NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 4.670 4.565 -0.105 -2.2% 4.470
High 4.685 4.572 -0.113 -2.4% 4.705
Low 4.558 4.205 -0.353 -7.7% 4.392
Close 4.561 4.261 -0.300 -6.6% 4.698
Range 0.127 0.367 0.240 189.0% 0.313
ATR 0.125 0.142 0.017 13.8% 0.000
Volume 103,305 202,170 98,865 95.7% 452,117
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 5.447 5.221 4.463
R3 5.080 4.854 4.362
R2 4.713 4.713 4.328
R1 4.487 4.487 4.295 4.417
PP 4.346 4.346 4.346 4.311
S1 4.120 4.120 4.227 4.050
S2 3.979 3.979 4.194
S3 3.612 3.753 4.160
S4 3.245 3.386 4.059
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 4.205 0.524 12.3% 0.161 3.8% 11% False True 122,978
10 4.729 4.205 0.524 12.3% 0.145 3.4% 11% False True 103,146
20 4.729 4.056 0.673 15.8% 0.133 3.1% 30% False False 84,070
40 4.729 3.923 0.806 18.9% 0.139 3.3% 42% False False 56,007
60 4.729 3.877 0.852 20.0% 0.131 3.1% 45% False False 44,265
80 4.850 3.877 0.973 22.8% 0.130 3.0% 39% False False 36,068
100 4.850 3.877 0.973 22.8% 0.130 3.0% 39% False False 29,906
120 4.850 3.877 0.973 22.8% 0.130 3.0% 39% False False 25,481
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 163 trading days
Fibonacci Retracements and Extensions
4.250 6.132
2.618 5.533
1.618 5.166
1.000 4.939
0.618 4.799
HIGH 4.572
0.618 4.432
0.500 4.389
0.382 4.345
LOW 4.205
0.618 3.978
1.000 3.838
1.618 3.611
2.618 3.244
4.250 2.645
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 4.389 4.462
PP 4.346 4.395
S1 4.304 4.328

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

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