NYMEX Natural Gas Future June 2011

Trading Metrics calculated at close of trading on 17-May-2011

Day Change Summary
	Previous	Current
	16-May-2011	17-May-2011	Change	Change %	Previous Week
Open	4.253	4.285	0.032	0.8%	4.250
High	4.339	4.328	-0.011	-0.3%	4.297
Low	4.196	4.160	-0.036	-0.9%	4.109
Close	4.318	4.182	-0.136	-3.1%	4.246
Range	0.143	0.168	0.025	17.5%	0.188
ATR	0.139	0.141	0.002	1.5%	0.000
Volume	96,228	104,328	8,100	8.4%	502,717

Daily Pivots for day following 17-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.727	4.623	4.274
R3	4.559	4.455	4.228
R2	4.391	4.391	4.213
R1	4.287	4.287	4.197	4.255
PP	4.223	4.223	4.223	4.208
S1	4.119	4.119	4.167	4.087
S2	4.055	4.055	4.151
S3	3.887	3.951	4.136
S4	3.719	3.783	4.090

Weekly Pivots for week ending 13-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.781	4.702	4.349
R3	4.593	4.514	4.298
R2	4.405	4.405	4.280
R1	4.326	4.326	4.263	4.272
PP	4.217	4.217	4.217	4.190
S1	4.138	4.138	4.229	4.084
S2	4.029	4.029	4.212
S3	3.841	3.950	4.194
S4	3.653	3.762	4.143

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.339	4.109	0.230	5.5%	0.139	3.3%	32%	False	False	98,907
10	4.685	4.109	0.576	13.8%	0.159	3.8%	13%	False	False	113,021
20	4.729	4.109	0.620	14.8%	0.139	3.3%	12%	False	False	98,418
40	4.729	4.056	0.673	16.1%	0.137	3.3%	19%	False	False	71,944
60	4.729	3.877	0.852	20.4%	0.137	3.3%	36%	False	False	55,556
80	4.850	3.877	0.973	23.3%	0.132	3.2%	31%	False	False	45,562
100	4.850	3.877	0.973	23.3%	0.129	3.1%	31%	False	False	37,741
120	4.850	3.877	0.973	23.3%	0.130	3.1%	31%	False	False	32,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.031
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	5.042
2.618	4.768
1.618	4.600
1.000	4.496
0.618	4.432
HIGH	4.328
0.618	4.264
0.500	4.244
0.382	4.224
LOW	4.160
0.618	4.056
1.000	3.992
1.618	3.888
2.618	3.720
4.250	3.446

Fisher Pivots for day following 17-May-2011
Pivot	1 day	3 day
R1	4.244	4.246
PP	4.223	4.225
S1	4.203	4.203

Download as Excel Spreadsheet

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

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