NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 08-Jul-2011
Day Change Summary
Previous Current
07-Jul-2011 08-Jul-2011 Change Change % Previous Week
Open 4.430 4.355 -0.075 -1.7% 4.478
High 4.432 4.400 -0.032 -0.7% 4.572
Low 4.260 4.310 0.050 1.2% 4.260
Close 4.324 4.385 0.061 1.4% 4.385
Range 0.172 0.090 -0.082 -47.7% 0.312
ATR 0.121 0.119 -0.002 -1.8% 0.000
Volume 29,219 42,951 13,732 47.0% 116,049
Daily Pivots for day following 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.635 4.600 4.435
R3 4.545 4.510 4.410
R2 4.455 4.455 4.402
R1 4.420 4.420 4.393 4.438
PP 4.365 4.365 4.365 4.374
S1 4.330 4.330 4.377 4.348
S2 4.275 4.275 4.369
S3 4.185 4.240 4.360
S4 4.095 4.150 4.336
Weekly Pivots for week ending 08-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.342 5.175 4.557
R3 5.030 4.863 4.471
R2 4.718 4.718 4.442
R1 4.551 4.551 4.414 4.479
PP 4.406 4.406 4.406 4.369
S1 4.239 4.239 4.356 4.167
S2 4.094 4.094 4.328
S3 3.782 3.927 4.299
S4 3.470 3.615 4.213
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.572 4.260 0.312 7.1% 0.120 2.7% 40% False False 26,951
10 4.590 4.260 0.330 7.5% 0.113 2.6% 38% False False 19,064
20 4.993 4.260 0.733 16.7% 0.114 2.6% 17% False False 16,631
40 5.106 4.260 0.846 19.3% 0.116 2.6% 15% False False 14,881
60 5.106 4.260 0.846 19.3% 0.114 2.6% 15% False False 13,364
80 5.106 4.260 0.846 19.3% 0.112 2.6% 15% False False 11,734
100 5.106 4.243 0.863 19.7% 0.110 2.5% 16% False False 10,209
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 0.023
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.783
2.618 4.636
1.618 4.546
1.000 4.490
0.618 4.456
HIGH 4.400
0.618 4.366
0.500 4.355
0.382 4.344
LOW 4.310
0.618 4.254
1.000 4.220
1.618 4.164
2.618 4.074
4.250 3.928
Fisher Pivots for day following 08-Jul-2011
Pivot 1 day 3 day
R1 4.375 4.398
PP 4.365 4.393
S1 4.355 4.389

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

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