NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 4.169 4.231 0.062 1.5% 4.341
High 4.223 4.330 0.107 2.5% 4.420
Low 4.127 4.179 0.052 1.3% 4.067
Close 4.204 4.277 0.073 1.7% 4.204
Range 0.096 0.151 0.055 57.3% 0.353
ATR 0.138 0.139 0.001 0.7% 0.000
Volume 56,035 47,472 -8,563 -15.3% 175,761
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.715 4.647 4.360
R3 4.564 4.496 4.319
R2 4.413 4.413 4.305
R1 4.345 4.345 4.291 4.379
PP 4.262 4.262 4.262 4.279
S1 4.194 4.194 4.263 4.228
S2 4.111 4.111 4.249
S3 3.960 4.043 4.235
S4 3.809 3.892 4.194
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.289 5.100 4.398
R3 4.936 4.747 4.301
R2 4.583 4.583 4.269
R1 4.394 4.394 4.236 4.312
PP 4.230 4.230 4.230 4.190
S1 4.041 4.041 4.172 3.959
S2 3.877 3.877 4.139
S3 3.524 3.688 4.107
S4 3.171 3.335 4.010
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.420 4.067 0.353 8.3% 0.147 3.4% 59% False False 44,646
10 4.437 4.067 0.370 8.7% 0.134 3.1% 57% False False 34,922
20 4.861 4.067 0.794 18.6% 0.134 3.1% 26% False False 34,206
40 5.011 4.067 0.944 22.1% 0.139 3.3% 22% False False 32,663
60 5.011 4.067 0.944 22.1% 0.135 3.2% 22% False False 27,341
80 5.011 4.067 0.944 22.1% 0.132 3.1% 22% False False 23,271
100 5.011 4.011 1.000 23.4% 0.129 3.0% 27% False False 20,223
120 5.011 4.011 1.000 23.4% 0.124 2.9% 27% False False 17,559
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 False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.972
2.618 4.725
1.618 4.574
1.000 4.481
0.618 4.423
HIGH 4.330
0.618 4.272
0.500 4.255
0.382 4.237
LOW 4.179
0.618 4.086
1.000 4.028
1.618 3.935
2.618 3.784
4.250 3.537
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 4.270 4.251
PP 4.262 4.225
S1 4.255 4.199

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

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