NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 4.355 4.225 -0.130 -3.0% 4.263
High 4.361 4.248 -0.113 -2.6% 4.422
Low 4.213 4.064 -0.149 -3.5% 4.194
Close 4.217 4.177 -0.040 -0.9% 4.311
Range 0.148 0.184 0.036 24.3% 0.228
ATR 0.138 0.141 0.003 2.4% 0.000
Volume 105,052 135,137 30,085 28.6% 439,287
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.715 4.630 4.278
R3 4.531 4.446 4.228
R2 4.347 4.347 4.211
R1 4.262 4.262 4.194 4.213
PP 4.163 4.163 4.163 4.138
S1 4.078 4.078 4.160 4.029
S2 3.979 3.979 4.143
S3 3.795 3.894 4.126
S4 3.611 3.710 4.076
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 4.064 0.358 8.6% 0.158 3.8% 32% False True 101,911
10 4.422 4.064 0.358 8.6% 0.137 3.3% 32% False True 88,564
20 5.000 4.064 0.936 22.4% 0.147 3.5% 12% False True 71,763
40 5.000 4.064 0.936 22.4% 0.139 3.3% 12% False True 51,059
60 5.000 4.064 0.936 22.4% 0.135 3.2% 12% False True 41,221
80 5.000 4.061 0.939 22.5% 0.134 3.2% 12% False False 34,454
100 5.000 3.994 1.006 24.1% 0.130 3.1% 18% False False 29,038
120 5.000 3.994 1.006 24.1% 0.126 3.0% 18% False False 24,988
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.030
2.618 4.730
1.618 4.546
1.000 4.432
0.618 4.362
HIGH 4.248
0.618 4.178
0.500 4.156
0.382 4.134
LOW 4.064
0.618 3.950
1.000 3.880
1.618 3.766
2.618 3.582
4.250 3.282
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 4.170 4.238
PP 4.163 4.217
S1 4.156 4.197

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

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