NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 4.772 4.823 0.051 1.1% 4.560
High 4.855 4.854 -0.001 0.0% 4.859
Low 4.738 4.764 0.026 0.5% 4.525
Close 4.831 4.822 -0.009 -0.2% 4.686
Range 0.117 0.090 -0.027 -23.1% 0.334
ATR 0.148 0.144 -0.004 -2.8% 0.000
Volume 135,837 129,184 -6,653 -4.9% 528,230
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.083 5.043 4.872
R3 4.993 4.953 4.847
R2 4.903 4.903 4.839
R1 4.863 4.863 4.830 4.838
PP 4.813 4.813 4.813 4.801
S1 4.773 4.773 4.814 4.748
S2 4.723 4.723 4.806
S3 4.633 4.683 4.797
S4 4.543 4.593 4.773
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.692 5.523 4.870
R3 5.358 5.189 4.778
R2 5.024 5.024 4.747
R1 4.855 4.855 4.717 4.940
PP 4.690 4.690 4.690 4.732
S1 4.521 4.521 4.655 4.606
S2 4.356 4.356 4.625
S3 4.022 4.187 4.594
S4 3.688 3.853 4.502
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.859 4.587 0.272 5.6% 0.131 2.7% 86% False False 129,357
10 4.859 4.232 0.627 13.0% 0.147 3.0% 94% False False 116,660
20 4.859 4.140 0.719 14.9% 0.138 2.9% 95% False False 92,001
40 4.859 4.140 0.719 14.9% 0.136 2.8% 95% False False 69,023
60 4.859 4.019 0.840 17.4% 0.135 2.8% 96% False False 56,193
80 4.859 3.955 0.904 18.7% 0.129 2.7% 96% False False 45,953
100 4.930 3.955 0.975 20.2% 0.127 2.6% 89% False False 38,716
120 4.930 3.955 0.975 20.2% 0.126 2.6% 89% False False 33,059
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.237
2.618 5.090
1.618 5.000
1.000 4.944
0.618 4.910
HIGH 4.854
0.618 4.820
0.500 4.809
0.382 4.798
LOW 4.764
0.618 4.708
1.000 4.674
1.618 4.618
2.618 4.528
4.250 4.382
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 4.818 4.805
PP 4.813 4.787
S1 4.809 4.770

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

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