NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 09-Jun-2011
Day Change Summary
Previous Current
08-Jun-2011 09-Jun-2011 Change Change % Previous Week
Open 4.864 4.887 0.023 0.5% 4.620
High 4.909 5.011 0.102 2.1% 4.887
Low 4.816 4.550 -0.266 -5.5% 4.592
Close 4.893 4.726 -0.167 -3.4% 4.745
Range 0.093 0.461 0.368 395.7% 0.295
ATR 0.129 0.153 0.024 18.3% 0.000
Volume 75,542 68,227 -7,315 -9.7% 153,635
Daily Pivots for day following 09-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.145 5.897 4.980
R3 5.684 5.436 4.853
R2 5.223 5.223 4.811
R1 4.975 4.975 4.768 4.869
PP 4.762 4.762 4.762 4.709
S1 4.514 4.514 4.684 4.408
S2 4.301 4.301 4.641
S3 3.840 4.053 4.599
S4 3.379 3.592 4.472
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.626 5.481 4.907
R3 5.331 5.186 4.826
R2 5.036 5.036 4.799
R1 4.891 4.891 4.772 4.964
PP 4.741 4.741 4.741 4.778
S1 4.596 4.596 4.718 4.669
S2 4.446 4.446 4.691
S3 4.151 4.301 4.664
S4 3.856 4.006 4.583
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.011 4.550 0.461 9.8% 0.168 3.6% 38% True True 60,160
10 5.011 4.311 0.700 14.8% 0.169 3.6% 59% True False 42,825
20 5.011 4.219 0.792 16.8% 0.144 3.0% 64% True False 28,082
40 5.011 4.219 0.792 16.8% 0.135 2.9% 64% True False 22,232
60 5.011 4.191 0.820 17.4% 0.132 2.8% 65% True False 18,478
80 5.011 4.011 1.000 21.2% 0.127 2.7% 72% True False 15,800
100 5.011 4.011 1.000 21.2% 0.122 2.6% 72% True False 13,449
120 5.011 4.011 1.000 21.2% 0.121 2.6% 72% True False 11,567
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 127 trading days
Fibonacci Retracements and Extensions
4.250 6.970
2.618 6.218
1.618 5.757
1.000 5.472
0.618 5.296
HIGH 5.011
0.618 4.835
0.500 4.781
0.382 4.726
LOW 4.550
0.618 4.265
1.000 4.089
1.618 3.804
2.618 3.343
4.250 2.591
Fisher Pivots for day following 09-Jun-2011
Pivot 1 day 3 day
R1 4.781 4.781
PP 4.762 4.762
S1 4.744 4.744

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

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