NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 4.322 4.390 0.068 1.6% 4.389
High 4.422 4.415 -0.007 -0.2% 4.454
Low 4.319 4.263 -0.056 -1.3% 4.110
Close 4.411 4.378 -0.033 -0.7% 4.231
Range 0.103 0.152 0.049 47.6% 0.344
ATR 0.132 0.133 0.001 1.1% 0.000
Volume 28,754 35,950 7,196 25.0% 190,009
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.745 4.462
R3 4.656 4.593 4.420
R2 4.504 4.504 4.406
R1 4.441 4.441 4.392 4.397
PP 4.352 4.352 4.352 4.330
S1 4.289 4.289 4.364 4.245
S2 4.200 4.200 4.350
S3 4.048 4.137 4.336
S4 3.896 3.985 4.294
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 4.422 4.155 0.267 6.1% 0.124 2.8% 84% False False 41,786
10 4.473 4.110 0.363 8.3% 0.137 3.1% 74% False False 38,952
20 4.687 4.110 0.577 13.2% 0.129 2.9% 46% False False 30,781
40 5.010 4.110 0.900 20.6% 0.136 3.1% 30% False False 30,656
60 5.010 4.110 0.900 20.6% 0.132 3.0% 30% False False 27,809
80 5.010 4.110 0.900 20.6% 0.130 3.0% 30% False False 26,241
100 5.010 4.051 0.959 21.9% 0.129 2.9% 34% False False 24,138
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.061
2.618 4.813
1.618 4.661
1.000 4.567
0.618 4.509
HIGH 4.415
0.618 4.357
0.500 4.339
0.382 4.321
LOW 4.263
0.618 4.169
1.000 4.111
1.618 4.017
2.618 3.865
4.250 3.617
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 4.365 4.361
PP 4.352 4.343
S1 4.339 4.326

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

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