NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 4.876 4.691 -0.185 -3.8% 4.792
High 5.000 4.810 -0.190 -3.8% 5.000
Low 4.601 4.691 0.090 2.0% 4.601
Close 4.704 4.789 0.085 1.8% 4.789
Range 0.399 0.119 -0.280 -70.2% 0.399
ATR 0.153 0.151 -0.002 -1.6% 0.000
Volume 65,496 88,127 22,631 34.6% 295,288
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.120 5.074 4.854
R3 5.001 4.955 4.822
R2 4.882 4.882 4.811
R1 4.836 4.836 4.800 4.859
PP 4.763 4.763 4.763 4.775
S1 4.717 4.717 4.778 4.740
S2 4.644 4.644 4.767
S3 4.525 4.598 4.756
S4 4.406 4.479 4.724
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.994 5.790 5.008
R3 5.595 5.391 4.899
R2 5.196 5.196 4.862
R1 4.992 4.992 4.826 4.895
PP 4.797 4.797 4.797 4.748
S1 4.593 4.593 4.752 4.496
S2 4.398 4.398 4.716
S3 3.999 4.194 4.679
S4 3.600 3.795 4.570
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.000 4.601 0.399 8.3% 0.163 3.4% 47% False False 59,057
10 5.000 4.408 0.592 12.4% 0.160 3.3% 64% False False 51,106
20 5.000 4.192 0.808 16.9% 0.145 3.0% 74% False False 35,374
40 5.000 4.192 0.808 16.9% 0.138 2.9% 74% False False 28,899
60 5.000 4.190 0.810 16.9% 0.134 2.8% 74% False False 24,328
80 5.000 3.994 1.006 21.0% 0.130 2.7% 79% False False 20,078
100 5.000 3.994 1.006 21.0% 0.125 2.6% 79% False False 17,101
120 5.000 3.994 1.006 21.0% 0.123 2.6% 79% False False 14,712
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.316
2.618 5.122
1.618 5.003
1.000 4.929
0.618 4.884
HIGH 4.810
0.618 4.765
0.500 4.751
0.382 4.736
LOW 4.691
0.618 4.617
1.000 4.572
1.618 4.498
2.618 4.379
4.250 4.185
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 4.776 4.801
PP 4.763 4.797
S1 4.751 4.793

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

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