NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 15-Jul-2011
Day Change Summary
Previous Current
14-Jul-2011 15-Jul-2011 Change Change % Previous Week
Open 4.515 4.535 0.020 0.4% 4.402
High 4.540 4.648 0.108 2.4% 4.648
Low 4.392 4.502 0.110 2.5% 4.348
Close 4.501 4.639 0.138 3.1% 4.639
Range 0.148 0.146 -0.002 -1.4% 0.300
ATR 0.121 0.123 0.002 1.5% 0.000
Volume 25,368 30,753 5,385 21.2% 125,979
Daily Pivots for day following 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.034 4.983 4.719
R3 4.888 4.837 4.679
R2 4.742 4.742 4.666
R1 4.691 4.691 4.652 4.717
PP 4.596 4.596 4.596 4.609
S1 4.545 4.545 4.626 4.571
S2 4.450 4.450 4.612
S3 4.304 4.399 4.599
S4 4.158 4.253 4.559
Weekly Pivots for week ending 15-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.445 5.342 4.804
R3 5.145 5.042 4.722
R2 4.845 4.845 4.694
R1 4.742 4.742 4.667 4.794
PP 4.545 4.545 4.545 4.571
S1 4.442 4.442 4.612 4.494
S2 4.245 4.245 4.584
S3 3.945 4.142 4.557
S4 3.645 3.842 4.474
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.648 4.348 0.300 6.5% 0.130 2.8% 97% True False 25,195
10 4.648 4.260 0.388 8.4% 0.125 2.7% 98% True False 26,073
20 4.672 4.260 0.412 8.9% 0.117 2.5% 92% False False 18,592
40 5.106 4.260 0.846 18.2% 0.119 2.6% 45% False False 16,815
60 5.106 4.260 0.846 18.2% 0.116 2.5% 45% False False 14,879
80 5.106 4.260 0.846 18.2% 0.114 2.5% 45% False False 13,016
100 5.106 4.243 0.863 18.6% 0.112 2.4% 46% False False 11,346
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.269
2.618 5.030
1.618 4.884
1.000 4.794
0.618 4.738
HIGH 4.648
0.618 4.592
0.500 4.575
0.382 4.558
LOW 4.502
0.618 4.412
1.000 4.356
1.618 4.266
2.618 4.120
4.250 3.882
Fisher Pivots for day following 15-Jul-2011
Pivot 1 day 3 day
R1 4.618 4.599
PP 4.596 4.560
S1 4.575 4.520

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

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