NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 4.355 4.401 0.046 1.1% 4.376
High 4.444 4.430 -0.014 -0.3% 4.400
Low 4.305 4.270 -0.035 -0.8% 4.208
Close 4.423 4.294 -0.129 -2.9% 4.354
Range 0.139 0.160 0.021 15.1% 0.192
ATR 0.131 0.133 0.002 1.6% 0.000
Volume 16,962 14,529 -2,433 -14.3% 149,010
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 4.811 4.713 4.382
R3 4.651 4.553 4.338
R2 4.491 4.491 4.323
R1 4.393 4.393 4.309 4.362
PP 4.331 4.331 4.331 4.316
S1 4.233 4.233 4.279 4.202
S2 4.171 4.171 4.265
S3 4.011 4.073 4.250
S4 3.851 3.913 4.206
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.897 4.817 4.460
R3 4.705 4.625 4.407
R2 4.513 4.513 4.389
R1 4.433 4.433 4.372 4.377
PP 4.321 4.321 4.321 4.293
S1 4.241 4.241 4.336 4.185
S2 4.129 4.129 4.319
S3 3.937 4.049 4.301
S4 3.745 3.857 4.248
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.444 4.208 0.236 5.5% 0.133 3.1% 36% False False 21,658
10 4.799 4.208 0.591 13.8% 0.152 3.5% 15% False False 29,892
20 4.842 4.208 0.634 14.8% 0.131 3.1% 14% False False 22,532
40 4.842 4.193 0.649 15.1% 0.129 3.0% 16% False False 19,434
60 4.842 3.994 0.848 19.7% 0.128 3.0% 35% False False 15,605
80 4.896 3.994 0.902 21.0% 0.121 2.8% 33% False False 13,055
100 4.896 3.994 0.902 21.0% 0.119 2.8% 33% False False 11,048
120 4.896 3.994 0.902 21.0% 0.118 2.8% 33% False False 9,562
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 0.034
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.110
2.618 4.849
1.618 4.689
1.000 4.590
0.618 4.529
HIGH 4.430
0.618 4.369
0.500 4.350
0.382 4.331
LOW 4.270
0.618 4.171
1.000 4.110
1.618 4.011
2.618 3.851
4.250 3.590
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 4.350 4.352
PP 4.331 4.332
S1 4.313 4.313

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

View Archives - Comment on this page... - Back to Index of Symbols