NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 4.611 4.621 0.010 0.2% 4.792
High 4.638 4.628 -0.010 -0.2% 5.000
Low 4.555 4.447 -0.108 -2.4% 4.601
Close 4.611 4.450 -0.161 -3.5% 4.789
Range 0.083 0.181 0.098 118.1% 0.399
ATR 0.145 0.148 0.003 1.8% 0.000
Volume 44,371 38,557 -5,814 -13.1% 295,288
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.051 4.932 4.550
R3 4.870 4.751 4.500
R2 4.689 4.689 4.483
R1 4.570 4.570 4.467 4.539
PP 4.508 4.508 4.508 4.493
S1 4.389 4.389 4.433 4.358
S2 4.327 4.327 4.417
S3 4.146 4.208 4.400
S4 3.965 4.027 4.350
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.994 5.790 5.008
R3 5.595 5.391 4.899
R2 5.196 5.196 4.862
R1 4.992 4.992 4.826 4.895
PP 4.797 4.797 4.797 4.748
S1 4.593 4.593 4.752 4.496
S2 4.398 4.398 4.716
S3 3.999 4.194 4.679
S4 3.600 3.795 4.570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.841 4.447 0.394 8.9% 0.136 3.1% 1% False True 55,756
10 5.000 4.447 0.553 12.4% 0.149 3.4% 1% False True 55,469
20 5.000 4.192 0.808 18.2% 0.149 3.4% 32% False False 41,147
40 5.000 4.192 0.808 18.2% 0.138 3.1% 32% False False 32,115
60 5.000 4.192 0.808 18.2% 0.135 3.0% 32% False False 26,855
80 5.000 3.994 1.006 22.6% 0.132 3.0% 45% False False 22,195
100 5.000 3.994 1.006 22.6% 0.126 2.8% 45% False False 18,819
120 5.000 3.994 1.006 22.6% 0.124 2.8% 45% False False 16,220
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.397
2.618 5.102
1.618 4.921
1.000 4.809
0.618 4.740
HIGH 4.628
0.618 4.559
0.500 4.538
0.382 4.516
LOW 4.447
0.618 4.335
1.000 4.266
1.618 4.154
2.618 3.973
4.250 3.678
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4.538 4.569
PP 4.508 4.529
S1 4.479 4.490

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

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