NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 01-Jul-2011
Day Change Summary
Previous Current
30-Jun-2011 01-Jul-2011 Change Change % Previous Week
Open 4.500 4.547 0.047 1.0% 4.454
High 4.590 4.553 -0.037 -0.8% 4.590
Low 4.399 4.485 0.086 2.0% 4.393
Close 4.553 4.501 -0.052 -1.1% 4.501
Range 0.191 0.068 -0.123 -64.4% 0.197
ATR 0.118 0.114 -0.004 -3.0% 0.000
Volume 12,546 18,706 6,160 49.1% 59,902
Daily Pivots for day following 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.717 4.677 4.538
R3 4.649 4.609 4.520
R2 4.581 4.581 4.513
R1 4.541 4.541 4.507 4.527
PP 4.513 4.513 4.513 4.506
S1 4.473 4.473 4.495 4.459
S2 4.445 4.445 4.489
S3 4.377 4.405 4.482
S4 4.309 4.337 4.464
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.086 4.990 4.609
R3 4.889 4.793 4.555
R2 4.692 4.692 4.537
R1 4.596 4.596 4.519 4.644
PP 4.495 4.495 4.495 4.519
S1 4.399 4.399 4.483 4.447
S2 4.298 4.298 4.465
S3 4.101 4.202 4.447
S4 3.904 4.005 4.393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.590 4.393 0.197 4.4% 0.106 2.4% 55% False False 11,980
10 4.662 4.393 0.269 6.0% 0.104 2.3% 40% False False 11,563
20 5.106 4.393 0.713 15.8% 0.113 2.5% 15% False False 14,672
40 5.106 4.393 0.713 15.8% 0.114 2.5% 15% False False 13,416
60 5.106 4.393 0.713 15.8% 0.111 2.5% 15% False False 11,832
80 5.106 4.307 0.799 17.8% 0.112 2.5% 24% False False 10,446
100 5.106 4.243 0.863 19.2% 0.107 2.4% 30% False False 9,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4.842
2.618 4.731
1.618 4.663
1.000 4.621
0.618 4.595
HIGH 4.553
0.618 4.527
0.500 4.519
0.382 4.511
LOW 4.485
0.618 4.443
1.000 4.417
1.618 4.375
2.618 4.307
4.250 4.196
Fisher Pivots for day following 01-Jul-2011
Pivot 1 day 3 day
R1 4.519 4.499
PP 4.513 4.497
S1 4.507 4.495

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

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