NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 4.391 4.405 0.014 0.3% 4.332
High 4.434 4.459 0.025 0.6% 4.400
Low 4.363 4.232 -0.131 -3.0% 4.140
Close 4.423 4.360 -0.063 -1.4% 4.290
Range 0.071 0.227 0.156 219.7% 0.260
ATR 0.130 0.137 0.007 5.3% 0.000
Volume 77,628 73,234 -4,394 -5.7% 331,120
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 5.031 4.923 4.485
R3 4.804 4.696 4.422
R2 4.577 4.577 4.402
R1 4.469 4.469 4.381 4.410
PP 4.350 4.350 4.350 4.321
S1 4.242 4.242 4.339 4.183
S2 4.123 4.123 4.318
S3 3.896 4.015 4.298
S4 3.669 3.788 4.235
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 4.459 4.140 0.319 7.3% 0.153 3.5% 69% True False 82,228
10 4.459 4.140 0.319 7.3% 0.135 3.1% 69% True False 72,852
20 4.798 4.140 0.658 15.1% 0.139 3.2% 33% False False 63,622
40 4.798 4.140 0.658 15.1% 0.131 3.0% 33% False False 54,211
60 4.798 3.955 0.843 19.3% 0.131 3.0% 48% False False 43,517
80 4.798 3.955 0.843 19.3% 0.125 2.9% 48% False False 35,448
100 4.930 3.955 0.975 22.4% 0.126 2.9% 42% False False 30,021
120 4.930 3.955 0.975 22.4% 0.125 2.9% 42% False False 25,508
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 0.033
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.424
2.618 5.053
1.618 4.826
1.000 4.686
0.618 4.599
HIGH 4.459
0.618 4.372
0.500 4.346
0.382 4.319
LOW 4.232
0.618 4.092
1.000 4.005
1.618 3.865
2.618 3.638
4.250 3.267
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 4.355 4.355
PP 4.350 4.350
S1 4.346 4.346

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

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