NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 4.620 4.700 0.080 1.7% 4.373
High 4.744 4.723 -0.021 -0.4% 4.615
Low 4.592 4.642 0.050 1.1% 4.311
Close 4.710 4.681 -0.029 -0.6% 4.577
Range 0.152 0.081 -0.071 -46.7% 0.304
ATR 0.137 0.133 -0.004 -2.9% 0.000
Volume 23,355 34,378 11,023 47.2% 79,315
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.925 4.884 4.726
R3 4.844 4.803 4.703
R2 4.763 4.763 4.696
R1 4.722 4.722 4.688 4.702
PP 4.682 4.682 4.682 4.672
S1 4.641 4.641 4.674 4.621
S2 4.601 4.601 4.666
S3 4.520 4.560 4.659
S4 4.439 4.479 4.636
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 9.3% 0.140 3.0% 85% False False 22,348
10 4.744 4.219 0.525 11.2% 0.130 2.8% 88% False False 17,531
20 4.818 4.219 0.599 12.8% 0.140 3.0% 77% False False 19,207
40 4.850 4.208 0.642 13.7% 0.124 2.6% 74% False False 15,818
60 4.850 4.071 0.779 16.6% 0.127 2.7% 78% False False 14,107
80 4.850 4.011 0.839 17.9% 0.121 2.6% 80% False False 12,079
100 4.888 4.011 0.877 18.7% 0.118 2.5% 76% False False 10,302
120 4.888 4.011 0.877 18.7% 0.118 2.5% 76% False False 8,890
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.067
2.618 4.935
1.618 4.854
1.000 4.804
0.618 4.773
HIGH 4.723
0.618 4.692
0.500 4.683
0.382 4.673
LOW 4.642
0.618 4.592
1.000 4.561
1.618 4.511
2.618 4.430
4.250 4.298
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 4.683 4.650
PP 4.682 4.619
S1 4.682 4.588

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

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