NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 4.295 4.222 -0.073 -1.7% 4.582
High 4.318 4.228 -0.090 -2.1% 4.627
Low 4.200 4.106 -0.094 -2.2% 4.279
Close 4.220 4.126 -0.094 -2.2% 4.437
Range 0.118 0.122 0.004 3.4% 0.348
ATR 0.139 0.138 -0.001 -0.9% 0.000
Volume 25,492 44,436 18,944 74.3% 169,709
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.519 4.445 4.193
R3 4.397 4.323 4.160
R2 4.275 4.275 4.148
R1 4.201 4.201 4.137 4.177
PP 4.153 4.153 4.153 4.142
S1 4.079 4.079 4.115 4.055
S2 4.031 4.031 4.104
S3 3.909 3.957 4.092
S4 3.787 3.835 4.059
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 4.495 4.106 0.389 9.4% 0.119 2.9% 5% False True 34,182
10 4.627 4.106 0.521 12.6% 0.149 3.6% 4% False True 33,363
20 4.627 3.936 0.691 16.7% 0.145 3.5% 27% False False 28,971
40 4.627 3.877 0.750 18.2% 0.131 3.2% 33% False False 24,857
60 4.850 3.877 0.973 23.6% 0.128 3.1% 26% False False 20,664
80 4.850 3.877 0.973 23.6% 0.128 3.1% 26% False False 16,854
100 4.850 3.877 0.973 23.6% 0.129 3.1% 26% False False 14,187
120 4.850 3.877 0.973 23.6% 0.126 3.1% 26% False False 12,106
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.747
2.618 4.547
1.618 4.425
1.000 4.350
0.618 4.303
HIGH 4.228
0.618 4.181
0.500 4.167
0.382 4.153
LOW 4.106
0.618 4.031
1.000 3.984
1.618 3.909
2.618 3.787
4.250 3.588
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 4.167 4.250
PP 4.153 4.209
S1 4.140 4.167

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

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