NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 4.647 4.547 -0.100 -2.2% 4.979
High 4.672 4.606 -0.066 -1.4% 4.993
Low 4.553 4.518 -0.035 -0.8% 4.553
Close 4.558 4.559 0.001 0.0% 4.558
Range 0.119 0.088 -0.031 -26.1% 0.440
ATR 0.122 0.120 -0.002 -2.0% 0.000
Volume 14,200 12,479 -1,721 -12.1% 74,652
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.825 4.780 4.607
R3 4.737 4.692 4.583
R2 4.649 4.649 4.575
R1 4.604 4.604 4.567 4.627
PP 4.561 4.561 4.561 4.572
S1 4.516 4.516 4.551 4.539
S2 4.473 4.473 4.543
S3 4.385 4.428 4.535
S4 4.297 4.340 4.511
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.021 5.730 4.800
R3 5.581 5.290 4.679
R2 5.141 5.141 4.639
R1 4.850 4.850 4.598 4.776
PP 4.701 4.701 4.701 4.664
S1 4.410 4.410 4.518 4.336
S2 4.261 4.261 4.477
S3 3.821 3.970 4.437
S4 3.381 3.530 4.316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.863 4.518 0.345 7.6% 0.106 2.3% 12% False True 14,181
10 5.106 4.518 0.588 12.9% 0.121 2.7% 7% False True 17,259
20 5.106 4.518 0.588 12.9% 0.119 2.6% 7% False True 15,763
40 5.106 4.443 0.663 14.5% 0.117 2.6% 17% False False 13,385
60 5.106 4.443 0.663 14.5% 0.113 2.5% 17% False False 11,355
80 5.106 4.243 0.863 18.9% 0.112 2.5% 37% False False 9,810
100 5.106 4.243 0.863 18.9% 0.105 2.3% 37% False False 8,470
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 True
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.980
2.618 4.836
1.618 4.748
1.000 4.694
0.618 4.660
HIGH 4.606
0.618 4.572
0.500 4.562
0.382 4.552
LOW 4.518
0.618 4.464
1.000 4.430
1.618 4.376
2.618 4.288
4.250 4.144
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 4.562 4.660
PP 4.561 4.626
S1 4.560 4.593

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

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