NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 4.681 4.363 -0.318 -6.8% 4.808
High 4.699 4.469 -0.230 -4.9% 4.850
Low 4.343 4.351 0.008 0.2% 4.343
Close 4.396 4.364 -0.032 -0.7% 4.364
Range 0.356 0.118 -0.238 -66.9% 0.507
ATR 0.132 0.131 -0.001 -0.7% 0.000
Volume 37,189 29,443 -7,746 -20.8% 125,167
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 4.749 4.674 4.429
R3 4.631 4.556 4.396
R2 4.513 4.513 4.386
R1 4.438 4.438 4.375 4.476
PP 4.395 4.395 4.395 4.413
S1 4.320 4.320 4.353 4.358
S2 4.277 4.277 4.342
S3 4.159 4.202 4.332
S4 4.041 4.084 4.299
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.040 5.709 4.643
R3 5.533 5.202 4.503
R2 5.026 5.026 4.457
R1 4.695 4.695 4.410 4.607
PP 4.519 4.519 4.519 4.475
S1 4.188 4.188 4.318 4.100
S2 4.012 4.012 4.271
S3 3.505 3.681 4.225
S4 2.998 3.174 4.085
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 11.6% 0.150 3.4% 4% False False 25,033
10 4.850 4.343 0.507 11.6% 0.133 3.0% 4% False False 17,311
20 4.850 4.208 0.642 14.7% 0.122 2.8% 24% False False 15,533
40 4.850 4.086 0.764 17.5% 0.126 2.9% 36% False False 12,959
60 4.850 4.011 0.839 19.2% 0.120 2.8% 42% False False 10,947
80 4.888 4.011 0.877 20.1% 0.115 2.6% 40% False False 9,120
100 4.888 4.011 0.877 20.1% 0.115 2.6% 40% False False 7,666
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.971
2.618 4.778
1.618 4.660
1.000 4.587
0.618 4.542
HIGH 4.469
0.618 4.424
0.500 4.410
0.382 4.396
LOW 4.351
0.618 4.278
1.000 4.233
1.618 4.160
2.618 4.042
4.250 3.850
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 4.410 4.581
PP 4.395 4.508
S1 4.379 4.436

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

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