NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 4.190 4.280 0.090 2.1% 4.685
High 4.282 4.292 0.010 0.2% 4.729
Low 4.162 4.153 -0.009 -0.2% 4.205
Close 4.246 4.181 -0.065 -1.5% 4.271
Range 0.120 0.139 0.019 15.8% 0.524
ATR 0.141 0.141 0.000 -0.1% 0.000
Volume 98,876 112,808 13,932 14.1% 616,604
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 4.626 4.542 4.257
R3 4.487 4.403 4.219
R2 4.348 4.348 4.206
R1 4.264 4.264 4.194 4.237
PP 4.209 4.209 4.209 4.195
S1 4.125 4.125 4.168 4.098
S2 4.070 4.070 4.156
S3 3.931 3.986 4.143
S4 3.792 3.847 4.105
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 4.572 4.149 0.423 10.1% 0.180 4.3% 8% False False 129,037
10 4.729 4.149 0.580 13.9% 0.154 3.7% 6% False False 123,822
20 4.729 4.128 0.601 14.4% 0.138 3.3% 9% False False 93,775
40 4.729 4.046 0.683 16.3% 0.137 3.3% 20% False False 64,822
60 4.729 3.877 0.852 20.4% 0.134 3.2% 36% False False 50,127
80 4.850 3.877 0.973 23.3% 0.131 3.1% 31% False False 41,122
100 4.850 3.877 0.973 23.3% 0.130 3.1% 31% False False 34,133
120 4.850 3.877 0.973 23.3% 0.130 3.1% 31% False False 29,090
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.883
2.618 4.656
1.618 4.517
1.000 4.431
0.618 4.378
HIGH 4.292
0.618 4.239
0.500 4.223
0.382 4.206
LOW 4.153
0.618 4.067
1.000 4.014
1.618 3.928
2.618 3.789
4.250 3.562
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 4.223 4.223
PP 4.209 4.209
S1 4.195 4.195

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

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