NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 23-May-2011
Day Change Summary
Previous Current
20-May-2011 23-May-2011 Change Change % Previous Week
Open 4.246 4.373 0.127 3.0% 4.362
High 4.396 4.498 0.102 2.3% 4.469
Low 4.219 4.353 0.134 3.2% 4.219
Close 4.367 4.465 0.098 2.2% 4.367
Range 0.177 0.145 -0.032 -18.1% 0.250
ATR 0.127 0.129 0.001 1.0% 0.000
Volume 16,964 11,377 -5,587 -32.9% 58,173
Daily Pivots for day following 23-May-2011
Classic Woodie Camarilla DeMark
R4 4.874 4.814 4.545
R3 4.729 4.669 4.505
R2 4.584 4.584 4.492
R1 4.524 4.524 4.478 4.554
PP 4.439 4.439 4.439 4.454
S1 4.379 4.379 4.452 4.409
S2 4.294 4.294 4.438
S3 4.149 4.234 4.425
S4 4.004 4.089 4.385
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.102 4.984 4.505
R3 4.852 4.734 4.436
R2 4.602 4.602 4.413
R1 4.484 4.484 4.390 4.543
PP 4.352 4.352 4.352 4.381
S1 4.234 4.234 4.344 4.293
S2 4.102 4.102 4.321
S3 3.852 3.984 4.298
S4 3.602 3.734 4.230
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.498 4.219 0.279 6.2% 0.127 2.8% 88% True False 11,943
10 4.498 4.219 0.279 6.2% 0.123 2.8% 88% True False 14,173
20 4.850 4.219 0.631 14.1% 0.130 2.9% 39% False False 16,377
40 4.850 4.208 0.642 14.4% 0.125 2.8% 40% False False 14,194
60 4.850 4.011 0.839 18.8% 0.124 2.8% 54% False False 12,766
80 4.850 4.011 0.839 18.8% 0.118 2.6% 54% False False 10,731
100 4.888 4.011 0.877 19.6% 0.117 2.6% 52% False False 9,162
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.114
2.618 4.878
1.618 4.733
1.000 4.643
0.618 4.588
HIGH 4.498
0.618 4.443
0.500 4.426
0.382 4.408
LOW 4.353
0.618 4.263
1.000 4.208
1.618 4.118
2.618 3.973
4.250 3.737
Fisher Pivots for day following 23-May-2011
Pivot 1 day 3 day
R1 4.452 4.430
PP 4.439 4.394
S1 4.426 4.359

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

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