NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 21-Jun-2011
Day Change Summary
Previous Current
20-Jun-2011 21-Jun-2011 Change Change % Previous Week
Open 4.222 4.389 0.167 4.0% 4.844
High 4.433 4.471 0.038 0.9% 4.861
Low 4.260 4.369 0.109 2.6% 4.381
Close 4.380 4.448 0.068 1.6% 4.386
Range 0.173 0.102 -0.071 -41.0% 0.480
ATR 0.148 0.145 -0.003 -2.2% 0.000
Volume 26,626 25,430 -1,196 -4.5% 195,042
Daily Pivots for day following 21-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.735 4.694 4.504
R3 4.633 4.592 4.476
R2 4.531 4.531 4.467
R1 4.490 4.490 4.457 4.511
PP 4.429 4.429 4.429 4.440
S1 4.388 4.388 4.439 4.409
S2 4.327 4.327 4.429
S3 4.225 4.286 4.420
S4 4.123 4.184 4.392
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 4.660 4.260 0.400 9.0% 0.133 3.0% 47% False False 26,550
10 5.011 4.260 0.751 16.9% 0.163 3.7% 25% False False 47,110
20 5.011 4.260 0.751 16.9% 0.148 3.3% 25% False False 39,293
40 5.011 4.219 0.792 17.8% 0.139 3.1% 29% False False 27,835
60 5.011 4.208 0.803 18.1% 0.132 3.0% 30% False False 22,561
80 5.011 4.011 1.000 22.5% 0.130 2.9% 44% False False 19,398
100 5.011 4.011 1.000 22.5% 0.124 2.8% 44% False False 16,443
120 5.011 4.011 1.000 22.5% 0.122 2.7% 44% False False 14,183
Crabel Price Patterns
NR True
NR4 True
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 0.026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.905
2.618 4.738
1.618 4.636
1.000 4.573
0.618 4.534
HIGH 4.471
0.618 4.432
0.500 4.420
0.382 4.408
LOW 4.369
0.618 4.306
1.000 4.267
1.618 4.204
2.618 4.102
4.250 3.936
Fisher Pivots for day following 21-Jun-2011
Pivot 1 day 3 day
R1 4.439 4.427
PP 4.429 4.405
S1 4.420 4.384

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

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