NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 4.153 4.091 -0.062 -1.5% 4.367
High 4.180 4.118 -0.062 -1.5% 4.430
Low 4.066 3.915 -0.151 -3.7% 4.138
Close 4.094 3.941 -0.153 -3.7% 4.145
Range 0.114 0.203 0.089 78.1% 0.292
ATR 0.122 0.128 0.006 4.7% 0.000
Volume 95,411 167,539 72,128 75.6% 390,583
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.600 4.474 4.053
R3 4.397 4.271 3.997
R2 4.194 4.194 3.978
R1 4.068 4.068 3.960 4.030
PP 3.991 3.991 3.991 3.972
S1 3.865 3.865 3.922 3.827
S2 3.788 3.788 3.904
S3 3.585 3.662 3.885
S4 3.382 3.459 3.829
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 4.234 3.915 0.319 8.1% 0.117 3.0% 8% False True 95,330
10 4.445 3.915 0.530 13.4% 0.111 2.8% 5% False True 84,419
20 4.586 3.915 0.671 17.0% 0.125 3.2% 4% False True 70,465
40 5.011 3.915 1.096 27.8% 0.138 3.5% 2% False True 53,459
60 5.011 3.915 1.096 27.8% 0.134 3.4% 2% False True 44,166
80 5.011 3.915 1.096 27.8% 0.132 3.3% 2% False True 37,194
100 5.011 3.915 1.096 27.8% 0.131 3.3% 2% False True 31,865
120 5.011 3.915 1.096 27.8% 0.127 3.2% 2% False True 27,842
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.981
2.618 4.649
1.618 4.446
1.000 4.321
0.618 4.243
HIGH 4.118
0.618 4.040
0.500 4.017
0.382 3.993
LOW 3.915
0.618 3.790
1.000 3.712
1.618 3.587
2.618 3.384
4.250 3.052
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 4.017 4.073
PP 3.991 4.029
S1 3.966 3.985

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

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