NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 18-Jul-2011
Day Change Summary
Previous Current
15-Jul-2011 18-Jul-2011 Change Change % Previous Week
Open 4.723 4.821 0.098 2.1% 4.603
High 4.823 4.871 0.048 1.0% 4.823
Low 4.694 4.766 0.072 1.5% 4.560
Close 4.816 4.822 0.006 0.1% 4.816
Range 0.129 0.105 -0.024 -18.6% 0.263
ATR 0.118 0.117 -0.001 -0.8% 0.000
Volume 16,542 20,153 3,611 21.8% 68,450
Daily Pivots for day following 18-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.135 5.083 4.880
R3 5.030 4.978 4.851
R2 4.925 4.925 4.841
R1 4.873 4.873 4.832 4.899
PP 4.820 4.820 4.820 4.833
S1 4.768 4.768 4.812 4.794
S2 4.715 4.715 4.803
S3 4.610 4.663 4.793
S4 4.505 4.558 4.764
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.522 5.432 4.961
R3 5.259 5.169 4.888
R2 4.996 4.996 4.864
R1 4.906 4.906 4.840 4.951
PP 4.733 4.733 4.733 4.756
S1 4.643 4.643 4.792 4.688
S2 4.470 4.470 4.768
S3 4.207 4.380 4.744
S4 3.944 4.117 4.671
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.871 4.587 0.284 5.9% 0.112 2.3% 83% True False 15,263
10 4.871 4.476 0.395 8.2% 0.117 2.4% 88% True False 13,224
20 4.871 4.476 0.395 8.2% 0.113 2.4% 88% True False 10,343
40 5.283 4.476 0.807 16.7% 0.120 2.5% 43% False False 9,784
60 5.283 4.476 0.807 16.7% 0.115 2.4% 43% False False 8,701
80 5.283 4.476 0.807 16.7% 0.113 2.3% 43% False False 7,879
100 5.283 4.476 0.807 16.7% 0.111 2.3% 43% False False 6,964
120 5.283 4.476 0.807 16.7% 0.105 2.2% 43% False False 6,230
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.317
2.618 5.146
1.618 5.041
1.000 4.976
0.618 4.936
HIGH 4.871
0.618 4.831
0.500 4.819
0.382 4.806
LOW 4.766
0.618 4.701
1.000 4.661
1.618 4.596
2.618 4.491
4.250 4.320
Fisher Pivots for day following 18-Jul-2011
Pivot 1 day 3 day
R1 4.821 4.793
PP 4.820 4.764
S1 4.819 4.736

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

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