NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 4.383 4.525 0.142 3.2% 4.231
High 4.528 4.586 0.058 1.3% 4.528
Low 4.359 4.463 0.104 2.4% 4.179
Close 4.520 4.524 0.004 0.1% 4.520
Range 0.169 0.123 -0.046 -27.2% 0.349
ATR 0.139 0.138 -0.001 -0.8% 0.000
Volume 72,585 55,135 -17,450 -24.0% 276,367
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.893 4.832 4.592
R3 4.770 4.709 4.558
R2 4.647 4.647 4.547
R1 4.586 4.586 4.535 4.555
PP 4.524 4.524 4.524 4.509
S1 4.463 4.463 4.513 4.432
S2 4.401 4.401 4.501
S3 4.278 4.340 4.490
S4 4.155 4.217 4.456
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 4.586 4.203 0.383 8.5% 0.136 3.0% 84% True False 56,806
10 4.586 4.067 0.519 11.5% 0.142 3.1% 88% True False 50,726
20 4.586 4.067 0.519 11.5% 0.134 3.0% 88% True False 38,656
40 5.011 4.067 0.944 20.9% 0.142 3.1% 48% False False 38,381
60 5.011 4.067 0.944 20.9% 0.137 3.0% 48% False False 30,993
80 5.011 4.067 0.944 20.9% 0.134 3.0% 48% False False 26,230
100 5.011 4.011 1.000 22.1% 0.131 2.9% 51% False False 22,833
120 5.011 4.011 1.000 22.1% 0.125 2.8% 51% False False 19,774
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 0.037
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.109
2.618 4.908
1.618 4.785
1.000 4.709
0.618 4.662
HIGH 4.586
0.618 4.539
0.500 4.525
0.382 4.510
LOW 4.463
0.618 4.387
1.000 4.340
1.618 4.264
2.618 4.141
4.250 3.940
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 4.525 4.487
PP 4.524 4.450
S1 4.524 4.413

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

View Archives - Comment on this page... - Back to Index of Symbols