NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.305 4.362 0.057 1.3% 4.398
High 4.400 4.469 0.069 1.6% 4.421
Low 4.285 4.328 0.043 1.0% 4.238
Close 4.379 4.448 0.069 1.6% 4.379
Range 0.115 0.141 0.026 22.6% 0.183
ATR 0.127 0.128 0.001 0.8% 0.000
Volume 14,067 9,833 -4,234 -30.1% 96,959
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 4.838 4.784 4.526
R3 4.697 4.643 4.487
R2 4.556 4.556 4.474
R1 4.502 4.502 4.461 4.529
PP 4.415 4.415 4.415 4.429
S1 4.361 4.361 4.435 4.388
S2 4.274 4.274 4.422
S3 4.133 4.220 4.409
S4 3.992 4.079 4.370
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.895 4.820 4.480
R3 4.712 4.637 4.429
R2 4.529 4.529 4.413
R1 4.454 4.454 4.396 4.400
PP 4.346 4.346 4.346 4.319
S1 4.271 4.271 4.362 4.217
S2 4.163 4.163 4.345
S3 3.980 4.088 4.329
S4 3.797 3.905 4.278
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 5.2% 0.119 2.7% 91% True False 16,404
10 4.843 4.238 0.605 13.6% 0.140 3.1% 35% False False 21,633
20 4.850 4.238 0.612 13.8% 0.129 2.9% 34% False False 15,965
40 4.850 4.208 0.642 14.4% 0.124 2.8% 37% False False 13,965
60 4.850 4.011 0.839 18.9% 0.123 2.8% 52% False False 12,128
80 4.888 4.011 0.877 19.7% 0.117 2.6% 50% False False 10,237
100 4.888 4.011 0.877 19.7% 0.116 2.6% 50% False False 8,621
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.068
2.618 4.838
1.618 4.697
1.000 4.610
0.618 4.556
HIGH 4.469
0.618 4.415
0.500 4.399
0.382 4.382
LOW 4.328
0.618 4.241
1.000 4.187
1.618 4.100
2.618 3.959
4.250 3.729
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.432 4.417
PP 4.415 4.385
S1 4.399 4.354

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

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