NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 4.313 4.372 0.059 1.4% 4.263
High 4.422 4.389 -0.033 -0.7% 4.422
Low 4.213 4.301 0.088 2.1% 4.194
Close 4.374 4.311 -0.063 -1.4% 4.311
Range 0.209 0.088 -0.121 -57.9% 0.228
ATR 0.139 0.135 -0.004 -2.6% 0.000
Volume 129,916 67,953 -61,963 -47.7% 439,287
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.598 4.542 4.359
R3 4.510 4.454 4.335
R2 4.422 4.422 4.327
R1 4.366 4.366 4.319 4.350
PP 4.334 4.334 4.334 4.326
S1 4.278 4.278 4.303 4.262
S2 4.246 4.246 4.295
S3 4.158 4.190 4.287
S4 4.070 4.102 4.263
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.993 4.880 4.436
R3 4.765 4.652 4.374
R2 4.537 4.537 4.353
R1 4.424 4.424 4.332 4.481
PP 4.309 4.309 4.309 4.337
S1 4.196 4.196 4.290 4.253
S2 4.081 4.081 4.269
S3 3.853 3.968 4.248
S4 3.625 3.740 4.186
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 5.3% 0.124 2.9% 51% False False 87,857
10 4.476 4.186 0.290 6.7% 0.124 2.9% 43% False False 72,234
20 5.000 4.186 0.814 18.9% 0.137 3.2% 15% False False 63,262
40 5.000 4.186 0.814 18.9% 0.136 3.2% 15% False False 46,069
60 5.000 4.186 0.814 18.9% 0.133 3.1% 15% False False 37,334
80 5.000 4.050 0.950 22.0% 0.133 3.1% 27% False False 30,966
100 5.000 3.994 1.006 23.3% 0.128 3.0% 32% False False 26,125
120 5.000 3.994 1.006 23.3% 0.124 2.9% 32% False False 22,509
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 0.034
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.763
2.618 4.619
1.618 4.531
1.000 4.477
0.618 4.443
HIGH 4.389
0.618 4.355
0.500 4.345
0.382 4.335
LOW 4.301
0.618 4.247
1.000 4.213
1.618 4.159
2.618 4.071
4.250 3.927
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 4.345 4.318
PP 4.334 4.315
S1 4.322 4.313

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

View Archives - Comment on this page... - Back to Index of Symbols