NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 4.285 4.190 -0.095 -2.2% 4.091
High 4.323 4.340 0.017 0.4% 4.318
Low 4.144 4.177 0.033 0.8% 4.056
Close 4.190 4.310 0.120 2.9% 4.264
Range 0.179 0.163 -0.016 -8.9% 0.262
ATR 0.132 0.135 0.002 1.7% 0.000
Volume 54,851 59,068 4,217 7.7% 361,156
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.765 4.700 4.400
R3 4.602 4.537 4.355
R2 4.439 4.439 4.340
R1 4.374 4.374 4.325 4.407
PP 4.276 4.276 4.276 4.292
S1 4.211 4.211 4.295 4.244
S2 4.113 4.113 4.280
S3 3.950 4.048 4.265
S4 3.787 3.885 4.220
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 4.340 4.128 0.212 4.9% 0.142 3.3% 86% True False 69,586
10 4.340 4.056 0.284 6.6% 0.125 2.9% 89% True False 62,234
20 4.627 4.056 0.571 13.2% 0.139 3.2% 44% False False 47,127
40 4.627 3.877 0.750 17.4% 0.137 3.2% 58% False False 35,281
60 4.698 3.877 0.821 19.0% 0.129 3.0% 53% False False 28,731
80 4.850 3.877 0.973 22.6% 0.128 3.0% 45% False False 23,254
100 4.850 3.877 0.973 22.6% 0.129 3.0% 45% False False 19,506
120 4.850 3.877 0.973 22.6% 0.129 3.0% 45% False False 16,622
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.033
2.618 4.767
1.618 4.604
1.000 4.503
0.618 4.441
HIGH 4.340
0.618 4.278
0.500 4.259
0.382 4.239
LOW 4.177
0.618 4.076
1.000 4.014
1.618 3.913
2.618 3.750
4.250 3.484
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 4.293 4.287
PP 4.276 4.265
S1 4.259 4.242

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

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