NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 4.469 4.364 -0.105 -2.3% 4.844
High 4.499 4.395 -0.104 -2.3% 4.861
Low 4.374 4.212 -0.162 -3.7% 4.381
Close 4.375 4.243 -0.132 -3.0% 4.386
Range 0.125 0.183 0.058 46.4% 0.480
ATR 0.143 0.146 0.003 2.0% 0.000
Volume 27,973 24,186 -3,787 -13.5% 195,042
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.832 4.721 4.344
R3 4.649 4.538 4.293
R2 4.466 4.466 4.277
R1 4.355 4.355 4.260 4.319
PP 4.283 4.283 4.283 4.266
S1 4.172 4.172 4.226 4.136
S2 4.100 4.100 4.209
S3 3.917 3.989 4.193
S4 3.734 3.806 4.142
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 4.508 4.212 0.296 7.0% 0.142 3.3% 10% False True 26,263
10 4.861 4.212 0.649 15.3% 0.138 3.3% 5% False True 37,949
20 5.011 4.212 0.799 18.8% 0.153 3.6% 4% False True 40,387
40 5.011 4.212 0.799 18.8% 0.142 3.4% 4% False True 28,770
60 5.011 4.208 0.803 18.9% 0.132 3.1% 4% False False 23,144
80 5.011 4.011 1.000 23.6% 0.130 3.1% 23% False False 19,862
100 5.011 4.011 1.000 23.6% 0.124 2.9% 23% False False 16,915
120 5.011 4.011 1.000 23.6% 0.123 2.9% 23% False False 14,603
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.173
2.618 4.874
1.618 4.691
1.000 4.578
0.618 4.508
HIGH 4.395
0.618 4.325
0.500 4.304
0.382 4.282
LOW 4.212
0.618 4.099
1.000 4.029
1.618 3.916
2.618 3.733
4.250 3.434
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 4.304 4.356
PP 4.283 4.318
S1 4.263 4.281

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

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