NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 4.390 4.356 -0.034 -0.8% 4.582
High 4.434 4.394 -0.040 -0.9% 4.627
Low 4.310 4.297 -0.013 -0.3% 4.279
Close 4.363 4.304 -0.059 -1.4% 4.437
Range 0.124 0.097 -0.027 -21.8% 0.348
ATR 0.144 0.140 -0.003 -2.3% 0.000
Volume 28,884 29,552 668 2.3% 169,709
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.623 4.560 4.357
R3 4.526 4.463 4.331
R2 4.429 4.429 4.322
R1 4.366 4.366 4.313 4.349
PP 4.332 4.332 4.332 4.323
S1 4.269 4.269 4.295 4.252
S2 4.235 4.235 4.286
S3 4.138 4.172 4.277
S4 4.041 4.075 4.251
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.492 5.312 4.628
R3 5.144 4.964 4.533
R2 4.796 4.796 4.501
R1 4.616 4.616 4.469 4.532
PP 4.448 4.448 4.448 4.406
S1 4.268 4.268 4.405 4.184
S2 4.100 4.100 4.373
S3 3.752 3.920 4.341
S4 3.404 3.572 4.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.509 4.279 0.230 5.3% 0.141 3.3% 11% False False 33,018
10 4.627 4.279 0.348 8.1% 0.153 3.5% 7% False False 32,019
20 4.627 3.923 0.704 16.4% 0.145 3.4% 54% False False 28,364
40 4.627 3.877 0.750 17.4% 0.130 3.0% 57% False False 24,394
60 4.850 3.877 0.973 22.6% 0.129 3.0% 44% False False 19,790
80 4.850 3.877 0.973 22.6% 0.129 3.0% 44% False False 16,106
100 4.850 3.877 0.973 22.6% 0.129 3.0% 44% False False 13,530
120 4.850 3.877 0.973 22.6% 0.126 2.9% 44% False False 11,552
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 False
Stretch 0.033
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.806
2.618 4.648
1.618 4.551
1.000 4.491
0.618 4.454
HIGH 4.394
0.618 4.357
0.500 4.346
0.382 4.334
LOW 4.297
0.618 4.237
1.000 4.200
1.618 4.140
2.618 4.043
4.250 3.885
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 4.346 4.396
PP 4.332 4.365
S1 4.318 4.335

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

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