NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 4.271 4.189 -0.082 -1.9% 4.389
High 4.290 4.249 -0.041 -1.0% 4.454
Low 4.110 4.155 0.045 1.1% 4.110
Close 4.168 4.231 0.063 1.5% 4.231
Range 0.180 0.094 -0.086 -47.8% 0.344
ATR 0.137 0.134 -0.003 -2.3% 0.000
Volume 48,034 69,483 21,449 44.7% 190,009
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.494 4.456 4.283
R3 4.400 4.362 4.257
R2 4.306 4.306 4.248
R1 4.268 4.268 4.240 4.287
PP 4.212 4.212 4.212 4.221
S1 4.174 4.174 4.222 4.193
S2 4.118 4.118 4.214
S3 4.024 4.080 4.205
S4 3.930 3.986 4.179
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.297 5.108 4.420
R3 4.953 4.764 4.326
R2 4.609 4.609 4.294
R1 4.420 4.420 4.263 4.343
PP 4.265 4.265 4.265 4.226
S1 4.076 4.076 4.199 3.999
S2 3.921 3.921 4.168
S3 3.577 3.732 4.136
S4 3.233 3.388 4.042
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.454 4.110 0.344 8.1% 0.129 3.0% 35% False False 45,316
10 4.473 4.110 0.363 8.6% 0.123 2.9% 33% False False 33,409
20 4.880 4.110 0.770 18.2% 0.126 3.0% 16% False False 30,404
40 5.010 4.110 0.900 21.3% 0.136 3.2% 13% False False 28,978
60 5.010 4.110 0.900 21.3% 0.132 3.1% 13% False False 26,921
80 5.010 4.110 0.900 21.3% 0.130 3.1% 13% False False 25,372
100 5.010 4.051 0.959 22.7% 0.127 3.0% 19% False False 23,238
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 0.032
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.649
2.618 4.495
1.618 4.401
1.000 4.343
0.618 4.307
HIGH 4.249
0.618 4.213
0.500 4.202
0.382 4.191
LOW 4.155
0.618 4.097
1.000 4.061
1.618 4.003
2.618 3.909
4.250 3.756
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 4.221 4.256
PP 4.212 4.248
S1 4.202 4.239

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

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