NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4.246 4.161 -0.085 -2.0% 4.386
High 4.246 4.213 -0.033 -0.8% 4.440
Low 4.151 4.140 -0.011 -0.3% 4.151
Close 4.157 4.190 0.033 0.8% 4.157
Range 0.095 0.073 -0.022 -23.2% 0.289
ATR 0.124 0.121 -0.004 -3.0% 0.000
Volume 38,551 29,409 -9,142 -23.7% 137,982
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.400 4.368 4.230
R3 4.327 4.295 4.210
R2 4.254 4.254 4.203
R1 4.222 4.222 4.197 4.238
PP 4.181 4.181 4.181 4.189
S1 4.149 4.149 4.183 4.165
S2 4.108 4.108 4.177
S3 4.035 4.076 4.170
S4 3.962 4.003 4.150
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 4.391 4.140 0.251 6.0% 0.091 2.2% 20% False True 28,202
10 4.584 4.140 0.444 10.6% 0.110 2.6% 11% False True 32,240
20 4.600 4.110 0.490 11.7% 0.124 3.0% 16% False False 37,416
40 5.010 4.110 0.900 21.5% 0.130 3.1% 9% False False 33,267
60 5.010 4.110 0.900 21.5% 0.130 3.1% 9% False False 30,714
80 5.010 4.110 0.900 21.5% 0.128 3.0% 9% False False 28,160
100 5.010 4.110 0.900 21.5% 0.128 3.1% 9% False False 26,450
120 5.010 4.051 0.959 22.9% 0.125 3.0% 14% False False 24,633
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.032
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.523
2.618 4.404
1.618 4.331
1.000 4.286
0.618 4.258
HIGH 4.213
0.618 4.185
0.500 4.177
0.382 4.168
LOW 4.140
0.618 4.095
1.000 4.067
1.618 4.022
2.618 3.949
4.250 3.830
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4.186 4.245
PP 4.181 4.226
S1 4.177 4.208

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

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