NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 4.667 4.371 -0.296 -6.3% 4.780
High 4.678 4.451 -0.227 -4.9% 4.842
Low 4.323 4.334 0.011 0.3% 4.323
Close 4.376 4.342 -0.034 -0.8% 4.342
Range 0.355 0.117 -0.238 -67.0% 0.519
ATR 0.135 0.133 -0.001 -0.9% 0.000
Volume 49,581 39,900 -9,681 -19.5% 154,375
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 4.727 4.651 4.406
R3 4.610 4.534 4.374
R2 4.493 4.493 4.363
R1 4.417 4.417 4.353 4.397
PP 4.376 4.376 4.376 4.365
S1 4.300 4.300 4.331 4.280
S2 4.259 4.259 4.321
S3 4.142 4.183 4.310
S4 4.025 4.066 4.278
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.059 5.720 4.627
R3 5.540 5.201 4.485
R2 5.021 5.021 4.437
R1 4.682 4.682 4.390 4.592
PP 4.502 4.502 4.502 4.458
S1 4.163 4.163 4.294 4.073
S2 3.983 3.983 4.247
S3 3.464 3.644 4.199
S4 2.945 3.125 4.057
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 12.0% 0.150 3.4% 4% False False 30,875
10 4.842 4.323 0.519 12.0% 0.134 3.1% 4% False False 23,021
20 4.842 4.193 0.649 14.9% 0.125 2.9% 23% False False 20,696
40 4.842 4.061 0.781 18.0% 0.129 3.0% 36% False False 16,597
60 4.842 3.994 0.848 19.5% 0.123 2.8% 41% False False 13,408
80 4.896 3.994 0.902 20.8% 0.118 2.7% 39% False False 11,177
100 4.896 3.994 0.902 20.8% 0.118 2.7% 39% False False 9,414
120 4.896 3.994 0.902 20.8% 0.118 2.7% 39% False False 8,152
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.948
2.618 4.757
1.618 4.640
1.000 4.568
0.618 4.523
HIGH 4.451
0.618 4.406
0.500 4.393
0.382 4.379
LOW 4.334
0.618 4.262
1.000 4.217
1.618 4.145
2.618 4.028
4.250 3.837
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 4.393 4.561
PP 4.376 4.488
S1 4.359 4.415

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

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