NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 02-Aug-2011
Day Change Summary
Previous Current
01-Aug-2011 02-Aug-2011 Change Change % Previous Week
Open 4.268 4.300 0.032 0.7% 4.494
High 4.324 4.340 0.016 0.4% 4.540
Low 4.265 4.250 -0.015 -0.4% 4.266
Close 4.303 4.271 -0.032 -0.7% 4.272
Range 0.059 0.090 0.031 52.5% 0.274
ATR 0.111 0.109 -0.001 -1.3% 0.000
Volume 24,861 27,321 2,460 9.9% 103,409
Daily Pivots for day following 02-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.557 4.504 4.321
R3 4.467 4.414 4.296
R2 4.377 4.377 4.288
R1 4.324 4.324 4.279 4.306
PP 4.287 4.287 4.287 4.278
S1 4.234 4.234 4.263 4.216
S2 4.197 4.197 4.255
S3 4.107 4.144 4.246
S4 4.017 4.054 4.222
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 4.250 0.245 5.7% 0.086 2.0% 9% False True 24,182
10 4.679 4.250 0.429 10.0% 0.106 2.5% 5% False True 20,996
20 4.697 4.250 0.447 10.5% 0.113 2.7% 5% False True 24,460
40 5.106 4.250 0.856 20.0% 0.114 2.7% 2% False True 19,443
60 5.106 4.250 0.856 20.0% 0.114 2.7% 2% False True 16,960
80 5.106 4.250 0.856 20.0% 0.112 2.6% 2% False True 15,078
100 5.106 4.250 0.856 20.0% 0.112 2.6% 2% False True 13,352
120 5.106 4.243 0.863 20.2% 0.109 2.5% 3% False False 11,818
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.723
2.618 4.576
1.618 4.486
1.000 4.430
0.618 4.396
HIGH 4.340
0.618 4.306
0.500 4.295
0.382 4.284
LOW 4.250
0.618 4.194
1.000 4.160
1.618 4.104
2.618 4.014
4.250 3.868
Fisher Pivots for day following 02-Aug-2011
Pivot 1 day 3 day
R1 4.295 4.302
PP 4.287 4.292
S1 4.279 4.281

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

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