NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 11-Apr-2011
Day Change Summary
Previous Current
08-Apr-2011 11-Apr-2011 Change Change % Previous Week
Open 4.131 4.091 -0.040 -1.0% 4.390
High 4.140 4.214 0.074 1.8% 4.434
Low 4.080 4.056 -0.024 -0.6% 4.080
Close 4.107 4.176 0.069 1.7% 4.107
Range 0.060 0.158 0.098 163.3% 0.354
ATR 0.132 0.134 0.002 1.4% 0.000
Volume 77,341 68,614 -8,727 -11.3% 205,705
Daily Pivots for day following 11-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.623 4.557 4.263
R3 4.465 4.399 4.219
R2 4.307 4.307 4.205
R1 4.241 4.241 4.190 4.274
PP 4.149 4.149 4.149 4.165
S1 4.083 4.083 4.162 4.116
S2 3.991 3.991 4.147
S3 3.833 3.925 4.133
S4 3.675 3.767 4.089
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 4.394 4.056 0.338 8.1% 0.111 2.7% 36% False True 49,087
10 4.527 4.056 0.471 11.3% 0.136 3.3% 25% False True 41,347
20 4.627 3.936 0.691 16.5% 0.141 3.4% 35% False False 33,918
40 4.627 3.877 0.750 18.0% 0.131 3.1% 40% False False 27,323
60 4.850 3.877 0.973 23.3% 0.129 3.1% 31% False False 22,766
80 4.850 3.877 0.973 23.3% 0.129 3.1% 31% False False 18,532
100 4.850 3.877 0.973 23.3% 0.129 3.1% 31% False False 15,605
120 4.850 3.877 0.973 23.3% 0.127 3.1% 31% False False 13,300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.886
2.618 4.628
1.618 4.470
1.000 4.372
0.618 4.312
HIGH 4.214
0.618 4.154
0.500 4.135
0.382 4.116
LOW 4.056
0.618 3.958
1.000 3.898
1.618 3.800
2.618 3.642
4.250 3.385
Fisher Pivots for day following 11-Apr-2011
Pivot 1 day 3 day
R1 4.162 4.165
PP 4.149 4.153
S1 4.135 4.142

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

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