NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.375 4.402 0.027 0.6% 4.231
High 4.409 4.555 0.146 3.3% 4.555
Low 4.252 4.383 0.131 3.1% 4.182
Close 4.378 4.505 0.127 2.9% 4.505
Range 0.157 0.172 0.015 9.6% 0.373
ATR 0.138 0.141 0.003 2.0% 0.000
Volume 135,674 134,576 -1,098 -0.8% 563,992
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.997 4.923 4.600
R3 4.825 4.751 4.552
R2 4.653 4.653 4.537
R1 4.579 4.579 4.521 4.616
PP 4.481 4.481 4.481 4.500
S1 4.407 4.407 4.489 4.444
S2 4.309 4.309 4.473
S3 4.137 4.235 4.458
S4 3.965 4.063 4.410
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.533 5.392 4.710
R3 5.160 5.019 4.608
R2 4.787 4.787 4.573
R1 4.646 4.646 4.539 4.717
PP 4.414 4.414 4.414 4.449
S1 4.273 4.273 4.471 4.344
S2 4.041 4.041 4.437
S3 3.668 3.900 4.402
S4 3.295 3.527 4.300
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.555 4.182 0.373 8.3% 0.143 3.2% 87% True False 112,798
10 4.555 4.064 0.491 10.9% 0.140 3.1% 90% True False 102,213
20 4.555 4.064 0.491 10.9% 0.134 3.0% 90% True False 86,674
40 5.000 4.064 0.936 20.8% 0.142 3.1% 47% False False 63,910
60 5.000 4.064 0.936 20.8% 0.137 3.0% 47% False False 50,301
80 5.000 4.064 0.936 20.8% 0.135 3.0% 47% False False 41,810
100 5.000 3.994 1.006 22.3% 0.133 2.9% 51% False False 35,091
120 5.000 3.994 1.006 22.3% 0.127 2.8% 51% False False 30,128
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.286
2.618 5.005
1.618 4.833
1.000 4.727
0.618 4.661
HIGH 4.555
0.618 4.489
0.500 4.469
0.382 4.449
LOW 4.383
0.618 4.277
1.000 4.211
1.618 4.105
2.618 3.933
4.250 3.652
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.493 4.471
PP 4.481 4.437
S1 4.469 4.404

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

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