NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 4.280 4.189 -0.091 -2.1% 4.685
High 4.292 4.236 -0.056 -1.3% 4.729
Low 4.153 4.109 -0.044 -1.1% 4.205
Close 4.181 4.150 -0.031 -0.7% 4.271
Range 0.139 0.127 -0.012 -8.6% 0.524
ATR 0.141 0.140 -0.001 -0.7% 0.000
Volume 112,808 106,504 -6,304 -5.6% 616,604
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 4.546 4.475 4.220
R3 4.419 4.348 4.185
R2 4.292 4.292 4.173
R1 4.221 4.221 4.162 4.193
PP 4.165 4.165 4.165 4.151
S1 4.094 4.094 4.138 4.066
S2 4.038 4.038 4.127
S3 3.911 3.967 4.115
S4 3.784 3.840 4.080
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 5.974 5.646 4.559
R3 5.450 5.122 4.415
R2 4.926 4.926 4.367
R1 4.598 4.598 4.319 4.500
PP 4.402 4.402 4.402 4.353
S1 4.074 4.074 4.223 3.976
S2 3.878 3.878 4.175
S3 3.354 3.550 4.127
S4 2.830 3.026 3.983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.344 4.109 0.235 5.7% 0.132 3.2% 17% False True 109,903
10 4.729 4.109 0.620 14.9% 0.147 3.5% 7% False True 116,440
20 4.729 4.109 0.620 14.9% 0.139 3.4% 7% False True 96,211
40 4.729 4.056 0.673 16.2% 0.138 3.3% 14% False False 66,955
60 4.729 3.877 0.852 20.5% 0.134 3.2% 32% False False 51,706
80 4.850 3.877 0.973 23.4% 0.131 3.2% 28% False False 42,406
100 4.850 3.877 0.973 23.4% 0.130 3.1% 28% False False 35,144
120 4.850 3.877 0.973 23.4% 0.130 3.1% 28% False False 29,955
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 4.776
2.618 4.568
1.618 4.441
1.000 4.363
0.618 4.314
HIGH 4.236
0.618 4.187
0.500 4.173
0.382 4.158
LOW 4.109
0.618 4.031
1.000 3.982
1.618 3.904
2.618 3.777
4.250 3.569
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 4.173 4.201
PP 4.165 4.184
S1 4.158 4.167

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

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