NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 4.190 4.088 -0.102 -2.4% 4.253
High 4.197 4.266 0.069 1.6% 4.339
Low 4.088 4.077 -0.011 -0.3% 4.077
Close 4.090 4.230 0.140 3.4% 4.230
Range 0.109 0.189 0.080 73.4% 0.262
ATR 0.133 0.137 0.004 3.0% 0.000
Volume 117,915 105,777 -12,138 -10.3% 497,057
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 4.758 4.683 4.334
R3 4.569 4.494 4.282
R2 4.380 4.380 4.265
R1 4.305 4.305 4.247 4.343
PP 4.191 4.191 4.191 4.210
S1 4.116 4.116 4.213 4.154
S2 4.002 4.002 4.195
S3 3.813 3.927 4.178
S4 3.624 3.738 4.126
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 5.001 4.878 4.374
R3 4.739 4.616 4.302
R2 4.477 4.477 4.278
R1 4.354 4.354 4.254 4.285
PP 4.215 4.215 4.215 4.181
S1 4.092 4.092 4.206 4.023
S2 3.953 3.953 4.182
S3 3.691 3.830 4.158
S4 3.429 3.568 4.086
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.339 4.077 0.262 6.2% 0.134 3.2% 58% False True 99,411
10 4.339 4.077 0.262 6.2% 0.132 3.1% 58% False True 99,977
20 4.729 4.077 0.652 15.4% 0.137 3.2% 23% False True 103,424
40 4.729 4.056 0.673 15.9% 0.137 3.2% 26% False False 77,296
60 4.729 3.877 0.852 20.1% 0.137 3.2% 41% False False 59,935
80 4.729 3.877 0.852 20.1% 0.130 3.1% 41% False False 48,927
100 4.850 3.877 0.973 23.0% 0.130 3.1% 36% False False 40,613
120 4.850 3.877 0.973 23.0% 0.129 3.1% 36% False False 34,615
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5.069
2.618 4.761
1.618 4.572
1.000 4.455
0.618 4.383
HIGH 4.266
0.618 4.194
0.500 4.172
0.382 4.149
LOW 4.077
0.618 3.960
1.000 3.888
1.618 3.771
2.618 3.582
4.250 3.274
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 4.211 4.211
PP 4.191 4.191
S1 4.172 4.172

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

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