NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 4.398 4.326 -0.072 -1.6% 4.808
High 4.421 4.393 -0.028 -0.6% 4.850
Low 4.279 4.290 0.011 0.3% 4.343
Close 4.285 4.366 0.081 1.9% 4.364
Range 0.142 0.103 -0.039 -27.5% 0.507
ATR 0.132 0.130 -0.002 -1.3% 0.000
Volume 24,770 20,423 -4,347 -17.5% 125,167
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 4.659 4.615 4.423
R3 4.556 4.512 4.394
R2 4.453 4.453 4.385
R1 4.409 4.409 4.375 4.431
PP 4.350 4.350 4.350 4.361
S1 4.306 4.306 4.357 4.328
S2 4.247 4.247 4.347
S3 4.144 4.203 4.338
S4 4.041 4.100 4.309
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 4.818 4.279 0.539 12.3% 0.169 3.9% 16% False False 27,430
10 4.850 4.279 0.571 13.1% 0.140 3.2% 15% False False 19,688
20 4.850 4.275 0.575 13.2% 0.124 2.8% 16% False False 16,275
40 4.850 4.087 0.763 17.5% 0.127 2.9% 37% False False 13,412
60 4.850 4.011 0.839 19.2% 0.121 2.8% 42% False False 11,517
80 4.888 4.011 0.877 20.1% 0.116 2.7% 40% False False 9,602
100 4.888 4.011 0.877 20.1% 0.116 2.7% 40% False False 8,097
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.831
2.618 4.663
1.618 4.560
1.000 4.496
0.618 4.457
HIGH 4.393
0.618 4.354
0.500 4.342
0.382 4.329
LOW 4.290
0.618 4.226
1.000 4.187
1.618 4.123
2.618 4.020
4.250 3.852
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 4.358 4.374
PP 4.350 4.371
S1 4.342 4.369

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

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