NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 4.808 4.811 0.003 0.1% 4.602
High 4.850 4.843 -0.007 -0.1% 4.815
Low 4.758 4.788 0.030 0.6% 4.525
Close 4.819 4.801 -0.018 -0.4% 4.809
Range 0.092 0.055 -0.037 -40.2% 0.290
ATR 0.117 0.113 -0.004 -3.8% 0.000
Volume 15,620 17,587 1,967 12.6% 47,950
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 4.976 4.943 4.831
R3 4.921 4.888 4.816
R2 4.866 4.866 4.811
R1 4.833 4.833 4.806 4.822
PP 4.811 4.811 4.811 4.805
S1 4.778 4.778 4.796 4.767
S2 4.756 4.756 4.791
S3 4.701 4.723 4.786
S4 4.646 4.668 4.771
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.586 5.488 4.969
R3 5.296 5.198 4.889
R2 5.006 5.006 4.862
R1 4.908 4.908 4.836 4.957
PP 4.716 4.716 4.716 4.741
S1 4.618 4.618 4.782 4.667
S2 4.426 4.426 4.756
S3 4.136 4.328 4.729
S4 3.846 4.038 4.650
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.850 4.529 0.321 6.7% 0.110 2.3% 85% False False 11,947
10 4.850 4.314 0.536 11.2% 0.107 2.2% 91% False False 10,795
20 4.850 4.208 0.642 13.4% 0.107 2.2% 92% False False 12,429
40 4.850 4.071 0.779 16.2% 0.120 2.5% 94% False False 11,557
60 4.850 4.011 0.839 17.5% 0.115 2.4% 94% False False 9,703
80 4.888 4.011 0.877 18.3% 0.112 2.3% 90% False False 8,076
100 4.888 4.011 0.877 18.3% 0.113 2.4% 90% False False 6,826
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.077
2.618 4.987
1.618 4.932
1.000 4.898
0.618 4.877
HIGH 4.843
0.618 4.822
0.500 4.816
0.382 4.809
LOW 4.788
0.618 4.754
1.000 4.733
1.618 4.699
2.618 4.644
4.250 4.554
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 4.816 4.789
PP 4.811 4.776
S1 4.806 4.764

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

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