NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4.349 4.343 -0.006 -0.1% 4.398
High 4.378 4.343 -0.035 -0.8% 4.421
Low 4.325 4.239 -0.086 -2.0% 4.238
Close 4.344 4.244 -0.100 -2.3% 4.379
Range 0.053 0.104 0.051 96.2% 0.183
ATR 0.125 0.124 -0.001 -1.1% 0.000
Volume 12,060 9,238 -2,822 -23.4% 96,959
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4.587 4.520 4.301
R3 4.483 4.416 4.273
R2 4.379 4.379 4.263
R1 4.312 4.312 4.254 4.294
PP 4.275 4.275 4.275 4.266
S1 4.208 4.208 4.234 4.190
S2 4.171 4.171 4.225
S3 4.067 4.104 4.215
S4 3.963 4.000 4.187
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 4.239 0.230 5.4% 0.114 2.7% 2% False True 11,055
10 4.469 4.238 0.231 5.4% 0.117 2.8% 3% False False 16,761
20 4.850 4.238 0.612 14.4% 0.126 3.0% 1% False False 16,216
40 4.850 4.208 0.642 15.1% 0.126 3.0% 6% False False 14,079
60 4.850 4.011 0.839 19.8% 0.124 2.9% 28% False False 12,468
80 4.850 4.011 0.839 19.8% 0.117 2.7% 28% False False 10,470
100 4.888 4.011 0.877 20.7% 0.116 2.7% 27% False False 8,900
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.785
2.618 4.615
1.618 4.511
1.000 4.447
0.618 4.407
HIGH 4.343
0.618 4.303
0.500 4.291
0.382 4.279
LOW 4.239
0.618 4.175
1.000 4.135
1.618 4.071
2.618 3.967
4.250 3.797
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4.291 4.347
PP 4.275 4.313
S1 4.260 4.278

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

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