NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 09-May-2011
Day Change Summary
Previous Current
06-May-2011 09-May-2011 Change Change % Previous Week
Open 4.235 4.250 0.015 0.4% 4.685
High 4.344 4.297 -0.047 -1.1% 4.729
Low 4.217 4.149 -0.068 -1.6% 4.205
Close 4.271 4.154 -0.117 -2.7% 4.271
Range 0.127 0.148 0.021 16.5% 0.524
ATR 0.141 0.142 0.000 0.3% 0.000
Volume 121,469 109,862 -11,607 -9.6% 616,604
Daily Pivots for day following 09-May-2011
Classic Woodie Camarilla DeMark
R4 4.644 4.547 4.235
R3 4.496 4.399 4.195
R2 4.348 4.348 4.181
R1 4.251 4.251 4.168 4.226
PP 4.200 4.200 4.200 4.187
S1 4.103 4.103 4.140 4.078
S2 4.052 4.052 4.127
S3 3.904 3.955 4.113
S4 3.756 3.807 4.073
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 5.974 5.646 4.559
R3 5.450 5.122 4.415
R2 4.926 4.926 4.367
R1 4.598 4.598 4.319 4.500
PP 4.402 4.402 4.402 4.353
S1 4.074 4.074 4.223 3.976
S2 3.878 3.878 4.175
S3 3.354 3.550 4.127
S4 2.830 3.026 3.983
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.718 4.149 0.569 13.7% 0.168 4.0% 1% False True 122,788
10 4.729 4.149 0.580 14.0% 0.146 3.5% 1% False True 117,858
20 4.729 4.056 0.673 16.2% 0.138 3.3% 15% False False 89,548
40 4.729 3.936 0.793 19.1% 0.140 3.4% 27% False False 60,577
60 4.729 3.877 0.852 20.5% 0.132 3.2% 33% False False 47,417
80 4.850 3.877 0.973 23.4% 0.130 3.1% 28% False False 38,752
100 4.850 3.877 0.973 23.4% 0.129 3.1% 28% False False 32,109
120 4.850 3.877 0.973 23.4% 0.130 3.1% 28% False False 27,372
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 0.025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.926
2.618 4.684
1.618 4.536
1.000 4.445
0.618 4.388
HIGH 4.297
0.618 4.240
0.500 4.223
0.382 4.206
LOW 4.149
0.618 4.058
1.000 4.001
1.618 3.910
2.618 3.762
4.250 3.520
Fisher Pivots for day following 09-May-2011
Pivot 1 day 3 day
R1 4.223 4.361
PP 4.200 4.292
S1 4.177 4.223

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

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