NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 4.300 4.394 0.094 2.2% 4.222
High 4.398 4.397 -0.001 0.0% 4.499
Low 4.270 4.298 0.028 0.7% 4.212
Close 4.373 4.334 -0.039 -0.9% 4.275
Range 0.128 0.099 -0.029 -22.7% 0.287
ATR 0.136 0.134 -0.003 -2.0% 0.000
Volume 14,913 23,453 8,540 57.3% 139,867
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.640 4.586 4.388
R3 4.541 4.487 4.361
R2 4.442 4.442 4.352
R1 4.388 4.388 4.343 4.366
PP 4.343 4.343 4.343 4.332
S1 4.289 4.289 4.325 4.267
S2 4.244 4.244 4.316
S3 4.145 4.190 4.307
S4 4.046 4.091 4.280
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 4.398 4.212 0.186 4.3% 0.114 2.6% 66% False False 23,727
10 4.652 4.212 0.440 10.2% 0.128 2.9% 28% False False 25,254
20 5.011 4.212 0.799 18.4% 0.141 3.3% 15% False False 40,340
40 5.011 4.212 0.799 18.4% 0.141 3.2% 15% False False 29,773
60 5.011 4.208 0.803 18.5% 0.129 3.0% 16% False False 23,992
80 5.011 4.071 0.940 21.7% 0.130 3.0% 28% False False 20,665
100 5.011 4.011 1.000 23.1% 0.125 2.9% 32% False False 17,731
120 5.011 4.011 1.000 23.1% 0.122 2.8% 32% False False 15,309
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.818
2.618 4.656
1.618 4.557
1.000 4.496
0.618 4.458
HIGH 4.397
0.618 4.359
0.500 4.348
0.382 4.336
LOW 4.298
0.618 4.237
1.000 4.199
1.618 4.138
2.618 4.039
4.250 3.877
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 4.348 4.326
PP 4.343 4.317
S1 4.339 4.309

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

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