NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.372 4.313 -0.059 -1.3% 4.343
High 4.378 4.422 0.044 1.0% 4.476
Low 4.276 4.213 -0.063 -1.5% 4.186
Close 4.315 4.374 0.059 1.4% 4.263
Range 0.102 0.209 0.107 104.9% 0.290
ATR 0.133 0.139 0.005 4.1% 0.000
Volume 89,429 129,916 40,487 45.3% 283,061
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.963 4.878 4.489
R3 4.754 4.669 4.431
R2 4.545 4.545 4.412
R1 4.460 4.460 4.393 4.503
PP 4.336 4.336 4.336 4.358
S1 4.251 4.251 4.355 4.294
S2 4.127 4.127 4.336
S3 3.918 4.042 4.317
S4 3.709 3.833 4.259
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 4.422 4.194 0.228 5.2% 0.122 2.8% 79% True False 81,340
10 4.485 4.186 0.299 6.8% 0.128 2.9% 63% False False 71,134
20 5.000 4.186 0.814 18.6% 0.139 3.2% 23% False False 63,302
40 5.000 4.186 0.814 18.6% 0.143 3.3% 23% False False 45,610
60 5.000 4.186 0.814 18.6% 0.133 3.0% 23% False False 36,589
80 5.000 4.050 0.950 21.7% 0.133 3.0% 34% False False 30,276
100 5.000 3.994 1.006 23.0% 0.128 2.9% 38% False False 25,501
120 5.000 3.994 1.006 23.0% 0.125 2.8% 38% False False 21,987
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 0.033
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.310
2.618 4.969
1.618 4.760
1.000 4.631
0.618 4.551
HIGH 4.422
0.618 4.342
0.500 4.318
0.382 4.293
LOW 4.213
0.618 4.084
1.000 4.004
1.618 3.875
2.618 3.666
4.250 3.325
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.355 4.355
PP 4.336 4.336
S1 4.318 4.318

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

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