NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 11-Jul-2011
Day Change Summary
Previous Current
08-Jul-2011 11-Jul-2011 Change Change % Previous Week
Open 4.355 4.402 0.047 1.1% 4.478
High 4.400 4.492 0.092 2.1% 4.572
Low 4.310 4.348 0.038 0.9% 4.260
Close 4.385 4.447 0.062 1.4% 4.385
Range 0.090 0.144 0.054 60.0% 0.312
ATR 0.119 0.121 0.002 1.5% 0.000
Volume 42,951 25,649 -17,302 -40.3% 116,049
Daily Pivots for day following 11-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.861 4.798 4.526
R3 4.717 4.654 4.487
R2 4.573 4.573 4.473
R1 4.510 4.510 4.460 4.542
PP 4.429 4.429 4.429 4.445
S1 4.366 4.366 4.434 4.398
S2 4.285 4.285 4.421
S3 4.141 4.222 4.407
S4 3.997 4.078 4.368
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 7.0% 0.135 3.0% 60% False False 28,339
10 4.590 4.260 0.330 7.4% 0.121 2.7% 57% False False 20,160
20 4.993 4.260 0.733 16.5% 0.117 2.6% 26% False False 16,599
40 5.106 4.260 0.846 19.0% 0.117 2.6% 22% False False 15,170
60 5.106 4.260 0.846 19.0% 0.115 2.6% 22% False False 13,708
80 5.106 4.260 0.846 19.0% 0.113 2.5% 22% False False 11,998
100 5.106 4.243 0.863 19.4% 0.111 2.5% 24% False False 10,435
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.104
2.618 4.869
1.618 4.725
1.000 4.636
0.618 4.581
HIGH 4.492
0.618 4.437
0.500 4.420
0.382 4.403
LOW 4.348
0.618 4.259
1.000 4.204
1.618 4.115
2.618 3.971
4.250 3.736
Fisher Pivots for day following 11-Jul-2011
Pivot 1 day 3 day
R1 4.438 4.423
PP 4.429 4.400
S1 4.420 4.376

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

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