NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.386 4.355 -0.031 -0.7% 4.540
High 4.440 4.370 -0.070 -1.6% 4.600
Low 4.327 4.292 -0.035 -0.8% 4.355
Close 4.368 4.347 -0.021 -0.5% 4.385
Range 0.113 0.078 -0.035 -31.0% 0.245
ATR 0.133 0.129 -0.004 -3.0% 0.000
Volume 26,379 24,190 -2,189 -8.3% 208,518
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.570 4.537 4.390
R3 4.492 4.459 4.368
R2 4.414 4.414 4.361
R1 4.381 4.381 4.354 4.359
PP 4.336 4.336 4.336 4.325
S1 4.303 4.303 4.340 4.281
S2 4.258 4.258 4.333
S3 4.180 4.225 4.326
S4 4.102 4.147 4.304
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.182 5.028 4.520
R3 4.937 4.783 4.452
R2 4.692 4.692 4.430
R1 4.538 4.538 4.407 4.493
PP 4.447 4.447 4.447 4.424
S1 4.293 4.293 4.363 4.248
S2 4.202 4.202 4.340
S3 3.957 4.048 4.318
S4 3.712 3.803 4.250
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.584 4.292 0.292 6.7% 0.132 3.0% 19% False True 32,615
10 4.600 4.263 0.337 7.8% 0.126 2.9% 25% False False 36,676
20 4.600 4.110 0.490 11.3% 0.130 3.0% 48% False False 36,547
40 5.010 4.110 0.900 20.7% 0.134 3.1% 26% False False 34,699
60 5.010 4.110 0.900 20.7% 0.134 3.1% 26% False False 30,343
80 5.010 4.110 0.900 20.7% 0.128 2.9% 26% False False 27,810
100 5.010 4.051 0.959 22.1% 0.129 3.0% 31% False False 25,915
120 5.010 4.051 0.959 22.1% 0.125 2.9% 31% False False 24,184
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.702
2.618 4.574
1.618 4.496
1.000 4.448
0.618 4.418
HIGH 4.370
0.618 4.340
0.500 4.331
0.382 4.322
LOW 4.292
0.618 4.244
1.000 4.214
1.618 4.166
2.618 4.088
4.250 3.961
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.342 4.373
PP 4.336 4.364
S1 4.331 4.356

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

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