NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 27-May-2011
Day Change Summary
Previous Current
26-May-2011 27-May-2011 Change Change % Previous Week
Open 4.492 4.461 -0.031 -0.7% 4.373
High 4.529 4.615 0.086 1.9% 4.615
Low 4.311 4.431 0.120 2.8% 4.311
Close 4.429 4.577 0.148 3.3% 4.577
Range 0.218 0.184 -0.034 -15.6% 0.304
ATR 0.131 0.135 0.004 3.0% 0.000
Volume 14,393 23,272 8,879 61.7% 79,315
Daily Pivots for day following 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.093 5.019 4.678
R3 4.909 4.835 4.628
R2 4.725 4.725 4.611
R1 4.651 4.651 4.594 4.688
PP 4.541 4.541 4.541 4.560
S1 4.467 4.467 4.560 4.504
S2 4.357 4.357 4.543
S3 4.173 4.283 4.526
S4 3.989 4.099 4.476
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.413 5.299 4.744
R3 5.109 4.995 4.661
R2 4.805 4.805 4.633
R1 4.691 4.691 4.605 4.748
PP 4.501 4.501 4.501 4.530
S1 4.387 4.387 4.549 4.444
S2 4.197 4.197 4.521
S3 3.893 4.083 4.493
S4 3.589 3.779 4.410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.615 4.311 0.304 6.6% 0.147 3.2% 88% True False 15,863
10 4.615 4.219 0.396 8.7% 0.137 3.0% 90% True False 13,748
20 4.850 4.219 0.631 13.8% 0.136 3.0% 57% False False 17,980
40 4.850 4.208 0.642 14.0% 0.124 2.7% 57% False False 15,029
60 4.850 4.011 0.839 18.3% 0.127 2.8% 67% False False 13,398
80 4.850 4.011 0.839 18.3% 0.121 2.6% 67% False False 11,442
100 4.888 4.011 0.877 19.2% 0.119 2.6% 65% False False 9,791
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.397
2.618 5.097
1.618 4.913
1.000 4.799
0.618 4.729
HIGH 4.615
0.618 4.545
0.500 4.523
0.382 4.501
LOW 4.431
0.618 4.317
1.000 4.247
1.618 4.133
2.618 3.949
4.250 3.649
Fisher Pivots for day following 27-May-2011
Pivot 1 day 3 day
R1 4.559 4.539
PP 4.541 4.501
S1 4.523 4.463

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

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