NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 4.573 4.585 0.012 0.3% 4.772
High 4.605 4.595 -0.010 -0.2% 4.983
Low 4.522 4.408 -0.114 -2.5% 4.510
Close 4.577 4.448 -0.129 -2.8% 4.757
Range 0.083 0.187 0.104 125.3% 0.473
ATR 0.155 0.157 0.002 1.5% 0.000
Volume 85,131 125,761 40,630 47.7% 706,512
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.045 4.933 4.551
R3 4.858 4.746 4.499
R2 4.671 4.671 4.482
R1 4.559 4.559 4.465 4.522
PP 4.484 4.484 4.484 4.465
S1 4.372 4.372 4.431 4.335
S2 4.297 4.297 4.414
S3 4.110 4.185 4.397
S4 3.923 3.998 4.345
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 4.811 4.408 0.403 9.1% 0.141 3.2% 10% False True 106,995
10 4.983 4.408 0.575 12.9% 0.161 3.6% 7% False True 122,240
20 4.983 4.140 0.843 19.0% 0.159 3.6% 37% False False 112,418
40 4.983 4.140 0.843 19.0% 0.145 3.3% 37% False False 80,812
60 4.983 4.140 0.843 19.0% 0.141 3.2% 37% False False 68,529
80 4.983 3.955 1.028 23.1% 0.137 3.1% 48% False False 55,892
100 4.983 3.955 1.028 23.1% 0.131 2.9% 48% False False 46,693
120 4.983 3.955 1.028 23.1% 0.129 2.9% 48% False False 40,075
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.037
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.390
2.618 5.085
1.618 4.898
1.000 4.782
0.618 4.711
HIGH 4.595
0.618 4.524
0.500 4.502
0.382 4.479
LOW 4.408
0.618 4.292
1.000 4.221
1.618 4.105
2.618 3.918
4.250 3.613
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4.502 4.531
PP 4.484 4.503
S1 4.466 4.476

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

View Archives - Comment on this page... - Back to Index of Symbols