NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 4.420 4.349 -0.071 -1.6% 4.398
High 4.455 4.378 -0.077 -1.7% 4.421
Low 4.298 4.325 0.027 0.6% 4.238
Close 4.321 4.344 0.023 0.5% 4.379
Range 0.157 0.053 -0.104 -66.2% 0.183
ATR 0.130 0.125 -0.005 -4.0% 0.000
Volume 10,078 12,060 1,982 19.7% 96,959
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 4.508 4.479 4.373
R3 4.455 4.426 4.359
R2 4.402 4.402 4.354
R1 4.373 4.373 4.349 4.361
PP 4.349 4.349 4.349 4.343
S1 4.320 4.320 4.339 4.308
S2 4.296 4.296 4.334
S3 4.243 4.267 4.329
S4 4.190 4.214 4.315
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% 0.116 2.7% 46% False False 13,108
10 4.699 4.238 0.461 10.6% 0.142 3.3% 23% False False 19,556
20 4.850 4.238 0.612 14.1% 0.124 2.9% 17% False False 16,186
40 4.850 4.208 0.642 14.8% 0.125 2.9% 21% False False 14,024
60 4.850 4.011 0.839 19.3% 0.124 2.8% 40% False False 12,368
80 4.850 4.011 0.839 19.3% 0.116 2.7% 40% False False 10,393
100 4.888 4.011 0.877 20.2% 0.116 2.7% 38% False False 8,819
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.603
2.618 4.517
1.618 4.464
1.000 4.431
0.618 4.411
HIGH 4.378
0.618 4.358
0.500 4.352
0.382 4.345
LOW 4.325
0.618 4.292
1.000 4.272
1.618 4.239
2.618 4.186
4.250 4.100
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 4.352 4.384
PP 4.349 4.370
S1 4.347 4.357

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

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