NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 4.821 4.642 -0.179 -3.7% 4.792
High 4.841 4.691 -0.150 -3.1% 5.000
Low 4.642 4.594 -0.048 -1.0% 4.601
Close 4.678 4.613 -0.065 -1.4% 4.789
Range 0.199 0.097 -0.102 -51.3% 0.399
ATR 0.154 0.150 -0.004 -2.6% 0.000
Volume 49,186 58,543 9,357 19.0% 295,288
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.924 4.865 4.666
R3 4.827 4.768 4.640
R2 4.730 4.730 4.631
R1 4.671 4.671 4.622 4.652
PP 4.633 4.633 4.633 4.623
S1 4.574 4.574 4.604 4.555
S2 4.536 4.536 4.595
S3 4.439 4.477 4.586
S4 4.342 4.380 4.560
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 4.594 0.406 8.8% 0.183 4.0% 5% False True 64,378
10 5.000 4.594 0.406 8.8% 0.154 3.3% 5% False True 55,713
20 5.000 4.192 0.808 17.5% 0.147 3.2% 52% False False 38,735
40 5.000 4.192 0.808 17.5% 0.139 3.0% 52% False False 30,619
60 5.000 4.192 0.808 17.5% 0.134 2.9% 52% False False 25,742
80 5.000 3.994 1.006 21.8% 0.131 2.8% 62% False False 21,271
100 5.000 3.994 1.006 21.8% 0.126 2.7% 62% False False 18,098
120 5.000 3.994 1.006 21.8% 0.123 2.7% 62% False False 15,559
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.035
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.103
2.618 4.945
1.618 4.848
1.000 4.788
0.618 4.751
HIGH 4.691
0.618 4.654
0.500 4.643
0.382 4.631
LOW 4.594
0.618 4.534
1.000 4.497
1.618 4.437
2.618 4.340
4.250 4.182
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4.643 4.718
PP 4.633 4.683
S1 4.623 4.648

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

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