NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.231 4.270 0.039 0.9% 4.341
High 4.330 4.329 -0.001 0.0% 4.420
Low 4.179 4.203 0.024 0.6% 4.067
Close 4.277 4.312 0.035 0.8% 4.204
Range 0.151 0.126 -0.025 -16.6% 0.353
ATR 0.139 0.138 -0.001 -0.6% 0.000
Volume 47,472 48,449 977 2.1% 175,761
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.659 4.612 4.381
R3 4.533 4.486 4.347
R2 4.407 4.407 4.335
R1 4.360 4.360 4.324 4.384
PP 4.281 4.281 4.281 4.293
S1 4.234 4.234 4.300 4.258
S2 4.155 4.155 4.289
S3 4.029 4.108 4.277
S4 3.903 3.982 4.243
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 4.367 4.067 0.300 7.0% 0.142 3.3% 82% False False 48,985
10 4.437 4.067 0.370 8.6% 0.138 3.2% 66% False False 37,724
20 4.713 4.067 0.646 15.0% 0.130 3.0% 38% False False 33,787
40 5.011 4.067 0.944 21.9% 0.139 3.2% 26% False False 33,522
60 5.011 4.067 0.944 21.9% 0.134 3.1% 26% False False 27,763
80 5.011 4.067 0.944 21.9% 0.131 3.0% 26% False False 23,787
100 5.011 4.011 1.000 23.2% 0.129 3.0% 30% False False 20,638
120 5.011 4.011 1.000 23.2% 0.124 2.9% 30% False False 17,942
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.865
2.618 4.659
1.618 4.533
1.000 4.455
0.618 4.407
HIGH 4.329
0.618 4.281
0.500 4.266
0.382 4.251
LOW 4.203
0.618 4.125
1.000 4.077
1.618 3.999
2.618 3.873
4.250 3.668
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.297 4.284
PP 4.281 4.256
S1 4.266 4.229

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

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