NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 28-Apr-2011
Day Change Summary
Previous Current
27-Apr-2011 28-Apr-2011 Change Change % Previous Week
Open 4.454 4.397 -0.057 -1.3% 4.285
High 4.494 4.599 0.105 2.3% 4.477
Low 4.398 4.396 -0.002 0.0% 4.144
Close 4.408 4.571 0.163 3.7% 4.468
Range 0.096 0.203 0.107 111.5% 0.333
ATR 0.125 0.131 0.006 4.5% 0.000
Volume 73,401 180,322 106,921 145.7% 251,228
Daily Pivots for day following 28-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.131 5.054 4.683
R3 4.928 4.851 4.627
R2 4.725 4.725 4.608
R1 4.648 4.648 4.590 4.687
PP 4.522 4.522 4.522 4.541
S1 4.445 4.445 4.552 4.484
S2 4.319 4.319 4.534
S3 4.116 4.242 4.515
S4 3.913 4.039 4.459
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.362 5.248 4.651
R3 5.029 4.915 4.560
R2 4.696 4.696 4.529
R1 4.582 4.582 4.499 4.639
PP 4.363 4.363 4.363 4.392
S1 4.249 4.249 4.437 4.306
S2 4.030 4.030 4.407
S3 3.697 3.916 4.376
S4 3.364 3.583 4.285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.599 4.317 0.282 6.2% 0.129 2.8% 90% True False 83,315
10 4.599 4.128 0.471 10.3% 0.132 2.9% 94% True False 75,983
20 4.599 4.056 0.543 11.9% 0.128 2.8% 95% True False 61,413
40 4.627 3.877 0.750 16.4% 0.134 2.9% 93% False False 44,481
60 4.627 3.877 0.750 16.4% 0.127 2.8% 93% False False 35,645
80 4.850 3.877 0.973 21.3% 0.129 2.8% 71% False False 28,906
100 4.850 3.877 0.973 21.3% 0.128 2.8% 71% False False 24,020
120 4.850 3.877 0.973 21.3% 0.128 2.8% 71% False False 20,449
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 0.032
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.462
2.618 5.130
1.618 4.927
1.000 4.802
0.618 4.724
HIGH 4.599
0.618 4.521
0.500 4.498
0.382 4.474
LOW 4.396
0.618 4.271
1.000 4.193
1.618 4.068
2.618 3.865
4.250 3.533
Fisher Pivots for day following 28-Apr-2011
Pivot 1 day 3 day
R1 4.547 4.546
PP 4.522 4.521
S1 4.498 4.496

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

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