NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 28-Jul-2011
Day Change Summary
Previous Current
27-Jul-2011 28-Jul-2011 Change Change % Previous Week
Open 4.360 4.339 -0.021 -0.5% 4.540
High 4.391 4.349 -0.042 -1.0% 4.600
Low 4.316 4.217 -0.099 -2.3% 4.355
Close 4.333 4.257 -0.076 -1.8% 4.385
Range 0.075 0.132 0.057 76.0% 0.245
ATR 0.125 0.126 0.000 0.4% 0.000
Volume 23,811 25,051 1,240 5.2% 208,518
Daily Pivots for day following 28-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.670 4.596 4.330
R3 4.538 4.464 4.293
R2 4.406 4.406 4.281
R1 4.332 4.332 4.269 4.303
PP 4.274 4.274 4.274 4.260
S1 4.200 4.200 4.245 4.171
S2 4.142 4.142 4.233
S3 4.010 4.068 4.221
S4 3.878 3.936 4.184
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 4.454 4.217 0.237 5.6% 0.099 2.3% 17% False True 27,921
10 4.600 4.217 0.383 9.0% 0.121 2.8% 10% False True 35,092
20 4.600 4.110 0.490 11.5% 0.129 3.0% 30% False False 37,022
40 5.010 4.110 0.900 21.1% 0.134 3.1% 16% False False 34,308
60 5.010 4.110 0.900 21.1% 0.135 3.2% 16% False False 30,219
80 5.010 4.110 0.900 21.1% 0.128 3.0% 16% False False 27,765
100 5.010 4.110 0.900 21.1% 0.129 3.0% 16% False False 26,135
120 5.010 4.051 0.959 22.5% 0.125 2.9% 21% False False 24,360
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 4.910
2.618 4.695
1.618 4.563
1.000 4.481
0.618 4.431
HIGH 4.349
0.618 4.299
0.500 4.283
0.382 4.267
LOW 4.217
0.618 4.135
1.000 4.085
1.618 4.003
2.618 3.871
4.250 3.656
Fisher Pivots for day following 28-Jul-2011
Pivot 1 day 3 day
R1 4.283 4.304
PP 4.274 4.288
S1 4.266 4.273

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

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