NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 4.371 4.376 0.005 0.1% 4.780
High 4.451 4.400 -0.051 -1.1% 4.842
Low 4.334 4.256 -0.078 -1.8% 4.323
Close 4.342 4.261 -0.081 -1.9% 4.342
Range 0.117 0.144 0.027 23.1% 0.519
ATR 0.133 0.134 0.001 0.6% 0.000
Volume 39,900 36,995 -2,905 -7.3% 154,375
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 4.738 4.643 4.340
R3 4.594 4.499 4.301
R2 4.450 4.450 4.287
R1 4.355 4.355 4.274 4.331
PP 4.306 4.306 4.306 4.293
S1 4.211 4.211 4.248 4.187
S2 4.162 4.162 4.235
S3 4.018 4.067 4.221
S4 3.874 3.923 4.182
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 4.830 4.256 0.574 13.5% 0.160 3.8% 1% False True 35,145
10 4.842 4.256 0.586 13.8% 0.139 3.3% 1% False True 25,065
20 4.842 4.193 0.649 15.2% 0.130 3.0% 10% False False 21,130
40 4.842 4.061 0.781 18.3% 0.130 3.1% 26% False False 17,263
60 4.842 3.994 0.848 19.9% 0.122 2.9% 31% False False 13,917
80 4.896 3.994 0.902 21.2% 0.119 2.8% 30% False False 11,589
100 4.896 3.994 0.902 21.2% 0.118 2.8% 30% False False 9,754
120 4.896 3.994 0.902 21.2% 0.118 2.8% 30% False False 8,450
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 0.027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.012
2.618 4.777
1.618 4.633
1.000 4.544
0.618 4.489
HIGH 4.400
0.618 4.345
0.500 4.328
0.382 4.311
LOW 4.256
0.618 4.167
1.000 4.112
1.618 4.023
2.618 3.879
4.250 3.644
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 4.328 4.467
PP 4.306 4.398
S1 4.283 4.330

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

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