NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 13-May-2011
Day Change Summary
Previous Current
12-May-2011 13-May-2011 Change Change % Previous Week
Open 4.189 4.192 0.003 0.1% 4.250
High 4.236 4.273 0.037 0.9% 4.297
Low 4.109 4.153 0.044 1.1% 4.109
Close 4.150 4.246 0.096 2.3% 4.246
Range 0.127 0.120 -0.007 -5.5% 0.188
ATR 0.140 0.138 -0.001 -0.8% 0.000
Volume 106,504 74,667 -31,837 -29.9% 502,717
Daily Pivots for day following 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.584 4.535 4.312
R3 4.464 4.415 4.279
R2 4.344 4.344 4.268
R1 4.295 4.295 4.257 4.320
PP 4.224 4.224 4.224 4.236
S1 4.175 4.175 4.235 4.200
S2 4.104 4.104 4.224
S3 3.984 4.055 4.213
S4 3.864 3.935 4.180
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 4.781 4.702 4.349
R3 4.593 4.514 4.298
R2 4.405 4.405 4.280
R1 4.326 4.326 4.263 4.272
PP 4.217 4.217 4.217 4.190
S1 4.138 4.138 4.229 4.084
S2 4.029 4.029 4.212
S3 3.841 3.950 4.194
S4 3.653 3.762 4.143
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.297 4.109 0.188 4.4% 0.131 3.1% 73% False False 100,543
10 4.729 4.109 0.620 14.6% 0.144 3.4% 22% False False 111,932
20 4.729 4.109 0.620 14.6% 0.136 3.2% 22% False False 95,096
40 4.729 4.056 0.673 15.9% 0.135 3.2% 28% False False 68,357
60 4.729 3.877 0.852 20.1% 0.135 3.2% 43% False False 52,664
80 4.850 3.877 0.973 22.9% 0.131 3.1% 38% False False 43,274
100 4.850 3.877 0.973 22.9% 0.129 3.0% 38% False False 35,841
120 4.850 3.877 0.973 22.9% 0.129 3.0% 38% False False 30,559
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.029
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.783
2.618 4.587
1.618 4.467
1.000 4.393
0.618 4.347
HIGH 4.273
0.618 4.227
0.500 4.213
0.382 4.199
LOW 4.153
0.618 4.079
1.000 4.033
1.618 3.959
2.618 3.839
4.250 3.643
Fisher Pivots for day following 13-May-2011
Pivot 1 day 3 day
R1 4.235 4.231
PP 4.224 4.216
S1 4.213 4.201

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

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