NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 4.135 4.191 0.056 1.4% 4.367
High 4.204 4.230 0.026 0.6% 4.430
Low 4.129 4.135 0.006 0.1% 4.138
Close 4.188 4.155 -0.033 -0.8% 4.145
Range 0.075 0.095 0.020 26.7% 0.292
ATR 0.125 0.123 -0.002 -1.7% 0.000
Volume 73,755 64,706 -9,049 -12.3% 390,583
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.458 4.402 4.207
R3 4.363 4.307 4.181
R2 4.268 4.268 4.172
R1 4.212 4.212 4.164 4.193
PP 4.173 4.173 4.173 4.164
S1 4.117 4.117 4.146 4.098
S2 4.078 4.078 4.138
S3 3.983 4.022 4.129
S4 3.888 3.927 4.103
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.114 4.921 4.306
R3 4.822 4.629 4.225
R2 4.530 4.530 4.199
R1 4.337 4.337 4.172 4.288
PP 4.238 4.238 4.238 4.213
S1 4.045 4.045 4.118 3.996
S2 3.946 3.946 4.091
S3 3.654 3.753 4.065
S4 3.362 3.461 3.984
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.379 4.129 0.250 6.0% 0.097 2.3% 10% False False 80,657
10 4.573 4.129 0.444 10.7% 0.118 2.8% 6% False False 71,158
20 4.586 4.067 0.519 12.5% 0.126 3.0% 17% False False 61,966
40 5.011 4.067 0.944 22.7% 0.134 3.2% 9% False False 50,160
60 5.011 4.067 0.944 22.7% 0.133 3.2% 9% False False 40,537
80 5.011 4.067 0.944 22.7% 0.130 3.1% 9% False False 34,286
100 5.011 4.067 0.944 22.7% 0.130 3.1% 9% False False 29,506
120 5.011 4.011 1.000 24.1% 0.126 3.0% 14% False False 25,742
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.634
2.618 4.479
1.618 4.384
1.000 4.325
0.618 4.289
HIGH 4.230
0.618 4.194
0.500 4.183
0.382 4.171
LOW 4.135
0.618 4.076
1.000 4.040
1.618 3.981
2.618 3.886
4.250 3.731
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 4.183 4.182
PP 4.173 4.173
S1 4.164 4.164

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

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