NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 4.346 4.340 -0.006 -0.1% 4.525
High 4.359 4.379 0.020 0.5% 4.586
Low 4.277 4.300 0.023 0.5% 4.334
Close 4.331 4.318 -0.013 -0.3% 4.370
Range 0.082 0.079 -0.003 -3.7% 0.252
ATR 0.134 0.130 -0.004 -2.9% 0.000
Volume 65,936 81,736 15,800 24.0% 284,908
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.569 4.523 4.361
R3 4.490 4.444 4.340
R2 4.411 4.411 4.332
R1 4.365 4.365 4.325 4.349
PP 4.332 4.332 4.332 4.324
S1 4.286 4.286 4.311 4.270
S2 4.253 4.253 4.304
S3 4.174 4.207 4.296
S4 4.095 4.128 4.275
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.186 5.030 4.509
R3 4.934 4.778 4.439
R2 4.682 4.682 4.416
R1 4.526 4.526 4.393 4.478
PP 4.430 4.430 4.430 4.406
S1 4.274 4.274 4.347 4.226
S2 4.178 4.178 4.324
S3 3.926 4.022 4.301
S4 3.674 3.770 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.562 4.277 0.285 6.6% 0.122 2.8% 14% False False 65,320
10 4.586 4.240 0.346 8.0% 0.129 3.0% 23% False False 62,528
20 4.586 4.067 0.519 12.0% 0.132 3.1% 48% False False 51,759
40 5.011 4.067 0.944 21.9% 0.136 3.2% 27% False False 46,322
60 5.011 4.067 0.944 21.9% 0.137 3.2% 27% False False 37,004
80 5.011 4.067 0.944 21.9% 0.130 3.0% 27% False False 30,771
100 5.011 4.012 0.999 23.1% 0.131 3.0% 31% False False 26,692
120 5.011 4.011 1.000 23.2% 0.126 2.9% 31% False False 23,238
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.715
2.618 4.586
1.618 4.507
1.000 4.458
0.618 4.428
HIGH 4.379
0.618 4.349
0.500 4.340
0.382 4.330
LOW 4.300
0.618 4.251
1.000 4.221
1.618 4.172
2.618 4.093
4.250 3.964
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 4.340 4.354
PP 4.332 4.342
S1 4.325 4.330

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

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