NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 12-Apr-2011
Day Change Summary
Previous Current
11-Apr-2011 12-Apr-2011 Change Change % Previous Week
Open 4.091 4.193 0.102 2.5% 4.390
High 4.214 4.215 0.001 0.0% 4.434
Low 4.056 4.127 0.071 1.8% 4.080
Close 4.176 4.168 -0.008 -0.2% 4.107
Range 0.158 0.088 -0.070 -44.3% 0.354
ATR 0.134 0.131 -0.003 -2.4% 0.000
Volume 68,614 58,531 -10,083 -14.7% 205,705
Daily Pivots for day following 12-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.434 4.389 4.216
R3 4.346 4.301 4.192
R2 4.258 4.258 4.184
R1 4.213 4.213 4.176 4.192
PP 4.170 4.170 4.170 4.159
S1 4.125 4.125 4.160 4.104
S2 4.082 4.082 4.152
S3 3.994 4.037 4.144
S4 3.906 3.949 4.120
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.269 5.042 4.302
R3 4.915 4.688 4.204
R2 4.561 4.561 4.172
R1 4.334 4.334 4.139 4.271
PP 4.207 4.207 4.207 4.175
S1 3.980 3.980 4.075 3.917
S2 3.853 3.853 4.042
S3 3.499 3.626 4.010
S4 3.145 3.272 3.912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.318 4.056 0.262 6.3% 0.109 2.6% 43% False False 54,882
10 4.509 4.056 0.453 10.9% 0.125 3.0% 25% False False 43,950
20 4.627 4.046 0.581 13.9% 0.136 3.3% 21% False False 35,869
40 4.627 3.877 0.750 18.0% 0.131 3.2% 39% False False 28,302
60 4.850 3.877 0.973 23.3% 0.128 3.1% 30% False False 23,571
80 4.850 3.877 0.973 23.3% 0.128 3.1% 30% False False 19,222
100 4.850 3.877 0.973 23.3% 0.128 3.1% 30% False False 16,152
120 4.850 3.877 0.973 23.3% 0.128 3.1% 30% False False 13,781
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.589
2.618 4.445
1.618 4.357
1.000 4.303
0.618 4.269
HIGH 4.215
0.618 4.181
0.500 4.171
0.382 4.161
LOW 4.127
0.618 4.073
1.000 4.039
1.618 3.985
2.618 3.897
4.250 3.753
Fisher Pivots for day following 12-Apr-2011
Pivot 1 day 3 day
R1 4.171 4.157
PP 4.170 4.146
S1 4.169 4.136

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

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