NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 4.191 4.153 -0.038 -0.9% 4.367
High 4.230 4.180 -0.050 -1.2% 4.430
Low 4.135 4.066 -0.069 -1.7% 4.138
Close 4.155 4.094 -0.061 -1.5% 4.145
Range 0.095 0.114 0.019 20.0% 0.292
ATR 0.123 0.122 -0.001 -0.5% 0.000
Volume 64,706 95,411 30,705 47.5% 390,583
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.455 4.389 4.157
R3 4.341 4.275 4.125
R2 4.227 4.227 4.115
R1 4.161 4.161 4.104 4.137
PP 4.113 4.113 4.113 4.102
S1 4.047 4.047 4.084 4.023
S2 3.999 3.999 4.073
S3 3.885 3.933 4.063
S4 3.771 3.819 4.031
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 4.339 4.066 0.273 6.7% 0.104 2.5% 10% False True 83,392
10 4.562 4.066 0.496 12.1% 0.113 2.8% 6% False True 74,356
20 4.586 4.066 0.520 12.7% 0.124 3.0% 5% False True 64,092
40 5.011 4.066 0.945 23.1% 0.135 3.3% 3% False True 51,160
60 5.011 4.066 0.945 23.1% 0.132 3.2% 3% False True 41,715
80 5.011 4.066 0.945 23.1% 0.131 3.2% 3% False True 35,251
100 5.011 4.066 0.945 23.1% 0.130 3.2% 3% False True 30,320
120 5.011 4.011 1.000 24.4% 0.126 3.1% 8% False False 26,500
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.665
2.618 4.478
1.618 4.364
1.000 4.294
0.618 4.250
HIGH 4.180
0.618 4.136
0.500 4.123
0.382 4.110
LOW 4.066
0.618 3.996
1.000 3.952
1.618 3.882
2.618 3.768
4.250 3.582
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 4.123 4.148
PP 4.113 4.130
S1 4.104 4.112

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

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