NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.379 4.383 0.004 0.1% 4.231
High 4.393 4.528 0.135 3.1% 4.528
Low 4.240 4.359 0.119 2.8% 4.179
Close 4.358 4.520 0.162 3.7% 4.520
Range 0.153 0.169 0.016 10.5% 0.349
ATR 0.137 0.139 0.002 1.7% 0.000
Volume 60,298 72,585 12,287 20.4% 276,367
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.976 4.917 4.613
R3 4.807 4.748 4.566
R2 4.638 4.638 4.551
R1 4.579 4.579 4.535 4.609
PP 4.469 4.469 4.469 4.484
S1 4.410 4.410 4.505 4.440
S2 4.300 4.300 4.489
S3 4.131 4.241 4.474
S4 3.962 4.072 4.427
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.456 5.337 4.712
R3 5.107 4.988 4.616
R2 4.758 4.758 4.584
R1 4.639 4.639 4.552 4.699
PP 4.409 4.409 4.409 4.439
S1 4.290 4.290 4.488 4.350
S2 4.060 4.060 4.456
S3 3.711 3.941 4.424
S4 3.362 3.592 4.328
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.528 4.179 0.349 7.7% 0.141 3.1% 98% True False 55,273
10 4.528 4.067 0.461 10.2% 0.137 3.0% 98% True False 49,287
20 4.528 4.067 0.461 10.2% 0.134 3.0% 98% True False 37,254
40 5.011 4.067 0.944 20.9% 0.141 3.1% 48% False False 37,234
60 5.011 4.067 0.944 20.9% 0.136 3.0% 48% False False 30,218
80 5.011 4.067 0.944 20.9% 0.133 2.9% 48% False False 25,629
100 5.011 4.011 1.000 22.1% 0.131 2.9% 51% False False 22,314
120 5.011 4.011 1.000 22.1% 0.125 2.8% 51% False False 19,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.246
2.618 4.970
1.618 4.801
1.000 4.697
0.618 4.632
HIGH 4.528
0.618 4.463
0.500 4.444
0.382 4.424
LOW 4.359
0.618 4.255
1.000 4.190
1.618 4.086
2.618 3.917
4.250 3.641
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.495 4.475
PP 4.469 4.429
S1 4.444 4.384

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

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