NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 4.478 4.535 0.057 1.3% 4.454
High 4.572 4.535 -0.037 -0.8% 4.590
Low 4.433 4.406 -0.027 -0.6% 4.393
Close 4.541 4.411 -0.130 -2.9% 4.501
Range 0.139 0.129 -0.010 -7.2% 0.197
ATR 0.116 0.117 0.001 1.2% 0.000
Volume 12,795 31,084 18,289 142.9% 59,902
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.838 4.753 4.482
R3 4.709 4.624 4.446
R2 4.580 4.580 4.435
R1 4.495 4.495 4.423 4.473
PP 4.451 4.451 4.451 4.440
S1 4.366 4.366 4.399 4.344
S2 4.322 4.322 4.387
S3 4.193 4.237 4.376
S4 4.064 4.108 4.340
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 4.399 0.191 4.3% 0.122 2.8% 6% False False 17,283
10 4.662 4.393 0.269 6.1% 0.115 2.6% 7% False False 13,771
20 5.106 4.393 0.713 16.2% 0.118 2.7% 3% False False 15,092
40 5.106 4.393 0.713 16.2% 0.115 2.6% 3% False False 13,712
60 5.106 4.393 0.713 16.2% 0.113 2.6% 3% False False 12,328
80 5.106 4.345 0.761 17.3% 0.113 2.6% 9% False False 10,913
100 5.106 4.243 0.863 19.6% 0.108 2.5% 19% False False 9,577
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 True
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.083
2.618 4.873
1.618 4.744
1.000 4.664
0.618 4.615
HIGH 4.535
0.618 4.486
0.500 4.471
0.382 4.455
LOW 4.406
0.618 4.326
1.000 4.277
1.618 4.197
2.618 4.068
4.250 3.858
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.471 4.489
PP 4.451 4.463
S1 4.431 4.437

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

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