NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 22-Jun-2011
Day Change Summary
Previous Current
21-Jun-2011 22-Jun-2011 Change Change % Previous Week
Open 4.364 4.450 0.086 2.0% 4.821
High 4.448 4.476 0.028 0.6% 4.841
Low 4.339 4.331 -0.008 -0.2% 4.353
Close 4.445 4.350 -0.095 -2.1% 4.360
Range 0.109 0.145 0.036 33.0% 0.488
ATR 0.141 0.141 0.000 0.2% 0.000
Volume 46,665 58,233 11,568 24.8% 247,606
Daily Pivots for day following 22-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.821 4.730 4.430
R3 4.676 4.585 4.390
R2 4.531 4.531 4.377
R1 4.440 4.440 4.363 4.413
PP 4.386 4.386 4.386 4.372
S1 4.295 4.295 4.337 4.268
S2 4.241 4.241 4.323
S3 4.096 4.150 4.310
S4 3.951 4.005 4.270
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.982 5.659 4.628
R3 5.494 5.171 4.494
R2 5.006 5.006 4.449
R1 4.683 4.683 4.405 4.601
PP 4.518 4.518 4.518 4.477
S1 4.195 4.195 4.315 4.113
S2 4.030 4.030 4.271
S3 3.542 3.707 4.226
S4 3.054 3.219 4.092
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.628 4.305 0.323 7.4% 0.134 3.1% 14% False False 48,780
10 5.000 4.305 0.695 16.0% 0.157 3.6% 6% False False 54,962
20 5.000 4.290 0.710 16.3% 0.147 3.4% 8% False False 47,140
40 5.000 4.192 0.808 18.6% 0.140 3.2% 20% False False 35,792
60 5.000 4.192 0.808 18.6% 0.134 3.1% 20% False False 29,543
80 5.000 3.994 1.006 23.1% 0.132 3.0% 35% False False 24,522
100 5.000 3.994 1.006 23.1% 0.126 2.9% 35% False False 20,670
120 5.000 3.994 1.006 23.1% 0.124 2.9% 35% False False 17,894
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.032
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.092
2.618 4.856
1.618 4.711
1.000 4.621
0.618 4.566
HIGH 4.476
0.618 4.421
0.500 4.404
0.382 4.386
LOW 4.331
0.618 4.241
1.000 4.186
1.618 4.096
2.618 3.951
4.250 3.715
Fisher Pivots for day following 22-Jun-2011
Pivot 1 day 3 day
R1 4.404 4.391
PP 4.386 4.377
S1 4.368 4.364

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

View Archives - Comment on this page... - Back to Index of Symbols