NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 4.263 4.281 0.018 0.4% 4.343
High 4.285 4.380 0.095 2.2% 4.476
Low 4.194 4.250 0.056 1.3% 4.186
Close 4.264 4.354 0.090 2.1% 4.263
Range 0.091 0.130 0.039 42.9% 0.290
ATR 0.136 0.136 0.000 -0.3% 0.000
Volume 66,242 85,747 19,505 29.4% 283,061
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.718 4.666 4.426
R3 4.588 4.536 4.390
R2 4.458 4.458 4.378
R1 4.406 4.406 4.366 4.432
PP 4.328 4.328 4.328 4.341
S1 4.276 4.276 4.342 4.302
S2 4.198 4.198 4.330
S3 4.068 4.146 4.318
S4 3.938 4.016 4.283
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.178 5.011 4.423
R3 4.888 4.721 4.343
R2 4.598 4.598 4.316
R1 4.431 4.431 4.290 4.370
PP 4.308 4.308 4.308 4.278
S1 4.141 4.141 4.236 4.080
S2 4.018 4.018 4.210
S3 3.728 3.851 4.183
S4 3.438 3.561 4.104
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.476 4.186 0.290 6.7% 0.125 2.9% 58% False False 68,977
10 4.638 4.186 0.452 10.4% 0.124 2.8% 37% False False 57,492
20 5.000 4.186 0.814 18.7% 0.139 3.2% 21% False False 56,602
40 5.000 4.186 0.814 18.7% 0.140 3.2% 21% False False 41,358
60 5.000 4.186 0.814 18.7% 0.131 3.0% 21% False False 33,547
80 5.000 3.999 1.001 23.0% 0.132 3.0% 35% False False 27,730
100 5.000 3.994 1.006 23.1% 0.127 2.9% 36% False False 23,388
120 5.000 3.994 1.006 23.1% 0.125 2.9% 36% False False 20,209
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.933
2.618 4.720
1.618 4.590
1.000 4.510
0.618 4.460
HIGH 4.380
0.618 4.330
0.500 4.315
0.382 4.300
LOW 4.250
0.618 4.170
1.000 4.120
1.618 4.040
2.618 3.910
4.250 3.698
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.341 4.332
PP 4.328 4.309
S1 4.315 4.287

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

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