NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 4.309 4.415 0.106 2.5% 4.790
High 4.413 4.444 0.031 0.7% 4.811
Low 4.305 4.315 0.010 0.2% 4.317
Close 4.388 4.317 -0.071 -1.6% 4.325
Range 0.108 0.129 0.021 19.4% 0.494
ATR 0.148 0.147 -0.001 -0.9% 0.000
Volume 95,943 101,679 5,736 6.0% 521,300
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.746 4.660 4.388
R3 4.617 4.531 4.352
R2 4.488 4.488 4.341
R1 4.402 4.402 4.329 4.381
PP 4.359 4.359 4.359 4.348
S1 4.273 4.273 4.305 4.252
S2 4.230 4.230 4.293
S3 4.101 4.144 4.282
S4 3.972 4.015 4.246
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 4.595 4.279 0.316 7.3% 0.131 3.0% 12% False False 100,741
10 4.983 4.279 0.704 16.3% 0.164 3.8% 5% False False 111,552
20 4.983 4.232 0.751 17.4% 0.154 3.6% 11% False False 116,076
40 4.983 4.140 0.843 19.5% 0.146 3.4% 21% False False 87,378
60 4.983 4.140 0.843 19.5% 0.139 3.2% 21% False False 73,092
80 4.983 3.955 1.028 23.8% 0.136 3.2% 35% False False 60,121
100 4.983 3.955 1.028 23.8% 0.130 3.0% 35% False False 50,170
120 4.983 3.955 1.028 23.8% 0.129 3.0% 35% False False 43,151
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.030
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.992
2.618 4.782
1.618 4.653
1.000 4.573
0.618 4.524
HIGH 4.444
0.618 4.395
0.500 4.380
0.382 4.364
LOW 4.315
0.618 4.235
1.000 4.186
1.618 4.106
2.618 3.977
4.250 3.767
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.380 4.362
PP 4.359 4.347
S1 4.338 4.332

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

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