NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 4.405 4.374 -0.031 -0.7% 4.293
High 4.459 4.563 0.104 2.3% 4.563
Low 4.232 4.365 0.133 3.1% 4.232
Close 4.360 4.518 0.158 3.6% 4.518
Range 0.227 0.198 -0.029 -12.8% 0.331
ATR 0.137 0.142 0.005 3.5% 0.000
Volume 73,234 134,881 61,647 84.2% 454,135
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.076 4.995 4.627
R3 4.878 4.797 4.572
R2 4.680 4.680 4.554
R1 4.599 4.599 4.536 4.640
PP 4.482 4.482 4.482 4.502
S1 4.401 4.401 4.500 4.442
S2 4.284 4.284 4.482
S3 4.086 4.203 4.464
S4 3.888 4.005 4.409
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.431 5.305 4.700
R3 5.100 4.974 4.609
R2 4.769 4.769 4.579
R1 4.643 4.643 4.548 4.706
PP 4.438 4.438 4.438 4.469
S1 4.312 4.312 4.488 4.375
S2 4.107 4.107 4.457
S3 3.776 3.981 4.427
S4 3.445 3.650 4.336
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.563 4.232 0.331 7.3% 0.156 3.5% 86% True False 90,827
10 4.563 4.140 0.423 9.4% 0.143 3.2% 89% True False 78,525
20 4.798 4.140 0.658 14.6% 0.141 3.1% 57% False False 67,109
40 4.798 4.140 0.658 14.6% 0.130 2.9% 57% False False 56,879
60 4.798 3.955 0.843 18.7% 0.133 2.9% 67% False False 45,372
80 4.798 3.955 0.843 18.7% 0.127 2.8% 67% False False 37,008
100 4.930 3.955 0.975 21.6% 0.126 2.8% 58% False False 31,320
120 4.930 3.955 0.975 21.6% 0.126 2.8% 58% False False 26,616
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.405
2.618 5.081
1.618 4.883
1.000 4.761
0.618 4.685
HIGH 4.563
0.618 4.487
0.500 4.464
0.382 4.441
LOW 4.365
0.618 4.243
1.000 4.167
1.618 4.045
2.618 3.847
4.250 3.524
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 4.500 4.478
PP 4.482 4.438
S1 4.464 4.398

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

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