177
4.250 4.061
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 4.415 4.402
PP 4.407 4.382
S1 4.399 4.361

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

View Archives - Comment on this page... - Back to Index of Symbols