NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 4.328 4.334 0.006 0.1% 4.253
High 4.397 4.385 -0.012 -0.3% 4.339
Low 4.270 4.316 0.046 1.1% 4.077
Close 4.345 4.379 0.034 0.8% 4.230
Range 0.127 0.069 -0.058 -45.7% 0.262
ATR 0.138 0.133 -0.005 -3.6% 0.000
Volume 87,486 53,064 -34,422 -39.3% 497,057
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 4.567 4.542 4.417
R3 4.498 4.473 4.398
R2 4.429 4.429 4.392
R1 4.404 4.404 4.385 4.417
PP 4.360 4.360 4.360 4.366
S1 4.335 4.335 4.373 4.348
S2 4.291 4.291 4.366
S3 4.222 4.266 4.360
S4 4.153 4.197 4.341
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 7.3% 0.131 3.0% 94% False False 96,633
10 4.397 4.077 0.320 7.3% 0.127 2.9% 94% False False 93,770
20 4.729 4.077 0.652 14.9% 0.141 3.2% 46% False False 108,796
40 4.729 4.056 0.673 15.4% 0.132 3.0% 48% False False 81,317
60 4.729 3.877 0.852 19.5% 0.134 3.1% 59% False False 63,248
80 4.729 3.877 0.852 19.5% 0.129 3.0% 59% False False 51,832
100 4.850 3.877 0.973 22.2% 0.130 3.0% 52% False False 43,107
120 4.850 3.877 0.973 22.2% 0.129 3.0% 52% False False 36,689
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.031
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.678
2.618 4.566
1.618 4.497
1.000 4.454
0.618 4.428
HIGH 4.385
0.618 4.359
0.500 4.351
0.382 4.342
LOW 4.316
0.618 4.273
1.000 4.247
1.618 4.204
2.618 4.135
4.250 4.023
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 4.370 4.356
PP 4.360 4.332
S1 4.351 4.309

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

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