NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 4.461 4.620 0.159 3.6% 4.373
High 4.615 4.744 0.129 2.8% 4.615
Low 4.431 4.592 0.161 3.6% 4.311
Close 4.577 4.710 0.133 2.9% 4.577
Range 0.184 0.152 -0.032 -17.4% 0.304
ATR 0.135 0.137 0.002 1.7% 0.000
Volume 23,272 23,355 83 0.4% 79,315
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 5.138 5.076 4.794
R3 4.986 4.924 4.752
R2 4.834 4.834 4.738
R1 4.772 4.772 4.724 4.803
PP 4.682 4.682 4.682 4.698
S1 4.620 4.620 4.696 4.651
S2 4.530 4.530 4.682
S3 4.378 4.468 4.668
S4 4.226 4.316 4.626
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.413 5.299 4.744
R3 5.109 4.995 4.661
R2 4.805 4.805 4.633
R1 4.691 4.691 4.605 4.748
PP 4.501 4.501 4.501 4.530
S1 4.387 4.387 4.549 4.444
S2 4.197 4.197 4.521
S3 3.893 4.083 4.493
S4 3.589 3.779 4.410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.744 4.311 0.433 9.2% 0.149 3.2% 92% True False 18,258
10 4.744 4.219 0.525 11.1% 0.138 2.9% 94% True False 15,101
20 4.843 4.219 0.624 13.2% 0.139 2.9% 79% False False 18,367
40 4.850 4.208 0.642 13.6% 0.125 2.6% 78% False False 15,220
60 4.850 4.012 0.838 17.8% 0.128 2.7% 83% False False 13,605
80 4.850 4.011 0.839 17.8% 0.121 2.6% 83% False False 11,695
100 4.888 4.011 0.877 18.6% 0.119 2.5% 80% False False 9,996
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.390
2.618 5.142
1.618 4.990
1.000 4.896
0.618 4.838
HIGH 4.744
0.618 4.686
0.500 4.668
0.382 4.650
LOW 4.592
0.618 4.498
1.000 4.440
1.618 4.346
2.618 4.194
4.250 3.946
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 4.696 4.649
PP 4.682 4.588
S1 4.668 4.528

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

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