NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 4.790 4.681 -0.109 -2.3% 4.602
High 4.818 4.699 -0.119 -2.5% 4.815
Low 4.690 4.343 -0.347 -7.4% 4.525
Close 4.706 4.396 -0.310 -6.6% 4.809
Range 0.128 0.356 0.228 178.1% 0.290
ATR 0.114 0.132 0.018 15.6% 0.000
Volume 25,328 37,189 11,861 46.8% 47,950
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 5.547 5.328 4.592
R3 5.191 4.972 4.494
R2 4.835 4.835 4.461
R1 4.616 4.616 4.429 4.548
PP 4.479 4.479 4.479 4.445
S1 4.260 4.260 4.363 4.192
S2 4.123 4.123 4.331
S3 3.767 3.904 4.298
S4 3.411 3.548 4.200
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 4.343 0.507 11.5% 0.154 3.5% 10% False True 22,309
10 4.850 4.343 0.507 11.5% 0.135 3.1% 10% False True 15,672
20 4.850 4.208 0.642 14.6% 0.122 2.8% 29% False False 14,562
40 4.850 4.071 0.779 17.7% 0.126 2.9% 42% False False 12,496
60 4.850 4.011 0.839 19.1% 0.120 2.7% 46% False False 10,558
80 4.888 4.011 0.877 19.9% 0.116 2.6% 44% False False 8,774
100 4.888 4.011 0.877 19.9% 0.116 2.6% 44% False False 7,385
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 103 trading days
Fibonacci Retracements and Extensions
4.250 6.212
2.618 5.631
1.618 5.275
1.000 5.055
0.618 4.919
HIGH 4.699
0.618 4.563
0.500 4.521
0.382 4.479
LOW 4.343
0.618 4.123
1.000 3.987
1.618 3.767
2.618 3.411
4.250 2.830
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4.521 4.593
PP 4.479 4.527
S1 4.438 4.462

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

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