NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 15-Apr-2011
Day Change Summary
Previous Current
14-Apr-2011 15-Apr-2011 Change Change % Previous Week
Open 4.207 4.280 0.073 1.7% 4.091
High 4.318 4.298 -0.020 -0.5% 4.318
Low 4.128 4.226 0.098 2.4% 4.056
Close 4.269 4.264 -0.005 -0.1% 4.264
Range 0.190 0.072 -0.118 -62.1% 0.262
ATR 0.133 0.129 -0.004 -3.3% 0.000
Volume 96,978 79,262 -17,716 -18.3% 361,156
Daily Pivots for day following 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.479 4.443 4.304
R3 4.407 4.371 4.284
R2 4.335 4.335 4.277
R1 4.299 4.299 4.271 4.281
PP 4.263 4.263 4.263 4.254
S1 4.227 4.227 4.257 4.209
S2 4.191 4.191 4.251
S3 4.119 4.155 4.244
S4 4.047 4.083 4.224
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.999 4.893 4.408
R3 4.737 4.631 4.336
R2 4.475 4.475 4.312
R1 4.369 4.369 4.288 4.422
PP 4.213 4.213 4.213 4.239
S1 4.107 4.107 4.240 4.160
S2 3.951 3.951 4.216
S3 3.689 3.845 4.192
S4 3.427 3.583 4.120
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% 0.122 2.9% 79% False False 72,231
10 4.434 4.056 0.378 8.9% 0.113 2.7% 55% False False 56,686
20 4.627 4.056 0.571 13.4% 0.132 3.1% 36% False False 43,884
40 4.627 3.877 0.750 17.6% 0.133 3.1% 52% False False 33,125
60 4.850 3.877 0.973 22.8% 0.128 3.0% 40% False False 27,196
80 4.850 3.877 0.973 22.8% 0.126 3.0% 40% False False 21,945
100 4.850 3.877 0.973 22.8% 0.128 3.0% 40% False False 18,420
120 4.850 3.877 0.973 22.8% 0.128 3.0% 40% False False 15,701
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.604
2.618 4.486
1.618 4.414
1.000 4.370
0.618 4.342
HIGH 4.298
0.618 4.270
0.500 4.262
0.382 4.254
LOW 4.226
0.618 4.182
1.000 4.154
1.618 4.110
2.618 4.038
4.250 3.920
Fisher Pivots for day following 15-Apr-2011
Pivot 1 day 3 day
R1 4.263 4.250
PP 4.263 4.237
S1 4.262 4.223

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

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