NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.300 4.229 -0.071 -1.7% 4.355
High 4.307 4.366 0.059 1.4% 4.444
Low 4.212 4.192 -0.020 -0.5% 4.192
Close 4.214 4.340 0.126 3.0% 4.340
Range 0.095 0.174 0.079 83.2% 0.252
ATR 0.126 0.130 0.003 2.7% 0.000
Volume 23,943 20,922 -3,021 -12.6% 96,512
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 4.821 4.755 4.436
R3 4.647 4.581 4.388
R2 4.473 4.473 4.372
R1 4.407 4.407 4.356 4.440
PP 4.299 4.299 4.299 4.316
S1 4.233 4.233 4.324 4.266
S2 4.125 4.125 4.308
S3 3.951 4.059 4.292
S4 3.777 3.885 4.244
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.081 4.963 4.479
R3 4.829 4.711 4.409
R2 4.577 4.577 4.386
R1 4.459 4.459 4.363 4.392
PP 4.325 4.325 4.325 4.292
S1 4.207 4.207 4.317 4.140
S2 4.073 4.073 4.294
S3 3.821 3.955 4.271
S4 3.569 3.703 4.201
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.444 4.192 0.252 5.8% 0.125 2.9% 59% False True 19,302
10 4.444 4.192 0.252 5.8% 0.124 2.9% 59% False True 24,552
20 4.842 4.192 0.650 15.0% 0.129 3.0% 23% False True 23,786
40 4.842 4.192 0.650 15.0% 0.128 3.0% 23% False True 20,272
60 4.842 3.994 0.848 19.5% 0.127 2.9% 41% False False 16,520
80 4.842 3.994 0.848 19.5% 0.121 2.8% 41% False False 13,700
100 4.896 3.994 0.902 20.8% 0.119 2.7% 38% False False 11,666
120 4.896 3.994 0.902 20.8% 0.118 2.7% 38% False False 10,068
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.106
2.618 4.822
1.618 4.648
1.000 4.540
0.618 4.474
HIGH 4.366
0.618 4.300
0.500 4.279
0.382 4.258
LOW 4.192
0.618 4.084
1.000 4.018
1.618 3.910
2.618 3.736
4.250 3.453
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.320 4.320
PP 4.299 4.299
S1 4.279 4.279

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

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