NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 14-Jul-2011
Day Change Summary
Previous Current
13-Jul-2011 14-Jul-2011 Change Change % Previous Week
Open 4.471 4.515 0.044 1.0% 4.478
High 4.551 4.540 -0.011 -0.2% 4.572
Low 4.449 4.392 -0.057 -1.3% 4.260
Close 4.540 4.501 -0.039 -0.9% 4.385
Range 0.102 0.148 0.046 45.1% 0.312
ATR 0.119 0.121 0.002 1.8% 0.000
Volume 18,230 25,368 7,138 39.2% 116,049
Daily Pivots for day following 14-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.922 4.859 4.582
R3 4.774 4.711 4.542
R2 4.626 4.626 4.528
R1 4.563 4.563 4.515 4.521
PP 4.478 4.478 4.478 4.456
S1 4.415 4.415 4.487 4.373
S2 4.330 4.330 4.474
S3 4.182 4.267 4.460
S4 4.034 4.119 4.420
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 4.551 4.310 0.241 5.4% 0.119 2.6% 79% False False 27,635
10 4.590 4.260 0.330 7.3% 0.130 2.9% 73% False False 24,252
20 4.801 4.260 0.541 12.0% 0.117 2.6% 45% False False 17,598
40 5.106 4.260 0.846 18.8% 0.117 2.6% 28% False False 16,249
60 5.106 4.260 0.846 18.8% 0.115 2.6% 28% False False 14,474
80 5.106 4.260 0.846 18.8% 0.113 2.5% 28% False False 12,680
100 5.106 4.243 0.863 19.2% 0.112 2.5% 30% False False 11,052
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.169
2.618 4.927
1.618 4.779
1.000 4.688
0.618 4.631
HIGH 4.540
0.618 4.483
0.500 4.466
0.382 4.449
LOW 4.392
0.618 4.301
1.000 4.244
1.618 4.153
2.618 4.005
4.250 3.763
Fisher Pivots for day following 14-Jul-2011
Pivot 1 day 3 day
R1 4.489 4.488
PP 4.478 4.476
S1 4.466 4.463

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

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