NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 4.729 4.390 -0.339 -7.2% 4.835
High 4.736 4.510 -0.226 -4.8% 4.884
Low 4.388 4.390 0.002 0.0% 4.388
Close 4.438 4.407 -0.031 -0.7% 4.407
Range 0.348 0.120 -0.228 -65.5% 0.496
ATR 0.130 0.129 -0.001 -0.5% 0.000
Volume 21,762 43,724 21,962 100.9% 138,300
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 4.796 4.721 4.473
R3 4.676 4.601 4.440
R2 4.556 4.556 4.429
R1 4.481 4.481 4.418 4.519
PP 4.436 4.436 4.436 4.454
S1 4.361 4.361 4.396 4.399
S2 4.316 4.316 4.385
S3 4.196 4.241 4.374
S4 4.076 4.121 4.341
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6.048 5.723 4.680
R3 5.552 5.227 4.543
R2 5.056 5.056 4.498
R1 4.731 4.731 4.452 4.646
PP 4.560 4.560 4.560 4.517
S1 4.235 4.235 4.362 4.150
S2 4.064 4.064 4.316
S3 3.568 3.739 4.271
S4 3.072 3.243 4.134
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.884 4.388 0.496 11.3% 0.146 3.3% 4% False False 27,660
10 4.884 4.388 0.496 11.3% 0.130 2.9% 4% False False 23,442
20 4.884 4.256 0.628 14.3% 0.120 2.7% 24% False False 21,994
40 4.884 4.130 0.754 17.1% 0.125 2.8% 37% False False 20,838
60 4.884 4.051 0.833 18.9% 0.120 2.7% 43% False False 18,964
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.020
2.618 4.824
1.618 4.704
1.000 4.630
0.618 4.584
HIGH 4.510
0.618 4.464
0.500 4.450
0.382 4.436
LOW 4.390
0.618 4.316
1.000 4.270
1.618 4.196
2.618 4.076
4.250 3.880
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 4.450 4.620
PP 4.436 4.549
S1 4.421 4.478

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

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