NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 4.238 4.328 0.090 2.1% 4.253
High 4.379 4.397 0.018 0.4% 4.339
Low 4.220 4.270 0.050 1.2% 4.077
Close 4.346 4.345 -0.001 0.0% 4.230
Range 0.159 0.127 -0.032 -20.1% 0.262
ATR 0.139 0.138 -0.001 -0.6% 0.000
Volume 118,925 87,486 -31,439 -26.4% 497,057
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 4.718 4.659 4.415
R3 4.591 4.532 4.380
R2 4.464 4.464 4.368
R1 4.405 4.405 4.357 4.435
PP 4.337 4.337 4.337 4.352
S1 4.278 4.278 4.333 4.308
S2 4.210 4.210 4.322
S3 4.083 4.151 4.310
S4 3.956 4.024 4.275
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 4.397 4.077 0.320 7.4% 0.129 3.0% 84% True False 100,582
10 4.397 4.077 0.320 7.4% 0.134 3.1% 84% True False 99,744
20 4.729 4.077 0.652 15.0% 0.142 3.3% 41% False False 109,813
40 4.729 4.056 0.673 15.5% 0.135 3.1% 43% False False 80,803
60 4.729 3.877 0.852 19.6% 0.136 3.1% 55% False False 62,724
80 4.729 3.877 0.852 19.6% 0.130 3.0% 55% False False 51,250
100 4.850 3.877 0.973 22.4% 0.131 3.0% 48% False False 42,614
120 4.850 3.877 0.973 22.4% 0.130 3.0% 48% False False 36,278
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 0.030
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.937
2.618 4.729
1.618 4.602
1.000 4.524
0.618 4.475
HIGH 4.397
0.618 4.348
0.500 4.334
0.382 4.319
LOW 4.270
0.618 4.192
1.000 4.143
1.618 4.065
2.618 3.938
4.250 3.730
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 4.341 4.309
PP 4.337 4.273
S1 4.334 4.237

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

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