NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 20-Jul-2011
Day Change Summary
Previous Current
19-Jul-2011 20-Jul-2011 Change Change % Previous Week
Open 4.840 4.821 -0.019 -0.4% 4.603
High 4.842 4.851 0.009 0.2% 4.823
Low 4.790 4.710 -0.080 -1.7% 4.560
Close 4.806 4.759 -0.047 -1.0% 4.816
Range 0.052 0.141 0.089 171.2% 0.263
ATR 0.113 0.115 0.002 1.8% 0.000
Volume 12,867 9,513 -3,354 -26.1% 68,450
Daily Pivots for day following 20-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.196 5.119 4.837
R3 5.055 4.978 4.798
R2 4.914 4.914 4.785
R1 4.837 4.837 4.772 4.805
PP 4.773 4.773 4.773 4.758
S1 4.696 4.696 4.746 4.664
S2 4.632 4.632 4.733
S3 4.491 4.555 4.720
S4 4.350 4.414 4.681
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 5.7% 0.111 2.3% 59% False False 14,849
10 4.871 4.476 0.395 8.3% 0.113 2.4% 72% False False 13,840
20 4.871 4.476 0.395 8.3% 0.112 2.3% 72% False False 10,497
40 5.283 4.476 0.807 17.0% 0.117 2.5% 35% False False 10,054
60 5.283 4.476 0.807 17.0% 0.115 2.4% 35% False False 8,942
80 5.283 4.476 0.807 17.0% 0.112 2.3% 35% False False 7,982
100 5.283 4.476 0.807 17.0% 0.110 2.3% 35% False False 7,143
120 5.283 4.476 0.807 17.0% 0.105 2.2% 35% False False 6,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5.450
2.618 5.220
1.618 5.079
1.000 4.992
0.618 4.938
HIGH 4.851
0.618 4.797
0.500 4.781
0.382 4.764
LOW 4.710
0.618 4.623
1.000 4.569
1.618 4.482
2.618 4.341
4.250 4.111
Fisher Pivots for day following 20-Jul-2011
Pivot 1 day 3 day
R1 4.781 4.791
PP 4.773 4.780
S1 4.766 4.770

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

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