NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 21-Apr-2011
Day Change Summary
Previous Current
20-Apr-2011 21-Apr-2011 Change Change % Previous Week
Open 4.338 4.360 0.022 0.5% 4.091
High 4.388 4.477 0.089 2.0% 4.318
Low 4.317 4.317 0.000 0.0% 4.056
Close 4.357 4.468 0.111 2.5% 4.264
Range 0.071 0.160 0.089 125.4% 0.262
ATR 0.131 0.133 0.002 1.6% 0.000
Volume 53,092 84,217 31,125 58.6% 361,156
Daily Pivots for day following 21-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.901 4.844 4.556
R3 4.741 4.684 4.512
R2 4.581 4.581 4.497
R1 4.524 4.524 4.483 4.553
PP 4.421 4.421 4.421 4.435
S1 4.364 4.364 4.453 4.393
S2 4.261 4.261 4.439
S3 4.101 4.204 4.424
S4 3.941 4.044 4.380
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 4.477 4.144 0.333 7.5% 0.129 2.9% 97% True False 66,098
10 4.477 4.056 0.421 9.4% 0.125 2.8% 98% True False 68,972
20 4.627 4.056 0.571 12.8% 0.137 3.1% 72% False False 51,168
40 4.627 3.877 0.750 16.8% 0.137 3.1% 79% False False 38,190
60 4.627 3.877 0.750 16.8% 0.128 2.9% 79% False False 30,761
80 4.850 3.877 0.973 21.8% 0.128 2.9% 61% False False 24,910
100 4.850 3.877 0.973 21.8% 0.127 2.9% 61% False False 20,854
120 4.850 3.877 0.973 21.8% 0.128 2.9% 61% False False 17,744
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.157
2.618 4.896
1.618 4.736
1.000 4.637
0.618 4.576
HIGH 4.477
0.618 4.416
0.500 4.397
0.382 4.378
LOW 4.317
0.618 4.218
1.000 4.157
1.618 4.058
2.618 3.898
4.250 3.637
Fisher Pivots for day following 21-Apr-2011
Pivot 1 day 3 day
R1 4.444 4.421
PP 4.421 4.374
S1 4.397 4.327

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

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