NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 4.389 4.316 -0.073 -1.7% 4.808
High 4.407 4.353 -0.054 -1.2% 4.850
Low 4.285 4.238 -0.047 -1.1% 4.343
Close 4.308 4.325 0.017 0.4% 4.364
Range 0.122 0.115 -0.007 -5.7% 0.507
ATR 0.129 0.128 -0.001 -0.8% 0.000
Volume 18,196 19,503 1,307 7.2% 125,167
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 4.650 4.603 4.388
R3 4.535 4.488 4.357
R2 4.420 4.420 4.346
R1 4.373 4.373 4.336 4.397
PP 4.305 4.305 4.305 4.317
S1 4.258 4.258 4.314 4.282
S2 4.190 4.190 4.304
S3 4.075 4.143 4.293
S4 3.960 4.028 4.262
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 4.469 4.238 0.231 5.3% 0.120 2.8% 38% False True 22,467
10 4.850 4.238 0.612 14.2% 0.137 3.2% 14% False True 22,388
20 4.850 4.238 0.612 14.2% 0.128 3.0% 14% False True 16,697
40 4.850 4.208 0.642 14.8% 0.126 2.9% 18% False False 13,880
60 4.850 4.011 0.839 19.4% 0.122 2.8% 37% False False 11,930
80 4.888 4.011 0.877 20.3% 0.116 2.7% 36% False False 10,007
100 4.888 4.011 0.877 20.3% 0.116 2.7% 36% False False 8,424
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.842
2.618 4.654
1.618 4.539
1.000 4.468
0.618 4.424
HIGH 4.353
0.618 4.309
0.500 4.296
0.382 4.282
LOW 4.238
0.618 4.167
1.000 4.123
1.618 4.052
2.618 3.937
4.250 3.749
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 4.315 4.324
PP 4.305 4.323
S1 4.296 4.323

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

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