NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 4.189 4.258 0.069 1.6% 4.389
High 4.249 4.350 0.101 2.4% 4.454
Low 4.155 4.200 0.045 1.1% 4.110
Close 4.231 4.302 0.071 1.7% 4.231
Range 0.094 0.150 0.056 59.6% 0.344
ATR 0.134 0.135 0.001 0.8% 0.000
Volume 69,483 34,029 -35,454 -51.0% 190,009
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.734 4.668 4.385
R3 4.584 4.518 4.343
R2 4.434 4.434 4.330
R1 4.368 4.368 4.316 4.401
PP 4.284 4.284 4.284 4.301
S1 4.218 4.218 4.288 4.251
S2 4.134 4.134 4.275
S3 3.984 4.068 4.261
S4 3.834 3.918 4.220
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 8.0% 0.144 3.3% 56% False False 44,807
10 4.473 4.110 0.363 8.4% 0.130 3.0% 53% False False 33,894
20 4.880 4.110 0.770 17.9% 0.129 3.0% 25% False False 29,595
40 5.010 4.110 0.900 20.9% 0.136 3.2% 21% False False 29,281
60 5.010 4.110 0.900 20.9% 0.133 3.1% 21% False False 27,207
80 5.010 4.110 0.900 20.9% 0.130 3.0% 21% False False 25,579
100 5.010 4.051 0.959 22.3% 0.127 3.0% 26% False False 23,454
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.988
2.618 4.743
1.618 4.593
1.000 4.500
0.618 4.443
HIGH 4.350
0.618 4.293
0.500 4.275
0.382 4.257
LOW 4.200
0.618 4.107
1.000 4.050
1.618 3.957
2.618 3.807
4.250 3.563
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 4.293 4.278
PP 4.284 4.254
S1 4.275 4.230

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

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