NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 4.688 4.670 -0.018 -0.4% 4.470
High 4.718 4.685 -0.033 -0.7% 4.705
Low 4.649 4.558 -0.091 -2.0% 4.392
Close 4.680 4.561 -0.119 -2.5% 4.698
Range 0.069 0.127 0.058 84.1% 0.313
ATR 0.125 0.125 0.000 0.1% 0.000
Volume 77,136 103,305 26,169 33.9% 452,117
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 4.982 4.899 4.631
R3 4.855 4.772 4.596
R2 4.728 4.728 4.584
R1 4.645 4.645 4.573 4.623
PP 4.601 4.601 4.601 4.591
S1 4.518 4.518 4.549 4.496
S2 4.474 4.474 4.538
S3 4.347 4.391 4.526
S4 4.220 4.264 4.491
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 7.3% 0.128 2.8% 50% False False 118,608
10 4.729 4.317 0.412 9.0% 0.116 2.5% 59% False False 88,239
20 4.729 4.056 0.673 14.8% 0.120 2.6% 75% False False 75,236
40 4.729 3.923 0.806 17.7% 0.133 2.9% 79% False False 51,800
60 4.729 3.877 0.852 18.7% 0.127 2.8% 80% False False 41,342
80 4.850 3.877 0.973 21.3% 0.127 2.8% 70% False False 33,652
100 4.850 3.877 0.973 21.3% 0.127 2.8% 70% False False 27,932
120 4.850 3.877 0.973 21.3% 0.128 2.8% 70% False False 23,814
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 0.028
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.225
2.618 5.017
1.618 4.890
1.000 4.812
0.618 4.763
HIGH 4.685
0.618 4.636
0.500 4.622
0.382 4.607
LOW 4.558
0.618 4.480
1.000 4.431
1.618 4.353
2.618 4.226
4.250 4.018
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 4.622 4.644
PP 4.601 4.616
S1 4.581 4.589

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

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