NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 4.780 4.806 0.026 0.5% 4.569
High 4.842 4.830 -0.012 -0.2% 4.809
Low 4.750 4.773 0.023 0.5% 4.513
Close 4.807 4.783 -0.024 -0.5% 4.802
Range 0.092 0.057 -0.035 -38.0% 0.296
ATR 0.121 0.116 -0.005 -3.8% 0.000
Volume 15,641 20,312 4,671 29.9% 75,835
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 4.966 4.932 4.814
R3 4.909 4.875 4.799
R2 4.852 4.852 4.793
R1 4.818 4.818 4.788 4.807
PP 4.795 4.795 4.795 4.790
S1 4.761 4.761 4.778 4.750
S2 4.738 4.738 4.773
S3 4.681 4.704 4.767
S4 4.624 4.647 4.752
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.596 5.495 4.965
R3 5.300 5.199 4.883
R2 5.004 5.004 4.856
R1 4.903 4.903 4.829 4.954
PP 4.708 4.708 4.708 4.733
S1 4.607 4.607 4.775 4.658
S2 4.412 4.412 4.748
S3 4.116 4.311 4.721
S4 3.820 4.015 4.639
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.842 4.514 0.328 6.9% 0.113 2.4% 82% False False 16,870
10 4.842 4.298 0.544 11.4% 0.110 2.3% 89% False False 15,172
20 4.842 4.193 0.649 13.6% 0.111 2.3% 91% False False 18,171
40 4.842 4.050 0.792 16.6% 0.123 2.6% 93% False False 14,468
60 4.842 3.994 0.848 17.7% 0.118 2.5% 93% False False 11,670
80 4.896 3.994 0.902 18.9% 0.115 2.4% 87% False False 9,861
100 4.896 3.994 0.902 18.9% 0.116 2.4% 87% False False 8,317
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.072
2.618 4.979
1.618 4.922
1.000 4.887
0.618 4.865
HIGH 4.830
0.618 4.808
0.500 4.802
0.382 4.795
LOW 4.773
0.618 4.738
1.000 4.716
1.618 4.681
2.618 4.624
4.250 4.531
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 4.802 4.773
PP 4.795 4.763
S1 4.789 4.754

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

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