NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 4.225 4.162 -0.063 -1.5% 4.313
High 4.248 4.223 -0.025 -0.6% 4.411
Low 4.064 4.121 0.057 1.4% 4.064
Close 4.177 4.205 0.028 0.7% 4.205
Range 0.184 0.102 -0.082 -44.6% 0.347
ATR 0.141 0.138 -0.003 -2.0% 0.000
Volume 135,137 78,503 -56,634 -41.9% 390,192
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.489 4.449 4.261
R3 4.387 4.347 4.233
R2 4.285 4.285 4.224
R1 4.245 4.245 4.214 4.265
PP 4.183 4.183 4.183 4.193
S1 4.143 4.143 4.196 4.163
S2 4.081 4.081 4.186
S3 3.979 4.041 4.177
S4 3.877 3.939 4.149
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.268 5.083 4.396
R3 4.921 4.736 4.300
R2 4.574 4.574 4.269
R1 4.389 4.389 4.237 4.308
PP 4.227 4.227 4.227 4.186
S1 4.042 4.042 4.173 3.961
S2 3.880 3.880 4.141
S3 3.533 3.695 4.110
S4 3.186 3.348 4.014
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.411 4.064 0.347 8.3% 0.136 3.2% 41% False False 91,629
10 4.422 4.064 0.358 8.5% 0.129 3.1% 39% False False 86,484
20 4.841 4.064 0.777 18.5% 0.132 3.1% 18% False False 72,413
40 5.000 4.064 0.936 22.3% 0.139 3.3% 15% False False 52,395
60 5.000 4.064 0.936 22.3% 0.136 3.2% 15% False False 42,212
80 5.000 4.064 0.936 22.3% 0.133 3.2% 15% False False 35,358
100 5.000 3.994 1.006 23.9% 0.130 3.1% 21% False False 29,734
120 5.000 3.994 1.006 23.9% 0.126 3.0% 21% False False 25,613
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 4.657
2.618 4.490
1.618 4.388
1.000 4.325
0.618 4.286
HIGH 4.223
0.618 4.184
0.500 4.172
0.382 4.160
LOW 4.121
0.618 4.058
1.000 4.019
1.618 3.956
2.618 3.854
4.250 3.688
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 4.194 4.213
PP 4.183 4.210
S1 4.172 4.208

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

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