NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4.262 4.273 0.011 0.3% 4.222
High 4.294 4.306 0.012 0.3% 4.499
Low 4.219 4.219 0.000 0.0% 4.212
Close 4.275 4.286 0.011 0.3% 4.275
Range 0.075 0.087 0.012 16.0% 0.287
ATR 0.141 0.137 -0.004 -2.7% 0.000
Volume 35,652 20,431 -15,221 -42.7% 139,867
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.531 4.496 4.334
R3 4.444 4.409 4.310
R2 4.357 4.357 4.302
R1 4.322 4.322 4.294 4.340
PP 4.270 4.270 4.270 4.279
S1 4.235 4.235 4.278 4.253
S2 4.183 4.183 4.270
S3 4.096 4.148 4.262
S4 4.009 4.061 4.238
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.190 5.019 4.433
R3 4.903 4.732 4.354
R2 4.616 4.616 4.328
R1 4.445 4.445 4.301 4.531
PP 4.329 4.329 4.329 4.371
S1 4.158 4.158 4.249 4.244
S2 4.042 4.042 4.222
S3 3.755 3.871 4.196
S4 3.468 3.584 4.117
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.499 4.212 0.287 6.7% 0.114 2.7% 26% False False 26,734
10 4.713 4.212 0.501 11.7% 0.123 2.9% 15% False False 29,850
20 5.011 4.212 0.799 18.6% 0.141 3.3% 9% False False 41,308
40 5.011 4.212 0.799 18.6% 0.139 3.2% 9% False False 29,644
60 5.011 4.208 0.803 18.7% 0.130 3.0% 10% False False 23,789
80 5.011 4.011 1.000 23.3% 0.130 3.0% 28% False False 20,375
100 5.011 4.011 1.000 23.3% 0.125 2.9% 28% False False 17,416
120 5.011 4.011 1.000 23.3% 0.122 2.9% 28% False False 15,043
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.676
2.618 4.534
1.618 4.447
1.000 4.393
0.618 4.360
HIGH 4.306
0.618 4.273
0.500 4.263
0.382 4.252
LOW 4.219
0.618 4.165
1.000 4.132
1.618 4.078
2.618 3.991
4.250 3.849
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.278 4.304
PP 4.270 4.298
S1 4.263 4.292

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

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