NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 4.540 4.534 -0.006 -0.1% 4.258
High 4.600 4.572 -0.028 -0.6% 4.544
Low 4.482 4.504 0.022 0.5% 4.200
Close 4.540 4.526 -0.014 -0.3% 4.535
Range 0.118 0.068 -0.050 -42.4% 0.344
ATR 0.135 0.130 -0.005 -3.5% 0.000
Volume 53,506 42,503 -11,003 -20.6% 182,421
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.738 4.700 4.563
R3 4.670 4.632 4.545
R2 4.602 4.602 4.538
R1 4.564 4.564 4.532 4.549
PP 4.534 4.534 4.534 4.527
S1 4.496 4.496 4.520 4.481
S2 4.466 4.466 4.514
S3 4.398 4.428 4.507
S4 4.330 4.360 4.489
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 4.600 4.263 0.337 7.4% 0.120 2.7% 78% False False 40,736
10 4.600 4.110 0.490 10.8% 0.129 2.9% 85% False False 44,300
20 4.600 4.110 0.490 10.8% 0.125 2.8% 85% False False 33,795
40 5.010 4.110 0.900 19.9% 0.136 3.0% 46% False False 32,907
60 5.010 4.110 0.900 19.9% 0.132 2.9% 46% False False 29,227
80 5.010 4.110 0.900 19.9% 0.130 2.9% 46% False False 27,217
100 5.010 4.051 0.959 21.2% 0.129 2.8% 50% False False 25,178
120 5.010 4.051 0.959 21.2% 0.124 2.7% 50% False False 23,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.030
Narrowest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4.861
2.618 4.750
1.618 4.682
1.000 4.640
0.618 4.614
HIGH 4.572
0.618 4.546
0.500 4.538
0.382 4.530
LOW 4.504
0.618 4.462
1.000 4.436
1.618 4.394
2.618 4.326
4.250 4.215
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 4.538 4.515
PP 4.534 4.504
S1 4.530 4.493

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

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