NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 4.389 4.389 0.000 0.0% 4.315
High 4.454 4.402 -0.052 -1.2% 4.473
Low 4.305 4.256 -0.049 -1.1% 4.261
Close 4.409 4.260 -0.149 -3.4% 4.372
Range 0.149 0.146 -0.003 -2.0% 0.212
ATR 0.132 0.134 0.001 1.1% 0.000
Volume 25,438 47,054 21,616 85.0% 114,906
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.744 4.648 4.340
R3 4.598 4.502 4.300
R2 4.452 4.452 4.287
R1 4.356 4.356 4.273 4.331
PP 4.306 4.306 4.306 4.294
S1 4.210 4.210 4.247 4.185
S2 4.160 4.160 4.233
S3 4.014 4.064 4.220
S4 3.868 3.918 4.180
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 4.256 0.217 5.1% 0.134 3.1% 2% False True 31,696
10 4.537 4.255 0.282 6.6% 0.125 2.9% 2% False False 25,776
20 5.010 4.255 0.755 17.7% 0.143 3.3% 1% False False 28,773
40 5.010 4.255 0.755 17.7% 0.134 3.2% 1% False False 27,279
60 5.010 4.255 0.755 17.7% 0.131 3.1% 1% False False 25,534
80 5.010 4.140 0.870 20.4% 0.130 3.1% 14% False False 24,237
100 5.010 4.051 0.959 22.5% 0.125 2.9% 22% False False 22,467
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.023
2.618 4.784
1.618 4.638
1.000 4.548
0.618 4.492
HIGH 4.402
0.618 4.346
0.500 4.329
0.382 4.312
LOW 4.256
0.618 4.166
1.000 4.110
1.618 4.020
2.618 3.874
4.250 3.636
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.329 4.355
PP 4.306 4.323
S1 4.283 4.292

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

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