NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 29-Mar-2011
Day Change Summary
Previous Current
28-Mar-2011 29-Mar-2011 Change Change % Previous Week
Open 4.582 4.496 -0.086 -1.9% 4.335
High 4.627 4.527 -0.100 -2.2% 4.580
Low 4.485 4.330 -0.155 -3.5% 4.276
Close 4.520 4.335 -0.185 -4.1% 4.563
Range 0.142 0.197 0.055 38.7% 0.304
ATR 0.136 0.141 0.004 3.2% 0.000
Volume 30,554 32,500 1,946 6.4% 141,120
Daily Pivots for day following 29-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.988 4.859 4.443
R3 4.791 4.662 4.389
R2 4.594 4.594 4.371
R1 4.465 4.465 4.353 4.431
PP 4.397 4.397 4.397 4.381
S1 4.268 4.268 4.317 4.234
S2 4.200 4.200 4.299
S3 4.003 4.071 4.281
S4 3.806 3.874 4.227
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 4.330 0.297 6.9% 0.164 3.8% 2% False True 31,021
10 4.627 4.046 0.581 13.4% 0.146 3.4% 50% False False 27,789
20 4.627 3.877 0.750 17.3% 0.138 3.2% 61% False False 27,108
40 4.627 3.877 0.750 17.3% 0.126 2.9% 61% False False 22,347
60 4.850 3.877 0.973 22.4% 0.129 3.0% 47% False False 17,634
80 4.850 3.877 0.973 22.4% 0.128 3.0% 47% False False 14,375
100 4.850 3.877 0.973 22.4% 0.128 3.0% 47% False False 11,977
120 4.850 3.877 0.973 22.4% 0.123 2.8% 47% False False 10,250
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 0.029
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.364
2.618 5.043
1.618 4.846
1.000 4.724
0.618 4.649
HIGH 4.527
0.618 4.452
0.500 4.429
0.382 4.405
LOW 4.330
0.618 4.208
1.000 4.133
1.618 4.011
2.618 3.814
4.250 3.493
Fisher Pivots for day following 29-Mar-2011
Pivot 1 day 3 day
R1 4.429 4.479
PP 4.397 4.431
S1 4.366 4.383

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

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