NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 4.678 4.668 -0.010 -0.2% 4.341
High 4.715 4.886 0.171 3.6% 4.600
Low 4.628 4.663 0.035 0.8% 4.290
Close 4.667 4.821 0.154 3.3% 4.557
Range 0.087 0.223 0.136 156.3% 0.310
ATR 0.136 0.142 0.006 4.6% 0.000
Volume 45,389 39,971 -5,418 -11.9% 107,838
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.459 5.363 4.944
R3 5.236 5.140 4.882
R2 5.013 5.013 4.862
R1 4.917 4.917 4.841 4.965
PP 4.790 4.790 4.790 4.814
S1 4.694 4.694 4.801 4.742
S2 4.567 4.567 4.780
S3 4.344 4.471 4.760
S4 4.121 4.248 4.698
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 4.886 4.290 0.596 12.4% 0.177 3.7% 89% True False 32,924
10 4.886 4.192 0.694 14.4% 0.149 3.1% 91% True False 26,824
20 4.886 4.192 0.694 14.4% 0.147 3.0% 91% True False 27,919
40 4.886 4.192 0.694 14.4% 0.130 2.7% 91% True False 23,233
60 4.886 4.050 0.836 17.3% 0.131 2.7% 92% True False 19,268
80 4.886 3.994 0.892 18.5% 0.125 2.6% 93% True False 16,050
100 4.896 3.994 0.902 18.7% 0.122 2.5% 92% False False 13,725
120 4.896 3.994 0.902 18.7% 0.121 2.5% 92% False False 11,797
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.834
2.618 5.470
1.618 5.247
1.000 5.109
0.618 5.024
HIGH 4.886
0.618 4.801
0.500 4.775
0.382 4.748
LOW 4.663
0.618 4.525
1.000 4.440
1.618 4.302
2.618 4.079
4.250 3.715
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 4.806 4.790
PP 4.790 4.759
S1 4.775 4.728

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

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