NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 4.806 4.769 -0.037 -0.8% 4.569
High 4.830 4.799 -0.031 -0.6% 4.809
Low 4.773 4.672 -0.101 -2.1% 4.513
Close 4.783 4.687 -0.096 -2.0% 4.802
Range 0.057 0.127 0.070 122.8% 0.296
ATR 0.116 0.117 0.001 0.7% 0.000
Volume 20,312 28,941 8,629 42.5% 75,835
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 5.100 5.021 4.757
R3 4.973 4.894 4.722
R2 4.846 4.846 4.710
R1 4.767 4.767 4.699 4.743
PP 4.719 4.719 4.719 4.708
S1 4.640 4.640 4.675 4.616
S2 4.592 4.592 4.664
S3 4.465 4.513 4.652
S4 4.338 4.386 4.617
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 4.522 0.320 6.8% 0.119 2.5% 52% False False 20,009
10 4.842 4.430 0.412 8.8% 0.109 2.3% 62% False False 17,152
20 4.842 4.193 0.649 13.8% 0.113 2.4% 76% False False 18,548
40 4.842 4.050 0.792 16.9% 0.123 2.6% 80% False False 14,943
60 4.842 3.994 0.848 18.1% 0.118 2.5% 82% False False 12,094
80 4.896 3.994 0.902 19.2% 0.116 2.5% 77% False False 10,176
100 4.896 3.994 0.902 19.2% 0.116 2.5% 77% False False 8,572
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.339
2.618 5.131
1.618 5.004
1.000 4.926
0.618 4.877
HIGH 4.799
0.618 4.750
0.500 4.736
0.382 4.721
LOW 4.672
0.618 4.594
1.000 4.545
1.618 4.467
2.618 4.340
4.250 4.132
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 4.736 4.757
PP 4.719 4.734
S1 4.703 4.710

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

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