NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.231 4.283 0.052 1.2% 4.313
High 4.338 4.350 0.012 0.3% 4.411
Low 4.182 4.223 0.041 1.0% 4.064
Close 4.320 4.333 0.013 0.3% 4.205
Range 0.156 0.127 -0.029 -18.6% 0.347
ATR 0.140 0.139 -0.001 -0.6% 0.000
Volume 104,968 86,104 -18,864 -18.0% 390,192
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.683 4.635 4.403
R3 4.556 4.508 4.368
R2 4.429 4.429 4.356
R1 4.381 4.381 4.345 4.405
PP 4.302 4.302 4.302 4.314
S1 4.254 4.254 4.321 4.278
S2 4.175 4.175 4.310
S3 4.048 4.127 4.298
S4 3.921 4.000 4.263
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 4.361 4.064 0.297 6.9% 0.143 3.3% 91% False False 101,952
10 4.422 4.064 0.358 8.3% 0.141 3.2% 75% False False 95,430
20 4.691 4.064 0.627 14.5% 0.130 3.0% 43% False False 75,101
40 5.000 4.064 0.936 21.6% 0.140 3.2% 29% False False 55,878
60 5.000 4.064 0.936 21.6% 0.136 3.1% 29% False False 44,795
80 5.000 4.064 0.936 21.6% 0.133 3.1% 29% False False 37,496
100 5.000 3.994 1.006 23.2% 0.131 3.0% 34% False False 31,512
120 5.000 3.994 1.006 23.2% 0.127 2.9% 34% False False 27,148
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.040
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.890
2.618 4.682
1.618 4.555
1.000 4.477
0.618 4.428
HIGH 4.350
0.618 4.301
0.500 4.287
0.382 4.272
LOW 4.223
0.618 4.145
1.000 4.096
1.618 4.018
2.618 3.891
4.250 3.683
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.318 4.301
PP 4.302 4.268
S1 4.287 4.236

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

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