NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 13-Apr-2011
Day Change Summary
Previous Current
12-Apr-2011 13-Apr-2011 Change Change % Previous Week
Open 4.193 4.171 -0.022 -0.5% 4.390
High 4.215 4.248 0.033 0.8% 4.434
Low 4.127 4.144 0.017 0.4% 4.080
Close 4.168 4.206 0.038 0.9% 4.107
Range 0.088 0.104 0.016 18.2% 0.354
ATR 0.131 0.129 -0.002 -1.5% 0.000
Volume 58,531 57,771 -760 -1.3% 205,705
Daily Pivots for day following 13-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.511 4.463 4.263
R3 4.407 4.359 4.235
R2 4.303 4.303 4.225
R1 4.255 4.255 4.216 4.279
PP 4.199 4.199 4.199 4.212
S1 4.151 4.151 4.196 4.175
S2 4.095 4.095 4.187
S3 3.991 4.047 4.177
S4 3.887 3.943 4.149
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 4.248 4.056 0.192 4.6% 0.106 2.5% 78% True False 61,338
10 4.509 4.056 0.453 10.8% 0.124 2.9% 33% False False 46,844
20 4.627 4.056 0.571 13.6% 0.136 3.2% 26% False False 37,698
40 4.627 3.877 0.750 17.8% 0.132 3.1% 44% False False 29,454
60 4.850 3.877 0.973 23.1% 0.128 3.0% 34% False False 24,471
80 4.850 3.877 0.973 23.1% 0.127 3.0% 34% False False 19,877
100 4.850 3.877 0.973 23.1% 0.128 3.0% 34% False False 16,704
120 4.850 3.877 0.973 23.1% 0.128 3.0% 34% False False 14,259
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.690
2.618 4.520
1.618 4.416
1.000 4.352
0.618 4.312
HIGH 4.248
0.618 4.208
0.500 4.196
0.382 4.184
LOW 4.144
0.618 4.080
1.000 4.040
1.618 3.976
2.618 3.872
4.250 3.702
Fisher Pivots for day following 13-Apr-2011
Pivot 1 day 3 day
R1 4.203 4.188
PP 4.199 4.170
S1 4.196 4.152

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

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