NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 4.440 4.301 -0.139 -3.1% 4.790
High 4.449 4.376 -0.073 -1.6% 4.811
Low 4.317 4.279 -0.038 -0.9% 4.317
Close 4.325 4.314 -0.011 -0.3% 4.325
Range 0.132 0.097 -0.035 -26.5% 0.494
ATR 0.155 0.151 -0.004 -2.7% 0.000
Volume 98,197 82,125 -16,072 -16.4% 521,300
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.614 4.561 4.367
R3 4.517 4.464 4.341
R2 4.420 4.420 4.332
R1 4.367 4.367 4.323 4.394
PP 4.323 4.323 4.323 4.336
S1 4.270 4.270 4.305 4.297
S2 4.226 4.226 4.296
S3 4.129 4.173 4.287
S4 4.032 4.076 4.261
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.966 5.640 4.597
R3 5.472 5.146 4.461
R2 4.978 4.978 4.416
R1 4.652 4.652 4.370 4.568
PP 4.484 4.484 4.484 4.443
S1 4.158 4.158 4.280 4.074
S2 3.990 3.990 4.234
S3 3.496 3.664 4.189
S4 3.002 3.170 4.053
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.654 4.279 0.375 8.7% 0.119 2.8% 9% False True 96,526
10 4.983 4.279 0.704 16.3% 0.160 3.7% 5% False True 117,410
20 4.983 4.232 0.751 17.4% 0.157 3.6% 11% False False 114,615
40 4.983 4.140 0.843 19.5% 0.145 3.4% 21% False False 83,819
60 4.983 4.140 0.843 19.5% 0.140 3.2% 21% False False 70,707
80 4.983 3.955 1.028 23.8% 0.138 3.2% 35% False False 57,972
100 4.983 3.955 1.028 23.8% 0.130 3.0% 35% False False 48,357
120 4.983 3.955 1.028 23.8% 0.129 3.0% 35% False False 41,550
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.788
2.618 4.630
1.618 4.533
1.000 4.473
0.618 4.436
HIGH 4.376
0.618 4.339
0.500 4.328
0.382 4.316
LOW 4.279
0.618 4.219
1.000 4.182
1.618 4.122
2.618 4.025
4.250 3.867
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 4.328 4.437
PP 4.323 4.396
S1 4.319 4.355

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

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