NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 4.670 4.610 -0.060 -1.3% 4.796
High 4.713 4.660 -0.053 -1.1% 5.011
Low 4.615 4.577 -0.038 -0.8% 4.550
Close 4.635 4.635 0.000 0.0% 4.812
Range 0.098 0.083 -0.015 -15.3% 0.461
ATR 0.150 0.145 -0.005 -3.2% 0.000
Volume 57,510 26,810 -30,700 -53.4% 317,192
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.873 4.837 4.681
R3 4.790 4.754 4.658
R2 4.707 4.707 4.650
R1 4.671 4.671 4.643 4.689
PP 4.624 4.624 4.624 4.633
S1 4.588 4.588 4.627 4.606
S2 4.541 4.541 4.620
S3 4.458 4.505 4.612
S4 4.375 4.422 4.589
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.174 5.954 5.066
R3 5.713 5.493 4.939
R2 5.252 5.252 4.897
R1 5.032 5.032 4.854 5.142
PP 4.791 4.791 4.791 4.846
S1 4.571 4.571 4.770 4.681
S2 4.330 4.330 4.727
S3 3.869 4.110 4.685
S4 3.408 3.649 4.558
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 9.9% 0.191 4.1% 18% False False 57,924
10 5.011 4.550 0.461 9.9% 0.155 3.3% 18% False False 55,425
20 5.011 4.219 0.792 17.1% 0.142 3.1% 53% False False 36,478
40 5.011 4.219 0.792 17.1% 0.135 2.9% 53% False False 26,158
60 5.011 4.208 0.803 17.3% 0.131 2.8% 53% False False 21,475
80 5.011 4.011 1.000 21.6% 0.129 2.8% 62% False False 18,286
100 5.011 4.011 1.000 21.6% 0.123 2.6% 62% False False 15,543
120 5.011 4.011 1.000 21.6% 0.120 2.6% 62% False False 13,337
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 0.032
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.013
2.618 4.877
1.618 4.794
1.000 4.743
0.618 4.711
HIGH 4.660
0.618 4.628
0.500 4.619
0.382 4.609
LOW 4.577
0.618 4.526
1.000 4.494
1.618 4.443
2.618 4.360
4.250 4.224
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 4.630 4.719
PP 4.624 4.691
S1 4.619 4.663

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

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