NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 4.769 4.667 -0.102 -2.1% 4.569
High 4.799 4.678 -0.121 -2.5% 4.809
Low 4.672 4.323 -0.349 -7.5% 4.513
Close 4.687 4.376 -0.311 -6.6% 4.802
Range 0.127 0.355 0.228 179.5% 0.296
ATR 0.117 0.135 0.018 15.1% 0.000
Volume 28,941 49,581 20,640 71.3% 75,835
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 5.524 5.305 4.571
R3 5.169 4.950 4.474
R2 4.814 4.814 4.441
R1 4.595 4.595 4.409 4.527
PP 4.459 4.459 4.459 4.425
S1 4.240 4.240 4.343 4.172
S2 4.104 4.104 4.311
S3 3.749 3.885 4.278
S4 3.394 3.530 4.181
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 4.323 0.519 11.9% 0.155 3.5% 10% False True 27,917
10 4.842 4.323 0.519 11.9% 0.137 3.1% 10% False True 20,645
20 4.842 4.193 0.649 14.8% 0.125 2.9% 28% False False 19,862
40 4.842 4.050 0.792 18.1% 0.129 3.0% 41% False False 15,863
60 4.842 3.994 0.848 19.4% 0.122 2.8% 45% False False 12,829
80 4.896 3.994 0.902 20.6% 0.119 2.7% 42% False False 10,728
100 4.896 3.994 0.902 20.6% 0.119 2.7% 42% False False 9,027
120 4.896 3.994 0.902 20.6% 0.118 2.7% 42% False False 7,829
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 121 trading days
Fibonacci Retracements and Extensions
4.250 6.187
2.618 5.607
1.618 5.252
1.000 5.033
0.618 4.897
HIGH 4.678
0.618 4.542
0.500 4.501
0.382 4.459
LOW 4.323
0.618 4.104
1.000 3.968
1.618 3.749
2.618 3.394
4.250 2.814
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4.501 4.577
PP 4.459 4.510
S1 4.418 4.443

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

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