NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 4.421 4.417 -0.004 -0.1% 4.355
High 4.489 4.476 -0.013 -0.3% 4.444
Low 4.360 4.411 0.051 1.2% 4.192
Close 4.437 4.469 0.032 0.7% 4.340
Range 0.129 0.065 -0.064 -49.6% 0.252
ATR 0.131 0.126 -0.005 -3.6% 0.000
Volume 24,594 18,149 -6,445 -26.2% 96,512
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 4.647 4.623 4.505
R3 4.582 4.558 4.487
R2 4.517 4.517 4.481
R1 4.493 4.493 4.475 4.505
PP 4.452 4.452 4.452 4.458
S1 4.428 4.428 4.463 4.440
S2 4.387 4.387 4.457
S3 4.322 4.363 4.451
S4 4.257 4.298 4.433
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 4.489 4.192 0.297 6.6% 0.122 2.7% 93% False False 20,724
10 4.489 4.192 0.297 6.6% 0.120 2.7% 93% False False 20,701
20 4.842 4.192 0.650 14.5% 0.133 3.0% 43% False False 24,690
40 4.842 4.192 0.650 14.5% 0.124 2.8% 43% False False 20,942
60 4.842 3.994 0.848 19.0% 0.125 2.8% 56% False False 17,179
80 4.842 3.994 0.848 19.0% 0.120 2.7% 56% False False 14,242
100 4.896 3.994 0.902 20.2% 0.119 2.7% 53% False False 12,216
120 4.896 3.994 0.902 20.2% 0.118 2.6% 53% False False 10,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.752
2.618 4.646
1.618 4.581
1.000 4.541
0.618 4.516
HIGH 4.476
0.618 4.451
0.500 4.444
0.382 4.436
LOW 4.411
0.618 4.371
1.000 4.346
1.618 4.306
2.618 4.241
4.250 4.135
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 4.461 4.449
PP 4.452 4.428
S1 4.444 4.408

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

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