NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 16-May-2011
Day Change Summary
Previous Current
13-May-2011 16-May-2011 Change Change % Previous Week
Open 4.192 4.253 0.061 1.5% 4.250
High 4.273 4.339 0.066 1.5% 4.297
Low 4.153 4.196 0.043 1.0% 4.109
Close 4.246 4.318 0.072 1.7% 4.246
Range 0.120 0.143 0.023 19.2% 0.188
ATR 0.138 0.139 0.000 0.2% 0.000
Volume 74,667 96,228 21,561 28.9% 502,717
Daily Pivots for day following 16-May-2011
Classic Woodie Camarilla DeMark
R4 4.713 4.659 4.397
R3 4.570 4.516 4.357
R2 4.427 4.427 4.344
R1 4.373 4.373 4.331 4.400
PP 4.284 4.284 4.284 4.298
S1 4.230 4.230 4.305 4.257
S2 4.141 4.141 4.292
S3 3.998 4.087 4.279
S4 3.855 3.944 4.239
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 4.339 4.109 0.230 5.3% 0.130 3.0% 91% True False 97,816
10 4.718 4.109 0.609 14.1% 0.149 3.4% 34% False False 110,302
20 4.729 4.109 0.620 14.4% 0.139 3.2% 34% False False 95,944
40 4.729 4.056 0.673 15.6% 0.136 3.1% 39% False False 69,914
60 4.729 3.877 0.852 19.7% 0.135 3.1% 52% False False 54,065
80 4.850 3.877 0.973 22.5% 0.131 3.0% 45% False False 44,383
100 4.850 3.877 0.973 22.5% 0.129 3.0% 45% False False 36,745
120 4.850 3.877 0.973 22.5% 0.130 3.0% 45% False False 31,340
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.947
2.618 4.713
1.618 4.570
1.000 4.482
0.618 4.427
HIGH 4.339
0.618 4.284
0.500 4.268
0.382 4.251
LOW 4.196
0.618 4.108
1.000 4.053
1.618 3.965
2.618 3.822
4.250 3.588
Fisher Pivots for day following 16-May-2011
Pivot 1 day 3 day
R1 4.301 4.287
PP 4.284 4.255
S1 4.268 4.224

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

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