NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 4.394 4.582 0.188 4.3% 4.335
High 4.580 4.627 0.047 1.0% 4.580
Low 4.380 4.485 0.105 2.4% 4.276
Close 4.563 4.520 -0.043 -0.9% 4.563
Range 0.200 0.142 -0.058 -29.0% 0.304
ATR 0.136 0.136 0.000 0.3% 0.000
Volume 35,566 30,554 -5,012 -14.1% 141,120
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.970 4.887 4.598
R3 4.828 4.745 4.559
R2 4.686 4.686 4.546
R1 4.603 4.603 4.533 4.574
PP 4.544 4.544 4.544 4.529
S1 4.461 4.461 4.507 4.432
S2 4.402 4.402 4.494
S3 4.260 4.319 4.481
S4 4.118 4.177 4.442
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.385 5.278 4.730
R3 5.081 4.974 4.647
R2 4.777 4.777 4.619
R1 4.670 4.670 4.591 4.724
PP 4.473 4.473 4.473 4.500
S1 4.366 4.366 4.535 4.420
S2 4.169 4.169 4.507
S3 3.865 4.062 4.479
S4 3.561 3.758 4.396
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.627 4.299 0.328 7.3% 0.145 3.2% 67% True False 29,709
10 4.627 3.936 0.691 15.3% 0.146 3.2% 85% True False 26,489
20 4.627 3.877 0.750 16.6% 0.137 3.0% 86% True False 26,565
40 4.627 3.877 0.750 16.6% 0.125 2.8% 86% True False 21,697
60 4.850 3.877 0.973 21.5% 0.127 2.8% 66% False False 17,154
80 4.850 3.877 0.973 21.5% 0.127 2.8% 66% False False 14,015
100 4.850 3.877 0.973 21.5% 0.127 2.8% 66% False False 11,665
120 4.850 3.877 0.973 21.5% 0.122 2.7% 66% False False 9,991
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 True
Stretch 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.231
2.618 4.999
1.618 4.857
1.000 4.769
0.618 4.715
HIGH 4.627
0.618 4.573
0.500 4.556
0.382 4.539
LOW 4.485
0.618 4.397
1.000 4.343
1.618 4.255
2.618 4.113
4.250 3.882
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 4.556 4.512
PP 4.544 4.503
S1 4.532 4.495

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

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