NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 18-May-2011
Day Change Summary
Previous Current
17-May-2011 18-May-2011 Change Change % Previous Week
Open 4.285 4.189 -0.096 -2.2% 4.250
High 4.328 4.241 -0.087 -2.0% 4.297
Low 4.160 4.180 0.020 0.5% 4.109
Close 4.182 4.186 0.004 0.1% 4.246
Range 0.168 0.061 -0.107 -63.7% 0.188
ATR 0.141 0.135 -0.006 -4.0% 0.000
Volume 104,328 72,809 -31,519 -30.2% 502,717
Daily Pivots for day following 18-May-2011
Classic Woodie Camarilla DeMark
R4 4.385 4.347 4.220
R3 4.324 4.286 4.203
R2 4.263 4.263 4.197
R1 4.225 4.225 4.192 4.214
PP 4.202 4.202 4.202 4.197
S1 4.164 4.164 4.180 4.153
S2 4.141 4.141 4.175
S3 4.080 4.103 4.169
S4 4.019 4.042 4.152
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 5.5% 0.124 3.0% 33% False False 90,907
10 4.572 4.109 0.463 11.1% 0.152 3.6% 17% False False 109,972
20 4.729 4.109 0.620 14.8% 0.134 3.2% 12% False False 99,105
40 4.729 4.056 0.673 16.1% 0.136 3.3% 19% False False 73,116
60 4.729 3.877 0.852 20.4% 0.136 3.2% 36% False False 56,556
80 4.729 3.877 0.852 20.4% 0.130 3.1% 36% False False 46,324
100 4.850 3.877 0.973 23.2% 0.129 3.1% 32% False False 38,425
120 4.850 3.877 0.973 23.2% 0.130 3.1% 32% False False 32,773
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 4.500
2.618 4.401
1.618 4.340
1.000 4.302
0.618 4.279
HIGH 4.241
0.618 4.218
0.500 4.211
0.382 4.203
LOW 4.180
0.618 4.142
1.000 4.119
1.618 4.081
2.618 4.020
4.250 3.921
Fisher Pivots for day following 18-May-2011
Pivot 1 day 3 day
R1 4.211 4.250
PP 4.202 4.228
S1 4.194 4.207

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

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