NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 14-Apr-2011
Day Change Summary
Previous Current
13-Apr-2011 14-Apr-2011 Change Change % Previous Week
Open 4.171 4.207 0.036 0.9% 4.390
High 4.248 4.318 0.070 1.6% 4.434
Low 4.144 4.128 -0.016 -0.4% 4.080
Close 4.206 4.269 0.063 1.5% 4.107
Range 0.104 0.190 0.086 82.7% 0.354
ATR 0.129 0.133 0.004 3.4% 0.000
Volume 57,771 96,978 39,207 67.9% 205,705
Daily Pivots for day following 14-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.808 4.729 4.374
R3 4.618 4.539 4.321
R2 4.428 4.428 4.304
R1 4.349 4.349 4.286 4.389
PP 4.238 4.238 4.238 4.258
S1 4.159 4.159 4.252 4.199
S2 4.048 4.048 4.234
S3 3.858 3.969 4.217
S4 3.668 3.779 4.165
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 4.318 4.056 0.262 6.1% 0.120 2.8% 81% True False 71,847
10 4.495 4.056 0.439 10.3% 0.120 2.8% 49% False False 53,014
20 4.627 4.056 0.571 13.4% 0.133 3.1% 37% False False 41,618
40 4.627 3.877 0.750 17.6% 0.134 3.1% 52% False False 31,448
60 4.850 3.877 0.973 22.8% 0.129 3.0% 40% False False 26,000
80 4.850 3.877 0.973 22.8% 0.127 3.0% 40% False False 21,027
100 4.850 3.877 0.973 22.8% 0.128 3.0% 40% False False 17,652
120 4.850 3.877 0.973 22.8% 0.128 3.0% 40% False False 15,054
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 0.029
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.126
2.618 4.815
1.618 4.625
1.000 4.508
0.618 4.435
HIGH 4.318
0.618 4.245
0.500 4.223
0.382 4.201
LOW 4.128
0.618 4.011
1.000 3.938
1.618 3.821
2.618 3.631
4.250 3.321
Fisher Pivots for day following 14-Apr-2011
Pivot 1 day 3 day
R1 4.254 4.254
PP 4.238 4.238
S1 4.223 4.223

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

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