NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 12-Jul-2011
Day Change Summary
Previous Current
11-Jul-2011 12-Jul-2011 Change Change % Previous Week
Open 4.258 4.307 0.049 1.2% 4.389
High 4.350 4.351 0.001 0.0% 4.454
Low 4.200 4.230 0.030 0.7% 4.110
Close 4.302 4.335 0.033 0.8% 4.231
Range 0.150 0.121 -0.029 -19.3% 0.344
ATR 0.135 0.134 -0.001 -0.8% 0.000
Volume 34,029 40,717 6,688 19.7% 190,009
Daily Pivots for day following 12-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.668 4.623 4.402
R3 4.547 4.502 4.368
R2 4.426 4.426 4.357
R1 4.381 4.381 4.346 4.404
PP 4.305 4.305 4.305 4.317
S1 4.260 4.260 4.324 4.283
S2 4.184 4.184 4.313
S3 4.063 4.139 4.302
S4 3.942 4.018 4.268
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 4.402 4.110 0.292 6.7% 0.138 3.2% 77% False False 47,863
10 4.473 4.110 0.363 8.4% 0.134 3.1% 62% False False 36,419
20 4.740 4.110 0.630 14.5% 0.125 2.9% 36% False False 30,292
40 5.010 4.110 0.900 20.8% 0.137 3.1% 25% False False 29,762
60 5.010 4.110 0.900 20.8% 0.132 3.0% 25% False False 27,482
80 5.010 4.110 0.900 20.8% 0.129 3.0% 25% False False 25,905
100 5.010 4.051 0.959 22.1% 0.128 2.9% 30% False False 23,737
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 False
Bear Hook False
Bull Hook False
Stretch 0.037
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.865
2.618 4.668
1.618 4.547
1.000 4.472
0.618 4.426
HIGH 4.351
0.618 4.305
0.500 4.291
0.382 4.276
LOW 4.230
0.618 4.155
1.000 4.109
1.618 4.034
2.618 3.913
4.250 3.716
Fisher Pivots for day following 12-Jul-2011
Pivot 1 day 3 day
R1 4.320 4.308
PP 4.305 4.280
S1 4.291 4.253

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

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