NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 4.162 4.231 0.069 1.7% 4.313
High 4.223 4.338 0.115 2.7% 4.411
Low 4.121 4.182 0.061 1.5% 4.064
Close 4.205 4.320 0.115 2.7% 4.205
Range 0.102 0.156 0.054 52.9% 0.347
ATR 0.138 0.140 0.001 0.9% 0.000
Volume 78,503 104,968 26,465 33.7% 390,192
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.748 4.690 4.406
R3 4.592 4.534 4.363
R2 4.436 4.436 4.349
R1 4.378 4.378 4.334 4.407
PP 4.280 4.280 4.280 4.295
S1 4.222 4.222 4.306 4.251
S2 4.124 4.124 4.291
S3 3.968 4.066 4.277
S4 3.812 3.910 4.234
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 8.0% 0.150 3.5% 74% False False 99,032
10 4.422 4.064 0.358 8.3% 0.137 3.2% 72% False False 93,444
20 4.841 4.064 0.777 18.0% 0.134 3.1% 33% False False 73,255
40 5.000 4.064 0.936 21.7% 0.139 3.2% 27% False False 54,314
60 5.000 4.064 0.936 21.7% 0.137 3.2% 27% False False 43,684
80 5.000 4.064 0.936 21.7% 0.134 3.1% 27% False False 36,560
100 5.000 3.994 1.006 23.3% 0.131 3.0% 32% False False 30,714
120 5.000 3.994 1.006 23.3% 0.126 2.9% 32% False False 26,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
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 0.036
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.001
2.618 4.746
1.618 4.590
1.000 4.494
0.618 4.434
HIGH 4.338
0.618 4.278
0.500 4.260
0.382 4.242
LOW 4.182
0.618 4.086
1.000 4.026
1.618 3.930
2.618 3.774
4.250 3.519
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 4.300 4.280
PP 4.280 4.241
S1 4.260 4.201

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

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