NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 4.850 4.661 -0.189 -3.9% 4.772
High 4.983 4.782 -0.201 -4.0% 4.983
Low 4.510 4.661 0.151 3.3% 4.510
Close 4.674 4.757 0.083 1.8% 4.757
Range 0.473 0.121 -0.352 -74.4% 0.473
ATR 0.165 0.161 -0.003 -1.9% 0.000
Volume 202,604 111,876 -90,728 -44.8% 706,512
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.096 5.048 4.824
R3 4.975 4.927 4.790
R2 4.854 4.854 4.779
R1 4.806 4.806 4.768 4.830
PP 4.733 4.733 4.733 4.746
S1 4.685 4.685 4.746 4.709
S2 4.612 4.612 4.735
S3 4.491 4.564 4.724
S4 4.370 4.443 4.690
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.169 5.936 5.017
R3 5.696 5.463 4.887
R2 5.223 5.223 4.844
R1 4.990 4.990 4.800 4.870
PP 4.750 4.750 4.750 4.690
S1 4.517 4.517 4.714 4.397
S2 4.277 4.277 4.670
S3 3.804 4.044 4.627
S4 3.331 3.571 4.497
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.983 4.510 0.473 9.9% 0.181 3.8% 52% False False 141,302
10 4.983 4.365 0.618 13.0% 0.174 3.6% 63% False False 136,962
20 4.983 4.140 0.843 17.7% 0.154 3.2% 73% False False 104,907
40 4.983 4.140 0.843 17.7% 0.145 3.0% 73% False False 74,859
60 4.983 4.140 0.843 17.7% 0.140 2.9% 73% False False 62,749
80 4.983 3.955 1.028 21.6% 0.135 2.8% 78% False False 51,027
100 4.983 3.955 1.028 21.6% 0.131 2.7% 78% False False 42,844
120 4.983 3.955 1.028 21.6% 0.129 2.7% 78% False False 36,659
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.296
2.618 5.099
1.618 4.978
1.000 4.903
0.618 4.857
HIGH 4.782
0.618 4.736
0.500 4.722
0.382 4.707
LOW 4.661
0.618 4.586
1.000 4.540
1.618 4.465
2.618 4.344
4.250 4.147
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 4.745 4.754
PP 4.733 4.750
S1 4.722 4.747

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

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