NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 4.229 4.341 0.112 2.6% 4.355
High 4.366 4.472 0.106 2.4% 4.444
Low 4.192 4.326 0.134 3.2% 4.192
Close 4.340 4.438 0.098 2.3% 4.340
Range 0.174 0.146 -0.028 -16.1% 0.252
ATR 0.130 0.131 0.001 0.9% 0.000
Volume 20,922 16,016 -4,906 -23.4% 96,512
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 4.850 4.790 4.518
R3 4.704 4.644 4.478
R2 4.558 4.558 4.465
R1 4.498 4.498 4.451 4.528
PP 4.412 4.412 4.412 4.427
S1 4.352 4.352 4.425 4.382
S2 4.266 4.266 4.411
S3 4.120 4.206 4.398
S4 3.974 4.060 4.358
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 4.472 4.192 0.280 6.3% 0.126 2.8% 88% True False 19,113
10 4.472 4.192 0.280 6.3% 0.125 2.8% 88% True False 22,454
20 4.842 4.192 0.650 14.6% 0.132 3.0% 38% False False 23,759
40 4.842 4.192 0.650 14.6% 0.127 2.9% 38% False False 20,401
60 4.842 3.994 0.848 19.1% 0.127 2.9% 52% False False 16,701
80 4.842 3.994 0.848 19.1% 0.121 2.7% 52% False False 13,787
100 4.896 3.994 0.902 20.3% 0.119 2.7% 49% False False 11,807
120 4.896 3.994 0.902 20.3% 0.118 2.7% 49% False False 10,187
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 0.030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.093
2.618 4.854
1.618 4.708
1.000 4.618
0.618 4.562
HIGH 4.472
0.618 4.416
0.500 4.399
0.382 4.382
LOW 4.326
0.618 4.236
1.000 4.180
1.618 4.090
2.618 3.944
4.250 3.706
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 4.425 4.403
PP 4.412 4.367
S1 4.399 4.332

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

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