NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 03-May-2011
Day Change Summary
Previous Current
02-May-2011 03-May-2011 Change Change % Previous Week
Open 4.685 4.688 0.003 0.1% 4.470
High 4.729 4.718 -0.011 -0.2% 4.705
Low 4.637 4.649 0.012 0.3% 4.392
Close 4.693 4.680 -0.013 -0.3% 4.698
Range 0.092 0.069 -0.023 -25.0% 0.313
ATR 0.129 0.125 -0.004 -3.3% 0.000
Volume 112,524 77,136 -35,388 -31.4% 452,117
Daily Pivots for day following 03-May-2011
Classic Woodie Camarilla DeMark
R4 4.889 4.854 4.718
R3 4.820 4.785 4.699
R2 4.751 4.751 4.693
R1 4.716 4.716 4.686 4.699
PP 4.682 4.682 4.682 4.674
S1 4.647 4.647 4.674 4.630
S2 4.613 4.613 4.667
S3 4.544 4.578 4.661
S4 4.475 4.509 4.642
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.537 5.431 4.870
R3 5.224 5.118 4.784
R2 4.911 4.911 4.755
R1 4.805 4.805 4.727 4.858
PP 4.598 4.598 4.598 4.625
S1 4.492 4.492 4.669 4.545
S2 4.285 4.285 4.641
S3 3.972 4.179 4.612
S4 3.659 3.866 4.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.729 4.396 0.333 7.1% 0.122 2.6% 85% False False 112,627
10 4.729 4.177 0.552 11.8% 0.119 2.5% 91% False False 83,815
20 4.729 4.056 0.673 14.4% 0.119 2.5% 93% False False 71,549
40 4.729 3.923 0.806 17.2% 0.132 2.8% 94% False False 50,248
60 4.729 3.877 0.852 18.2% 0.128 2.7% 94% False False 39,955
80 4.850 3.877 0.973 20.8% 0.127 2.7% 83% False False 32,454
100 4.850 3.877 0.973 20.8% 0.128 2.7% 83% False False 26,976
120 4.850 3.877 0.973 20.8% 0.128 2.7% 83% False False 22,966
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5.011
2.618 4.899
1.618 4.830
1.000 4.787
0.618 4.761
HIGH 4.718
0.618 4.692
0.500 4.684
0.382 4.675
LOW 4.649
0.618 4.606
1.000 4.580
1.618 4.537
2.618 4.468
4.250 4.356
Fisher Pivots for day following 03-May-2011
Pivot 1 day 3 day
R1 4.684 4.667
PP 4.682 4.655
S1 4.681 4.642

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

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