NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 4.547 4.478 -0.069 -1.5% 4.454
High 4.553 4.572 0.019 0.4% 4.590
Low 4.485 4.433 -0.052 -1.2% 4.393
Close 4.501 4.541 0.040 0.9% 4.501
Range 0.068 0.139 0.071 104.4% 0.197
ATR 0.114 0.116 0.002 1.6% 0.000
Volume 18,706 12,795 -5,911 -31.6% 59,902
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 4.932 4.876 4.617
R3 4.793 4.737 4.579
R2 4.654 4.654 4.566
R1 4.598 4.598 4.554 4.626
PP 4.515 4.515 4.515 4.530
S1 4.459 4.459 4.528 4.487
S2 4.376 4.376 4.516
S3 4.237 4.320 4.503
S4 4.098 4.181 4.465
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.086 4.990 4.609
R3 4.889 4.793 4.555
R2 4.692 4.692 4.537
R1 4.596 4.596 4.519 4.644
PP 4.495 4.495 4.495 4.519
S1 4.399 4.399 4.483 4.447
S2 4.298 4.298 4.465
S3 4.101 4.202 4.447
S4 3.904 4.005 4.393
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.590 4.399 0.191 4.2% 0.118 2.6% 74% False False 12,614
10 4.662 4.393 0.269 5.9% 0.109 2.4% 55% False False 11,594
20 5.106 4.393 0.713 15.7% 0.115 2.5% 21% False False 14,426
40 5.106 4.393 0.713 15.7% 0.114 2.5% 21% False False 13,210
60 5.106 4.393 0.713 15.7% 0.112 2.5% 21% False False 11,951
80 5.106 4.329 0.777 17.1% 0.112 2.5% 27% False False 10,575
100 5.106 4.243 0.863 19.0% 0.108 2.4% 35% False False 9,290
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.163
2.618 4.936
1.618 4.797
1.000 4.711
0.618 4.658
HIGH 4.572
0.618 4.519
0.500 4.503
0.382 4.486
LOW 4.433
0.618 4.347
1.000 4.294
1.618 4.208
2.618 4.069
4.250 3.842
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 4.528 4.526
PP 4.515 4.510
S1 4.503 4.495

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

View Archives - Comment on this page... - Back to Index of Symbols