NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 4.372 4.313 -0.059 -1.3% 4.263
High 4.389 4.411 0.022 0.5% 4.422
Low 4.301 4.251 -0.050 -1.2% 4.194
Close 4.311 4.363 0.052 1.2% 4.311
Range 0.088 0.160 0.072 81.8% 0.228
ATR 0.135 0.137 0.002 1.3% 0.000
Volume 67,953 71,500 3,547 5.2% 439,287
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.822 4.752 4.451
R3 4.662 4.592 4.407
R2 4.502 4.502 4.392
R1 4.432 4.432 4.378 4.467
PP 4.342 4.342 4.342 4.359
S1 4.272 4.272 4.348 4.307
S2 4.182 4.182 4.334
S3 4.022 4.112 4.319
S4 3.862 3.952 4.275
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 4.213 0.209 4.8% 0.138 3.2% 72% False False 88,909
10 4.476 4.186 0.290 6.6% 0.129 3.0% 61% False False 75,035
20 5.000 4.186 0.814 18.7% 0.140 3.2% 22% False False 65,303
40 5.000 4.186 0.814 18.7% 0.137 3.1% 22% False False 46,859
60 5.000 4.186 0.814 18.7% 0.133 3.1% 22% False False 38,138
80 5.000 4.061 0.939 21.5% 0.133 3.1% 32% False False 31,728
100 5.000 3.994 1.006 23.1% 0.128 2.9% 37% False False 26,789
120 5.000 3.994 1.006 23.1% 0.125 2.9% 37% False False 23,071
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.091
2.618 4.830
1.618 4.670
1.000 4.571
0.618 4.510
HIGH 4.411
0.618 4.350
0.500 4.331
0.382 4.312
LOW 4.251
0.618 4.152
1.000 4.091
1.618 3.992
2.618 3.832
4.250 3.571
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 4.352 4.348
PP 4.342 4.333
S1 4.331 4.318

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

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