NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 26-Jul-2011
Day Change Summary
Previous Current
25-Jul-2011 26-Jul-2011 Change Change % Previous Week
Open 4.668 4.626 -0.042 -0.9% 4.821
High 4.710 4.640 -0.070 -1.5% 4.871
Low 4.610 4.571 -0.039 -0.8% 4.644
Close 4.642 4.624 -0.018 -0.4% 4.668
Range 0.100 0.069 -0.031 -31.0% 0.227
ATR 0.116 0.113 -0.003 -2.8% 0.000
Volume 6,545 8,315 1,770 27.0% 63,455
Daily Pivots for day following 26-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.819 4.790 4.662
R3 4.750 4.721 4.643
R2 4.681 4.681 4.637
R1 4.652 4.652 4.630 4.632
PP 4.612 4.612 4.612 4.602
S1 4.583 4.583 4.618 4.563
S2 4.543 4.543 4.611
S3 4.474 4.514 4.605
S4 4.405 4.445 4.586
Weekly Pivots for week ending 22-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.409 5.265 4.793
R3 5.182 5.038 4.730
R2 4.955 4.955 4.710
R1 4.811 4.811 4.689 4.770
PP 4.728 4.728 4.728 4.707
S1 4.584 4.584 4.647 4.543
S2 4.501 4.501 4.626
S3 4.274 4.357 4.606
S4 4.047 4.130 4.543
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.851 4.571 0.280 6.1% 0.116 2.5% 19% False True 9,059
10 4.871 4.571 0.300 6.5% 0.109 2.4% 18% False True 12,244
20 4.871 4.476 0.395 8.5% 0.113 2.5% 37% False False 11,097
40 5.283 4.476 0.807 17.5% 0.115 2.5% 18% False False 10,479
60 5.283 4.476 0.807 17.5% 0.116 2.5% 18% False False 9,202
80 5.283 4.476 0.807 17.5% 0.110 2.4% 18% False False 8,132
100 5.283 4.476 0.807 17.5% 0.110 2.4% 18% False False 7,365
120 5.283 4.476 0.807 17.5% 0.106 2.3% 18% False False 6,558
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 4.933
2.618 4.821
1.618 4.752
1.000 4.709
0.618 4.683
HIGH 4.640
0.618 4.614
0.500 4.606
0.382 4.597
LOW 4.571
0.618 4.528
1.000 4.502
1.618 4.459
2.618 4.390
4.250 4.278
Fisher Pivots for day following 26-Jul-2011
Pivot 1 day 3 day
R1 4.618 4.649
PP 4.612 4.640
S1 4.606 4.632

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

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