NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 4.301 4.309 0.008 0.2% 4.790
High 4.376 4.413 0.037 0.8% 4.811
Low 4.279 4.305 0.026 0.6% 4.317
Close 4.314 4.388 0.074 1.7% 4.325
Range 0.097 0.108 0.011 11.3% 0.494
ATR 0.151 0.148 -0.003 -2.0% 0.000
Volume 82,125 95,943 13,818 16.8% 521,300
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.693 4.648 4.447
R3 4.585 4.540 4.418
R2 4.477 4.477 4.408
R1 4.432 4.432 4.398 4.455
PP 4.369 4.369 4.369 4.380
S1 4.324 4.324 4.378 4.347
S2 4.261 4.261 4.368
S3 4.153 4.216 4.358
S4 4.045 4.108 4.329
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 4.605 4.279 0.326 7.4% 0.121 2.8% 33% False False 97,431
10 4.983 4.279 0.704 16.0% 0.162 3.7% 15% False False 114,085
20 4.983 4.232 0.751 17.1% 0.154 3.5% 21% False False 115,373
40 4.983 4.140 0.843 19.2% 0.145 3.3% 29% False False 85,366
60 4.983 4.140 0.843 19.2% 0.139 3.2% 29% False False 71,855
80 4.983 3.955 1.028 23.4% 0.137 3.1% 42% False False 59,043
100 4.983 3.955 1.028 23.4% 0.130 3.0% 42% False False 49,214
120 4.983 3.955 1.028 23.4% 0.129 2.9% 42% False False 42,320
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.872
2.618 4.696
1.618 4.588
1.000 4.521
0.618 4.480
HIGH 4.413
0.618 4.372
0.500 4.359
0.382 4.346
LOW 4.305
0.618 4.238
1.000 4.197
1.618 4.130
2.618 4.022
4.250 3.846
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 4.378 4.380
PP 4.369 4.372
S1 4.359 4.364

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

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