NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.390 4.399 0.009 0.2% 4.258
High 4.415 4.544 0.129 2.9% 4.544
Low 4.263 4.385 0.122 2.9% 4.200
Close 4.378 4.535 0.157 3.6% 4.535
Range 0.152 0.159 0.007 4.6% 0.344
ATR 0.133 0.136 0.002 1.7% 0.000
Volume 35,950 42,971 7,021 19.5% 182,421
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.965 4.909 4.622
R3 4.806 4.750 4.579
R2 4.647 4.647 4.564
R1 4.591 4.591 4.550 4.619
PP 4.488 4.488 4.488 4.502
S1 4.432 4.432 4.520 4.460
S2 4.329 4.329 4.506
S3 4.170 4.273 4.491
S4 4.011 4.114 4.448
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.458 5.341 4.724
R3 5.114 4.997 4.630
R2 4.770 4.770 4.598
R1 4.653 4.653 4.567 4.712
PP 4.426 4.426 4.426 4.456
S1 4.309 4.309 4.503 4.368
S2 4.082 4.082 4.472
S3 3.738 3.965 4.440
S4 3.394 3.621 4.346
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.544 4.200 0.344 7.6% 0.137 3.0% 97% True False 36,484
10 4.544 4.110 0.434 9.6% 0.133 2.9% 98% True False 40,900
20 4.544 4.110 0.434 9.6% 0.128 2.8% 98% True False 31,737
40 5.010 4.110 0.900 19.8% 0.138 3.0% 47% False False 31,260
60 5.010 4.110 0.900 19.8% 0.133 2.9% 47% False False 28,289
80 5.010 4.110 0.900 19.8% 0.131 2.9% 47% False False 26,559
100 5.010 4.051 0.959 21.1% 0.129 2.8% 50% False False 24,488
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 0.028
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.220
2.618 4.960
1.618 4.801
1.000 4.703
0.618 4.642
HIGH 4.544
0.618 4.483
0.500 4.465
0.382 4.446
LOW 4.385
0.618 4.287
1.000 4.226
1.618 4.128
2.618 3.969
4.250 3.709
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.512 4.491
PP 4.488 4.447
S1 4.465 4.404

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

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