NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 27-Jul-2011
Day Change Summary
Previous Current
26-Jul-2011 27-Jul-2011 Change Change % Previous Week
Open 4.456 4.457 0.001 0.0% 4.645
High 4.475 4.495 0.020 0.4% 4.697
Low 4.398 4.428 0.030 0.7% 4.463
Close 4.454 4.446 -0.008 -0.2% 4.493
Range 0.077 0.067 -0.010 -13.0% 0.234
ATR 0.119 0.115 -0.004 -3.1% 0.000
Volume 18,197 19,055 858 4.7% 104,390
Daily Pivots for day following 27-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.657 4.619 4.483
R3 4.590 4.552 4.464
R2 4.523 4.523 4.458
R1 4.485 4.485 4.452 4.471
PP 4.456 4.456 4.456 4.449
S1 4.418 4.418 4.440 4.404
S2 4.389 4.389 4.434
S3 4.322 4.351 4.428
S4 4.255 4.284 4.409
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.253 5.107 4.622
R3 5.019 4.873 4.557
R2 4.785 4.785 4.536
R1 4.639 4.639 4.514 4.595
PP 4.551 4.551 4.551 4.529
S1 4.405 4.405 4.472 4.361
S2 4.317 4.317 4.450
S3 4.083 4.171 4.429
S4 3.849 3.937 4.364
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.670 4.398 0.272 6.1% 0.110 2.5% 18% False False 18,836
10 4.697 4.392 0.305 6.9% 0.116 2.6% 18% False False 21,424
20 4.697 4.260 0.437 9.8% 0.119 2.7% 43% False False 22,134
40 5.106 4.260 0.846 19.0% 0.115 2.6% 22% False False 19,119
60 5.106 4.260 0.846 19.0% 0.118 2.7% 22% False False 16,145
80 5.106 4.260 0.846 19.0% 0.112 2.5% 22% False False 14,143
100 5.106 4.244 0.862 19.4% 0.113 2.5% 23% False False 12,509
120 5.106 4.243 0.863 19.4% 0.108 2.4% 24% False False 11,082
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.780
2.618 4.670
1.618 4.603
1.000 4.562
0.618 4.536
HIGH 4.495
0.618 4.469
0.500 4.462
0.382 4.454
LOW 4.428
0.618 4.387
1.000 4.361
1.618 4.320
2.618 4.253
4.250 4.143
Fisher Pivots for day following 27-Jul-2011
Pivot 1 day 3 day
R1 4.462 4.469
PP 4.456 4.461
S1 4.451 4.454

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

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