NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 4.605 4.678 0.073 1.6% 4.341
High 4.736 4.715 -0.021 -0.4% 4.600
Low 4.570 4.628 0.058 1.3% 4.290
Close 4.700 4.667 -0.033 -0.7% 4.557
Range 0.166 0.087 -0.079 -47.6% 0.310
ATR 0.140 0.136 -0.004 -2.7% 0.000
Volume 30,182 45,389 15,207 50.4% 107,838
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.931 4.886 4.715
R3 4.844 4.799 4.691
R2 4.757 4.757 4.683
R1 4.712 4.712 4.675 4.691
PP 4.670 4.670 4.670 4.660
S1 4.625 4.625 4.659 4.604
S2 4.583 4.583 4.651
S3 4.496 4.538 4.643
S4 4.409 4.451 4.619
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.412 5.295 4.728
R3 5.102 4.985 4.642
R2 4.792 4.792 4.614
R1 4.675 4.675 4.585 4.734
PP 4.482 4.482 4.482 4.512
S1 4.365 4.365 4.529 4.424
S2 4.172 4.172 4.500
S3 3.862 4.055 4.472
S4 3.552 3.745 4.387
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.736 4.290 0.446 9.6% 0.145 3.1% 85% False False 28,559
10 4.736 4.192 0.544 11.7% 0.133 2.8% 87% False False 24,843
20 4.799 4.192 0.607 13.0% 0.142 3.0% 78% False False 27,367
40 4.842 4.192 0.650 13.9% 0.127 2.7% 73% False False 22,769
60 4.842 4.050 0.792 17.0% 0.129 2.8% 78% False False 18,768
80 4.842 3.994 0.848 18.2% 0.124 2.7% 79% False False 15,594
100 4.896 3.994 0.902 19.3% 0.121 2.6% 75% False False 13,362
120 4.896 3.994 0.902 19.3% 0.120 2.6% 75% False False 11,492
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.085
2.618 4.943
1.618 4.856
1.000 4.802
0.618 4.769
HIGH 4.715
0.618 4.682
0.500 4.672
0.382 4.661
LOW 4.628
0.618 4.574
1.000 4.541
1.618 4.487
2.618 4.400
4.250 4.258
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 4.672 4.635
PP 4.670 4.604
S1 4.669 4.572

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

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