NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 4.302 4.354 0.052 1.2% 4.780
High 4.373 4.388 0.015 0.3% 4.842
Low 4.266 4.260 -0.006 -0.1% 4.323
Close 4.345 4.284 -0.061 -1.4% 4.342
Range 0.107 0.128 0.021 19.6% 0.519
ATR 0.133 0.132 0.000 -0.2% 0.000
Volume 35,214 25,062 -10,152 -28.8% 154,375
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 4.695 4.617 4.354
R3 4.567 4.489 4.319
R2 4.439 4.439 4.307
R1 4.361 4.361 4.296 4.336
PP 4.311 4.311 4.311 4.298
S1 4.233 4.233 4.272 4.208
S2 4.183 4.183 4.261
S3 4.055 4.105 4.249
S4 3.927 3.977 4.214
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 4.678 4.256 0.422 9.9% 0.170 4.0% 7% False False 37,350
10 4.842 4.256 0.586 13.7% 0.145 3.4% 5% False False 28,679
20 4.842 4.252 0.590 13.8% 0.130 3.0% 5% False False 21,845
40 4.842 4.171 0.671 15.7% 0.128 3.0% 17% False False 18,322
60 4.842 3.994 0.848 19.8% 0.124 2.9% 34% False False 14,626
80 4.896 3.994 0.902 21.1% 0.120 2.8% 32% False False 12,222
100 4.896 3.994 0.902 21.1% 0.119 2.8% 32% False False 10,327
120 4.896 3.994 0.902 21.1% 0.118 2.7% 32% False False 8,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.932
2.618 4.723
1.618 4.595
1.000 4.516
0.618 4.467
HIGH 4.388
0.618 4.339
0.500 4.324
0.382 4.309
LOW 4.260
0.618 4.181
1.000 4.132
1.618 4.053
2.618 3.925
4.250 3.716
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 4.324 4.328
PP 4.311 4.313
S1 4.297 4.299

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

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