NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 4.377 4.430 0.053 1.2% 4.315
High 4.473 4.438 -0.035 -0.8% 4.473
Low 4.272 4.362 0.090 2.1% 4.261
Close 4.432 4.372 -0.060 -1.4% 4.372
Range 0.201 0.076 -0.125 -62.2% 0.212
ATR 0.135 0.131 -0.004 -3.1% 0.000
Volume 23,489 36,573 13,084 55.7% 114,906
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.619 4.571 4.414
R3 4.543 4.495 4.393
R2 4.467 4.467 4.386
R1 4.419 4.419 4.379 4.405
PP 4.391 4.391 4.391 4.384
S1 4.343 4.343 4.365 4.329
S2 4.315 4.315 4.358
S3 4.239 4.267 4.351
S4 4.163 4.191 4.330
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.005 4.900 4.489
R3 4.793 4.688 4.430
R2 4.581 4.581 4.411
R1 4.476 4.476 4.391 4.529
PP 4.369 4.369 4.369 4.395
S1 4.264 4.264 4.353 4.317
S2 4.157 4.157 4.333
S3 3.945 4.052 4.314
S4 3.733 3.840 4.255
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.473 4.261 0.212 4.8% 0.116 2.7% 52% False False 22,981
10 4.537 4.255 0.282 6.5% 0.119 2.7% 41% False False 22,972
20 5.010 4.255 0.755 17.3% 0.137 3.1% 15% False False 29,118
40 5.010 4.255 0.755 17.3% 0.133 3.0% 15% False False 27,362
60 5.010 4.255 0.755 17.3% 0.129 2.9% 15% False False 25,075
80 5.010 4.116 0.894 20.4% 0.129 3.0% 29% False False 23,709
100 5.010 4.051 0.959 21.9% 0.125 2.9% 33% False False 22,076
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.761
2.618 4.637
1.618 4.561
1.000 4.514
0.618 4.485
HIGH 4.438
0.618 4.409
0.500 4.400
0.382 4.391
LOW 4.362
0.618 4.315
1.000 4.286
1.618 4.239
2.618 4.163
4.250 4.039
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 4.400 4.373
PP 4.391 4.372
S1 4.381 4.372

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

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