NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 04-Aug-2011
Day Change Summary
Previous Current
03-Aug-2011 04-Aug-2011 Change Change % Previous Week
Open 4.161 4.110 -0.051 -1.2% 4.386
High 4.182 4.126 -0.056 -1.3% 4.440
Low 4.072 3.930 -0.142 -3.5% 4.151
Close 4.102 3.955 -0.147 -3.6% 4.157
Range 0.110 0.196 0.086 78.2% 0.289
ATR 0.118 0.124 0.006 4.7% 0.000
Volume 31,381 43,362 11,981 38.2% 137,982
Daily Pivots for day following 04-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.592 4.469 4.063
R3 4.396 4.273 4.009
R2 4.200 4.200 3.991
R1 4.077 4.077 3.973 4.041
PP 4.004 4.004 4.004 3.985
S1 3.881 3.881 3.937 3.845
S2 3.808 3.808 3.919
S3 3.612 3.685 3.901
S4 3.416 3.489 3.847
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 4.246 3.930 0.316 8.0% 0.113 2.9% 8% False True 35,367
10 4.454 3.930 0.524 13.2% 0.106 2.7% 5% False True 31,644
20 4.600 3.930 0.670 16.9% 0.120 3.0% 4% False True 36,834
40 5.010 3.930 1.080 27.3% 0.134 3.4% 2% False True 32,867
60 5.010 3.930 1.080 27.3% 0.131 3.3% 2% False True 30,773
80 5.010 3.930 1.080 27.3% 0.129 3.3% 2% False True 28,750
100 5.010 3.930 1.080 27.3% 0.129 3.3% 2% False True 27,105
120 5.010 3.930 1.080 27.3% 0.125 3.2% 2% False True 25,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.959
2.618 4.639
1.618 4.443
1.000 4.322
0.618 4.247
HIGH 4.126
0.618 4.051
0.500 4.028
0.382 4.005
LOW 3.930
0.618 3.809
1.000 3.734
1.618 3.613
2.618 3.417
4.250 3.097
Fisher Pivots for day following 04-Aug-2011
Pivot 1 day 3 day
R1 4.028 4.079
PP 4.004 4.038
S1 3.979 3.996

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

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