NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 29-Jul-2011
Day Change Summary
Previous Current
28-Jul-2011 29-Jul-2011 Change Change % Previous Week
Open 4.339 4.246 -0.093 -2.1% 4.386
High 4.349 4.246 -0.103 -2.4% 4.440
Low 4.217 4.151 -0.066 -1.6% 4.151
Close 4.257 4.157 -0.100 -2.3% 4.157
Range 0.132 0.095 -0.037 -28.0% 0.289
ATR 0.126 0.124 -0.001 -1.1% 0.000
Volume 25,051 38,551 13,500 53.9% 137,982
Daily Pivots for day following 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.470 4.408 4.209
R3 4.375 4.313 4.183
R2 4.280 4.280 4.174
R1 4.218 4.218 4.166 4.202
PP 4.185 4.185 4.185 4.176
S1 4.123 4.123 4.148 4.107
S2 4.090 4.090 4.140
S3 3.995 4.028 4.131
S4 3.900 3.933 4.105
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.116 4.926 4.316
R3 4.827 4.637 4.236
R2 4.538 4.538 4.210
R1 4.348 4.348 4.183 4.299
PP 4.249 4.249 4.249 4.225
S1 4.059 4.059 4.131 4.010
S2 3.960 3.960 4.104
S3 3.671 3.770 4.078
S4 3.382 3.481 3.998
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.440 4.151 0.289 7.0% 0.099 2.4% 2% False True 27,596
10 4.600 4.151 0.449 10.8% 0.115 2.8% 1% False True 34,650
20 4.600 4.110 0.490 11.8% 0.124 3.0% 10% False False 37,775
40 5.010 4.110 0.900 21.7% 0.131 3.2% 5% False False 34,535
60 5.010 4.110 0.900 21.7% 0.135 3.2% 5% False False 30,586
80 5.010 4.110 0.900 21.7% 0.128 3.1% 5% False False 27,999
100 5.010 4.110 0.900 21.7% 0.129 3.1% 5% False False 26,360
120 5.010 4.051 0.959 23.1% 0.125 3.0% 11% False False 24,568
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.650
2.618 4.495
1.618 4.400
1.000 4.341
0.618 4.305
HIGH 4.246
0.618 4.210
0.500 4.199
0.382 4.187
LOW 4.151
0.618 4.092
1.000 4.056
1.618 3.997
2.618 3.902
4.250 3.747
Fisher Pivots for day following 29-Jul-2011
Pivot 1 day 3 day
R1 4.199 4.271
PP 4.185 4.233
S1 4.171 4.195

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

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