NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 03-Aug-2011
Day Change Summary
Previous Current
02-Aug-2011 03-Aug-2011 Change Change % Previous Week
Open 4.300 4.266 -0.034 -0.8% 4.494
High 4.340 4.291 -0.049 -1.1% 4.540
Low 4.250 4.195 -0.055 -1.3% 4.266
Close 4.271 4.222 -0.049 -1.1% 4.272
Range 0.090 0.096 0.006 6.7% 0.274
ATR 0.109 0.108 -0.001 -0.9% 0.000
Volume 27,321 33,567 6,246 22.9% 103,409
Daily Pivots for day following 03-Aug-2011
Classic Woodie Camarilla DeMark
R4 4.524 4.469 4.275
R3 4.428 4.373 4.248
R2 4.332 4.332 4.240
R1 4.277 4.277 4.231 4.257
PP 4.236 4.236 4.236 4.226
S1 4.181 4.181 4.213 4.161
S2 4.140 4.140 4.204
S3 4.044 4.085 4.196
S4 3.948 3.989 4.169
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 4.460 4.195 0.265 6.3% 0.092 2.2% 10% False True 27,084
10 4.670 4.195 0.475 11.3% 0.101 2.4% 6% False True 22,960
20 4.697 4.195 0.502 11.9% 0.112 2.6% 5% False True 24,584
40 5.106 4.195 0.911 21.6% 0.115 2.7% 3% False True 19,838
60 5.106 4.195 0.911 21.6% 0.114 2.7% 3% False True 17,336
80 5.106 4.195 0.911 21.6% 0.113 2.7% 3% False True 15,392
100 5.106 4.195 0.911 21.6% 0.112 2.7% 3% False True 13,647
120 5.106 4.195 0.911 21.6% 0.109 2.6% 3% False True 12,078
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.026
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.699
2.618 4.542
1.618 4.446
1.000 4.387
0.618 4.350
HIGH 4.291
0.618 4.254
0.500 4.243
0.382 4.232
LOW 4.195
0.618 4.136
1.000 4.099
1.618 4.040
2.618 3.944
4.250 3.787
Fisher Pivots for day following 03-Aug-2011
Pivot 1 day 3 day
R1 4.243 4.268
PP 4.236 4.252
S1 4.229 4.237

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

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