NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 4.430 4.389 -0.041 -0.9% 4.315
High 4.438 4.454 0.016 0.4% 4.473
Low 4.362 4.305 -0.057 -1.3% 4.261
Close 4.372 4.409 0.037 0.8% 4.372
Range 0.076 0.149 0.073 96.1% 0.212
ATR 0.131 0.132 0.001 1.0% 0.000
Volume 36,573 25,438 -11,135 -30.4% 114,906
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.836 4.772 4.491
R3 4.687 4.623 4.450
R2 4.538 4.538 4.436
R1 4.474 4.474 4.423 4.506
PP 4.389 4.389 4.389 4.406
S1 4.325 4.325 4.395 4.357
S2 4.240 4.240 4.382
S3 4.091 4.176 4.368
S4 3.942 4.027 4.327
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 4.272 0.201 4.6% 0.130 2.9% 68% False False 24,975
10 4.537 4.255 0.282 6.4% 0.121 2.7% 55% False False 23,291
20 5.010 4.255 0.755 17.1% 0.139 3.2% 20% False False 28,490
40 5.010 4.255 0.755 17.1% 0.134 3.0% 20% False False 26,905
60 5.010 4.255 0.755 17.1% 0.129 2.9% 20% False False 25,268
80 5.010 4.130 0.880 20.0% 0.130 2.9% 32% False False 23,871
100 5.010 4.051 0.959 21.8% 0.125 2.8% 37% False False 22,140
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.087
2.618 4.844
1.618 4.695
1.000 4.603
0.618 4.546
HIGH 4.454
0.618 4.397
0.500 4.380
0.382 4.362
LOW 4.305
0.618 4.213
1.000 4.156
1.618 4.064
2.618 3.915
4.250 3.672
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 4.399 4.397
PP 4.389 4.385
S1 4.380 4.373

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

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