NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 4.691 4.821 0.130 2.8% 4.792
High 4.810 4.841 0.031 0.6% 5.000
Low 4.691 4.642 -0.049 -1.0% 4.601
Close 4.789 4.678 -0.111 -2.3% 4.789
Range 0.119 0.199 0.080 67.2% 0.399
ATR 0.151 0.154 0.003 2.3% 0.000
Volume 88,127 49,186 -38,941 -44.2% 295,288
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.317 5.197 4.787
R3 5.118 4.998 4.733
R2 4.919 4.919 4.714
R1 4.799 4.799 4.696 4.760
PP 4.720 4.720 4.720 4.701
S1 4.600 4.600 4.660 4.561
S2 4.521 4.521 4.642
S3 4.322 4.401 4.623
S4 4.123 4.202 4.569
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 8.5% 0.180 3.9% 19% False False 62,760
10 5.000 4.570 0.430 9.2% 0.161 3.4% 25% False False 52,876
20 5.000 4.192 0.808 17.3% 0.149 3.2% 60% False False 36,655
40 5.000 4.192 0.808 17.3% 0.139 3.0% 60% False False 29,642
60 5.000 4.192 0.808 17.3% 0.134 2.9% 60% False False 24,961
80 5.000 3.994 1.006 21.5% 0.131 2.8% 68% False False 20,615
100 5.000 3.994 1.006 21.5% 0.126 2.7% 68% False False 17,558
120 5.000 3.994 1.006 21.5% 0.123 2.6% 68% False False 15,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.687
2.618 5.362
1.618 5.163
1.000 5.040
0.618 4.964
HIGH 4.841
0.618 4.765
0.500 4.742
0.382 4.718
LOW 4.642
0.618 4.519
1.000 4.443
1.618 4.320
2.618 4.121
4.250 3.796
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 4.742 4.801
PP 4.720 4.760
S1 4.699 4.719

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

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