NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 10-May-2011
Day Change Summary
Previous Current
09-May-2011 10-May-2011 Change Change % Previous Week
Open 4.250 4.190 -0.060 -1.4% 4.685
High 4.297 4.282 -0.015 -0.3% 4.729
Low 4.149 4.162 0.013 0.3% 4.205
Close 4.154 4.246 0.092 2.2% 4.271
Range 0.148 0.120 -0.028 -18.9% 0.524
ATR 0.142 0.141 -0.001 -0.7% 0.000
Volume 109,862 98,876 -10,986 -10.0% 616,604
Daily Pivots for day following 10-May-2011
Classic Woodie Camarilla DeMark
R4 4.590 4.538 4.312
R3 4.470 4.418 4.279
R2 4.350 4.350 4.268
R1 4.298 4.298 4.257 4.324
PP 4.230 4.230 4.230 4.243
S1 4.178 4.178 4.235 4.204
S2 4.110 4.110 4.224
S3 3.990 4.058 4.213
S4 3.870 3.938 4.180
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 4.685 4.149 0.536 12.6% 0.178 4.2% 18% False False 127,136
10 4.729 4.149 0.580 13.7% 0.150 3.5% 17% False False 119,882
20 4.729 4.127 0.602 14.2% 0.136 3.2% 20% False False 91,061
40 4.729 3.936 0.793 18.7% 0.138 3.3% 39% False False 62,490
60 4.729 3.877 0.852 20.1% 0.133 3.1% 43% False False 48,569
80 4.850 3.877 0.973 22.9% 0.130 3.1% 38% False False 39,840
100 4.850 3.877 0.973 22.9% 0.130 3.1% 38% False False 33,038
120 4.850 3.877 0.973 22.9% 0.130 3.1% 38% False False 28,181
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.792
2.618 4.596
1.618 4.476
1.000 4.402
0.618 4.356
HIGH 4.282
0.618 4.236
0.500 4.222
0.382 4.208
LOW 4.162
0.618 4.088
1.000 4.042
1.618 3.968
2.618 3.848
4.250 3.652
Fisher Pivots for day following 10-May-2011
Pivot 1 day 3 day
R1 4.238 4.247
PP 4.230 4.246
S1 4.222 4.246

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

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