NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 4.470 4.389 -0.081 -1.8% 4.425
High 4.502 4.430 -0.072 -1.6% 4.460
Low 4.349 4.374 0.025 0.6% 4.285
Close 4.371 4.393 0.022 0.5% 4.428
Range 0.153 0.056 -0.097 -63.4% 0.175
ATR 0.129 0.124 -0.005 -3.9% 0.000
Volume 15,618 18,807 3,189 20.4% 125,023
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 4.567 4.536 4.424
R3 4.511 4.480 4.408
R2 4.455 4.455 4.403
R1 4.424 4.424 4.398 4.440
PP 4.399 4.399 4.399 4.407
S1 4.368 4.368 4.388 4.384
S2 4.343 4.343 4.383
S3 4.287 4.312 4.378
S4 4.231 4.256 4.362
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.916 4.847 4.524
R3 4.741 4.672 4.476
R2 4.566 4.566 4.460
R1 4.497 4.497 4.444 4.532
PP 4.391 4.391 4.391 4.408
S1 4.322 4.322 4.412 4.357
S2 4.216 4.216 4.396
S3 4.041 4.147 4.380
S4 3.866 3.972 4.332
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.516 4.285 0.231 5.3% 0.117 2.7% 47% False False 18,229
10 4.736 4.285 0.451 10.3% 0.141 3.2% 24% False False 23,828
20 4.884 4.285 0.599 13.6% 0.121 2.8% 18% False False 22,346
40 4.884 4.256 0.628 14.3% 0.124 2.8% 22% False False 21,858
60 4.884 4.051 0.833 19.0% 0.123 2.8% 41% False False 19,973
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.668
2.618 4.577
1.618 4.521
1.000 4.486
0.618 4.465
HIGH 4.430
0.618 4.409
0.500 4.402
0.382 4.395
LOW 4.374
0.618 4.339
1.000 4.318
1.618 4.283
2.618 4.227
4.250 4.136
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 4.402 4.433
PP 4.399 4.419
S1 4.396 4.406

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

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