NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 01-Aug-2011
Day Change Summary
Previous Current
29-Jul-2011 01-Aug-2011 Change Change % Previous Week
Open 4.350 4.268 -0.082 -1.9% 4.494
High 4.354 4.324 -0.030 -0.7% 4.540
Low 4.266 4.265 -0.001 0.0% 4.266
Close 4.272 4.303 0.031 0.7% 4.272
Range 0.088 0.059 -0.029 -33.0% 0.274
ATR 0.115 0.111 -0.004 -3.5% 0.000
Volume 28,368 24,861 -3,507 -12.4% 103,409
Daily Pivots for day following 01-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.474 4.448 4.335
R3 4.415 4.389 4.319
R2 4.356 4.356 4.314
R1 4.330 4.330 4.308 4.343
PP 4.297 4.297 4.297 4.304
S1 4.271 4.271 4.298 4.284
S2 4.238 4.238 4.292
S3 4.179 4.212 4.287
S4 4.120 4.153 4.271
Weekly Pivots for week ending 29-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.181 5.001 4.423
R3 4.907 4.727 4.347
R2 4.633 4.633 4.322
R1 4.453 4.453 4.297 4.406
PP 4.359 4.359 4.359 4.336
S1 4.179 4.179 4.247 4.132
S2 4.085 4.085 4.222
S3 3.811 3.905 4.197
S4 3.537 3.631 4.121
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.495 4.265 0.230 5.3% 0.083 1.9% 17% False True 22,357
10 4.679 4.265 0.414 9.6% 0.103 2.4% 9% False True 20,516
20 4.697 4.260 0.437 10.2% 0.116 2.7% 10% False False 23,734
40 5.106 4.260 0.846 19.7% 0.114 2.7% 5% False False 19,203
60 5.106 4.260 0.846 19.7% 0.114 2.7% 5% False False 16,855
80 5.106 4.260 0.846 19.7% 0.112 2.6% 5% False False 14,808
100 5.106 4.260 0.846 19.7% 0.112 2.6% 5% False False 13,103
120 5.106 4.243 0.863 20.1% 0.108 2.5% 7% False False 11,618
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 4.575
2.618 4.478
1.618 4.419
1.000 4.383
0.618 4.360
HIGH 4.324
0.618 4.301
0.500 4.295
0.382 4.288
LOW 4.265
0.618 4.229
1.000 4.206
1.618 4.170
2.618 4.111
4.250 4.014
Fisher Pivots for day following 01-Aug-2011
Pivot 1 day 3 day
R1 4.300 4.363
PP 4.297 4.343
S1 4.295 4.323

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

View Archives - Comment on this page... - Back to Index of Symbols