NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 19-Jul-2011
Day Change Summary
Previous Current
18-Jul-2011 19-Jul-2011 Change Change % Previous Week
Open 4.821 4.840 0.019 0.4% 4.603
High 4.871 4.842 -0.029 -0.6% 4.823
Low 4.766 4.790 0.024 0.5% 4.560
Close 4.822 4.806 -0.016 -0.3% 4.816
Range 0.105 0.052 -0.053 -50.5% 0.263
ATR 0.117 0.113 -0.005 -4.0% 0.000
Volume 20,153 12,867 -7,286 -36.2% 68,450
Daily Pivots for day following 19-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.969 4.939 4.835
R3 4.917 4.887 4.820
R2 4.865 4.865 4.816
R1 4.835 4.835 4.811 4.824
PP 4.813 4.813 4.813 4.807
S1 4.783 4.783 4.801 4.772
S2 4.761 4.761 4.796
S3 4.709 4.731 4.792
S4 4.657 4.679 4.777
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 4.600 0.271 5.6% 0.101 2.1% 76% False False 15,429
10 4.871 4.476 0.395 8.2% 0.110 2.3% 84% False False 13,813
20 4.871 4.476 0.395 8.2% 0.109 2.3% 84% False False 10,475
40 5.283 4.476 0.807 16.8% 0.117 2.4% 41% False False 9,976
60 5.283 4.476 0.807 16.8% 0.114 2.4% 41% False False 8,867
80 5.283 4.476 0.807 16.8% 0.112 2.3% 41% False False 7,951
100 5.283 4.476 0.807 16.8% 0.110 2.3% 41% False False 7,070
120 5.283 4.476 0.807 16.8% 0.105 2.2% 41% False False 6,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 5.063
2.618 4.978
1.618 4.926
1.000 4.894
0.618 4.874
HIGH 4.842
0.618 4.822
0.500 4.816
0.382 4.810
LOW 4.790
0.618 4.758
1.000 4.738
1.618 4.706
2.618 4.654
4.250 4.569
Fisher Pivots for day following 19-Jul-2011
Pivot 1 day 3 day
R1 4.816 4.798
PP 4.813 4.790
S1 4.809 4.783

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

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