NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 4.442 4.452 0.010 0.2% 4.362
High 4.518 4.500 -0.018 -0.4% 4.469
Low 4.392 4.437 0.045 1.0% 4.219
Close 4.464 4.496 0.032 0.7% 4.367
Range 0.126 0.063 -0.063 -50.0% 0.250
ATR 0.129 0.124 -0.005 -3.6% 0.000
Volume 13,930 16,343 2,413 17.3% 58,173
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 4.667 4.644 4.531
R3 4.604 4.581 4.513
R2 4.541 4.541 4.508
R1 4.518 4.518 4.502 4.530
PP 4.478 4.478 4.478 4.483
S1 4.455 4.455 4.490 4.467
S2 4.415 4.415 4.484
S3 4.352 4.392 4.479
S4 4.289 4.329 4.461
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 4.518 4.219 0.299 6.7% 0.123 2.7% 93% False False 13,570
10 4.518 4.219 0.299 6.7% 0.120 2.7% 93% False False 13,339
20 4.850 4.219 0.631 14.0% 0.131 2.9% 44% False False 17,153
40 4.850 4.208 0.642 14.3% 0.122 2.7% 45% False False 14,522
60 4.850 4.011 0.839 18.7% 0.123 2.7% 58% False False 13,020
80 4.850 4.011 0.839 18.7% 0.117 2.6% 58% False False 11,047
100 4.888 4.011 0.877 19.5% 0.117 2.6% 55% False False 9,447
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.768
2.618 4.665
1.618 4.602
1.000 4.563
0.618 4.539
HIGH 4.500
0.618 4.476
0.500 4.469
0.382 4.461
LOW 4.437
0.618 4.398
1.000 4.374
1.618 4.335
2.618 4.272
4.250 4.169
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 4.487 4.476
PP 4.478 4.456
S1 4.469 4.436

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

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