NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 4.644 4.508 -0.136 -2.9% 4.844
High 4.652 4.508 -0.144 -3.1% 4.861
Low 4.473 4.381 -0.092 -2.1% 4.381
Close 4.476 4.386 -0.090 -2.0% 4.386
Range 0.179 0.127 -0.052 -29.1% 0.480
ATR 0.147 0.146 -0.001 -1.0% 0.000
Volume 26,781 27,104 323 1.2% 195,042
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.806 4.723 4.456
R3 4.679 4.596 4.421
R2 4.552 4.552 4.409
R1 4.469 4.469 4.398 4.447
PP 4.425 4.425 4.425 4.414
S1 4.342 4.342 4.374 4.320
S2 4.298 4.298 4.363
S3 4.171 4.215 4.351
S4 4.044 4.088 4.316
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.983 5.664 4.650
R3 5.503 5.184 4.518
R2 5.023 5.023 4.474
R1 4.704 4.704 4.430 4.624
PP 4.543 4.543 4.543 4.502
S1 4.224 4.224 4.342 4.144
S2 4.063 4.063 4.298
S3 3.583 3.744 4.254
S4 3.103 3.264 4.122
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.861 4.381 0.480 10.9% 0.137 3.1% 1% False True 39,008
10 5.011 4.381 0.630 14.4% 0.154 3.5% 1% False True 51,223
20 5.011 4.219 0.792 18.1% 0.150 3.4% 21% False False 38,107
40 5.011 4.219 0.792 18.1% 0.138 3.1% 21% False False 27,162
60 5.011 4.208 0.803 18.3% 0.134 3.0% 22% False False 22,088
80 5.011 4.011 1.000 22.8% 0.130 3.0% 38% False False 18,878
100 5.011 4.011 1.000 22.8% 0.123 2.8% 38% False False 15,997
120 5.011 4.011 1.000 22.8% 0.122 2.8% 38% False False 13,768
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 0.031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.048
2.618 4.840
1.618 4.713
1.000 4.635
0.618 4.586
HIGH 4.508
0.618 4.459
0.500 4.445
0.382 4.430
LOW 4.381
0.618 4.303
1.000 4.254
1.618 4.176
2.618 4.049
4.250 3.841
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 4.445 4.521
PP 4.425 4.476
S1 4.406 4.431

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

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