NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 4.189 4.190 0.001 0.0% 4.250
High 4.241 4.197 -0.044 -1.0% 4.297
Low 4.180 4.088 -0.092 -2.2% 4.109
Close 4.186 4.090 -0.096 -2.3% 4.246
Range 0.061 0.109 0.048 78.7% 0.188
ATR 0.135 0.133 -0.002 -1.4% 0.000
Volume 72,809 117,915 45,106 62.0% 502,717
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 4.452 4.380 4.150
R3 4.343 4.271 4.120
R2 4.234 4.234 4.110
R1 4.162 4.162 4.100 4.144
PP 4.125 4.125 4.125 4.116
S1 4.053 4.053 4.080 4.035
S2 4.016 4.016 4.070
S3 3.907 3.944 4.060
S4 3.798 3.835 4.030
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 4.088 0.251 6.1% 0.120 2.9% 1% False True 93,189
10 4.344 4.088 0.256 6.3% 0.126 3.1% 1% False True 101,546
20 4.729 4.088 0.641 15.7% 0.136 3.3% 0% False True 102,346
40 4.729 4.056 0.673 16.5% 0.137 3.3% 5% False False 75,435
60 4.729 3.877 0.852 20.8% 0.136 3.3% 25% False False 58,325
80 4.729 3.877 0.852 20.8% 0.129 3.2% 25% False False 47,697
100 4.850 3.877 0.973 23.8% 0.129 3.2% 22% False False 39,576
120 4.850 3.877 0.973 23.8% 0.130 3.2% 22% False False 33,739
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.660
2.618 4.482
1.618 4.373
1.000 4.306
0.618 4.264
HIGH 4.197
0.618 4.155
0.500 4.143
0.382 4.130
LOW 4.088
0.618 4.021
1.000 3.979
1.618 3.912
2.618 3.803
4.250 3.625
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 4.143 4.208
PP 4.125 4.169
S1 4.108 4.129

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

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