NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 17-May-2011
Day Change Summary
Previous Current
16-May-2011 17-May-2011 Change Change % Previous Week
Open 4.362 4.420 0.058 1.3% 4.398
High 4.469 4.455 -0.014 -0.3% 4.421
Low 4.328 4.298 -0.030 -0.7% 4.238
Close 4.448 4.321 -0.127 -2.9% 4.379
Range 0.141 0.157 0.016 11.3% 0.183
ATR 0.128 0.130 0.002 1.6% 0.000
Volume 9,833 10,078 245 2.5% 96,959
Daily Pivots for day following 17-May-2011
Classic Woodie Camarilla DeMark
R4 4.829 4.732 4.407
R3 4.672 4.575 4.364
R2 4.515 4.515 4.350
R1 4.418 4.418 4.335 4.388
PP 4.358 4.358 4.358 4.343
S1 4.261 4.261 4.307 4.231
S2 4.201 4.201 4.292
S3 4.044 4.104 4.278
S4 3.887 3.947 4.235
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 5.3% 0.130 3.0% 36% False False 14,335
10 4.818 4.238 0.580 13.4% 0.150 3.5% 14% False False 20,883
20 4.850 4.238 0.612 14.2% 0.128 3.0% 14% False False 15,839
40 4.850 4.208 0.642 14.9% 0.126 2.9% 18% False False 13,973
60 4.850 4.011 0.839 19.4% 0.125 2.9% 37% False False 12,222
80 4.888 4.011 0.877 20.3% 0.118 2.7% 35% False False 10,310
100 4.888 4.011 0.877 20.3% 0.116 2.7% 35% False False 8,709
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 True
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.122
2.618 4.866
1.618 4.709
1.000 4.612
0.618 4.552
HIGH 4.455
0.618 4.395
0.500 4.377
0.382 4.358
LOW 4.298
0.618 4.201
1.000 4.141
1.618 4.044
2.618 3.887
4.250 3.631
Fisher Pivots for day following 17-May-2011
Pivot 1 day 3 day
R1 4.377 4.377
PP 4.358 4.358
S1 4.340 4.340

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

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