NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 4.334 4.370 0.036 0.8% 4.253
High 4.385 4.414 0.029 0.7% 4.339
Low 4.316 4.195 -0.121 -2.8% 4.077
Close 4.379 4.355 -0.024 -0.5% 4.230
Range 0.069 0.219 0.150 217.4% 0.262
ATR 0.133 0.139 0.006 4.6% 0.000
Volume 53,064 14,762 -38,302 -72.2% 497,057
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 4.978 4.886 4.475
R3 4.759 4.667 4.415
R2 4.540 4.540 4.395
R1 4.448 4.448 4.375 4.385
PP 4.321 4.321 4.321 4.290
S1 4.229 4.229 4.335 4.166
S2 4.102 4.102 4.315
S3 3.883 4.010 4.295
S4 3.664 3.791 4.235
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 4.414 4.077 0.337 7.7% 0.153 3.5% 82% True False 76,002
10 4.414 4.077 0.337 7.7% 0.136 3.1% 82% True False 84,596
20 4.729 4.077 0.652 15.0% 0.142 3.2% 43% False False 100,518
40 4.729 4.056 0.673 15.5% 0.135 3.1% 44% False False 80,966
60 4.729 3.877 0.852 19.6% 0.136 3.1% 56% False False 63,160
80 4.729 3.877 0.852 19.6% 0.131 3.0% 56% False False 51,863
100 4.850 3.877 0.973 22.3% 0.131 3.0% 49% False False 43,228
120 4.850 3.877 0.973 22.3% 0.131 3.0% 49% False False 36,770
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 15 trading days
Fibonacci Retracements and Extensions
4.250 5.345
2.618 4.987
1.618 4.768
1.000 4.633
0.618 4.549
HIGH 4.414
0.618 4.330
0.500 4.305
0.382 4.279
LOW 4.195
0.618 4.060
1.000 3.976
1.618 3.841
2.618 3.622
4.250 3.264
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 4.338 4.338
PP 4.321 4.321
S1 4.305 4.305

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

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