NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 4.354 4.288 -0.066 -1.5% 4.780
High 4.388 4.333 -0.055 -1.3% 4.842
Low 4.260 4.208 -0.052 -1.2% 4.323
Close 4.284 4.300 0.016 0.4% 4.342
Range 0.128 0.125 -0.003 -2.3% 0.519
ATR 0.132 0.132 -0.001 -0.4% 0.000
Volume 25,062 28,190 3,128 12.5% 154,375
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 4.655 4.603 4.369
R3 4.530 4.478 4.334
R2 4.405 4.405 4.323
R1 4.353 4.353 4.311 4.379
PP 4.280 4.280 4.280 4.294
S1 4.228 4.228 4.289 4.254
S2 4.155 4.155 4.277
S3 4.030 4.103 4.266
S4 3.905 3.978 4.231
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 4.451 4.208 0.243 5.7% 0.124 2.9% 38% False True 33,072
10 4.842 4.208 0.634 14.7% 0.140 3.2% 15% False True 30,494
20 4.842 4.208 0.634 14.7% 0.131 3.1% 15% False True 22,424
40 4.842 4.190 0.652 15.2% 0.129 3.0% 17% False False 18,805
60 4.842 3.994 0.848 19.7% 0.125 2.9% 36% False False 14,980
80 4.896 3.994 0.902 21.0% 0.120 2.8% 34% False False 12,533
100 4.896 3.994 0.902 21.0% 0.119 2.8% 34% False False 10,580
120 4.896 3.994 0.902 21.0% 0.118 2.7% 34% False False 9,141
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.864
2.618 4.660
1.618 4.535
1.000 4.458
0.618 4.410
HIGH 4.333
0.618 4.285
0.500 4.271
0.382 4.256
LOW 4.208
0.618 4.131
1.000 4.083
1.618 4.006
2.618 3.881
4.250 3.677
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 4.290 4.299
PP 4.280 4.299
S1 4.271 4.298

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

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