NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 4.222 4.131 -0.091 -2.2% 4.390
High 4.228 4.140 -0.088 -2.1% 4.434
Low 4.106 4.080 -0.026 -0.6% 4.080
Close 4.126 4.107 -0.019 -0.5% 4.107
Range 0.122 0.060 -0.062 -50.8% 0.354
ATR 0.138 0.132 -0.006 -4.0% 0.000
Volume 44,436 77,341 32,905 74.1% 205,705
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.289 4.258 4.140
R3 4.229 4.198 4.124
R2 4.169 4.169 4.118
R1 4.138 4.138 4.113 4.124
PP 4.109 4.109 4.109 4.102
S1 4.078 4.078 4.102 4.064
S2 4.049 4.049 4.096
S3 3.989 4.018 4.091
S4 3.929 3.958 4.074
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.269 5.042 4.302
R3 4.915 4.688 4.204
R2 4.561 4.561 4.172
R1 4.334 4.334 4.139 4.271
PP 4.207 4.207 4.207 4.175
S1 3.980 3.980 4.075 3.917
S2 3.853 3.853 4.042
S3 3.499 3.626 4.010
S4 3.145 3.272 3.912
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.434 4.080 0.354 8.6% 0.104 2.5% 8% False True 41,141
10 4.627 4.080 0.547 13.3% 0.135 3.3% 5% False True 37,541
20 4.627 3.936 0.691 16.8% 0.142 3.4% 25% False False 31,607
40 4.627 3.877 0.750 18.3% 0.129 3.1% 31% False False 26,352
60 4.850 3.877 0.973 23.7% 0.128 3.1% 24% False False 21,820
80 4.850 3.877 0.973 23.7% 0.127 3.1% 24% False False 17,749
100 4.850 3.877 0.973 23.7% 0.128 3.1% 24% False False 14,937
120 4.850 3.877 0.973 23.7% 0.127 3.1% 24% False False 12,737
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 0.029
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.395
2.618 4.297
1.618 4.237
1.000 4.200
0.618 4.177
HIGH 4.140
0.618 4.117
0.500 4.110
0.382 4.103
LOW 4.080
0.618 4.043
1.000 4.020
1.618 3.983
2.618 3.923
4.250 3.825
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.110 4.199
PP 4.109 4.168
S1 4.108 4.138

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

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