NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 30-Jun-2011
Day Change Summary
Previous Current
29-Jun-2011 30-Jun-2011 Change Change % Previous Week
Open 4.394 4.340 -0.054 -1.2% 4.222
High 4.397 4.437 0.040 0.9% 4.499
Low 4.298 4.231 -0.067 -1.6% 4.212
Close 4.334 4.393 0.059 1.4% 4.275
Range 0.099 0.206 0.107 108.1% 0.287
ATR 0.134 0.139 0.005 3.9% 0.000
Volume 23,453 26,457 3,004 12.8% 139,867
Daily Pivots for day following 30-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.972 4.888 4.506
R3 4.766 4.682 4.450
R2 4.560 4.560 4.431
R1 4.476 4.476 4.412 4.518
PP 4.354 4.354 4.354 4.375
S1 4.270 4.270 4.374 4.312
S2 4.148 4.148 4.355
S3 3.942 4.064 4.336
S4 3.736 3.858 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 4.437 4.219 0.218 5.0% 0.119 2.7% 80% True False 24,181
10 4.508 4.212 0.296 6.7% 0.131 3.0% 61% False False 25,222
20 5.011 4.212 0.799 18.2% 0.141 3.2% 23% False False 40,060
40 5.011 4.212 0.799 18.2% 0.143 3.2% 23% False False 29,801
60 5.011 4.208 0.803 18.3% 0.131 3.0% 23% False False 24,248
80 5.011 4.071 0.940 21.4% 0.131 3.0% 34% False False 20,873
100 5.011 4.011 1.000 22.8% 0.126 2.9% 38% False False 17,939
120 5.011 4.011 1.000 22.8% 0.122 2.8% 38% False False 15,507
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.024
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5.313
2.618 4.976
1.618 4.770
1.000 4.643
0.618 4.564
HIGH 4.437
0.618 4.358
0.500 4.334
0.382 4.310
LOW 4.231
0.618 4.104
1.000 4.025
1.618 3.898
2.618 3.692
4.250 3.356
Fisher Pivots for day following 30-Jun-2011
Pivot 1 day 3 day
R1 4.373 4.373
PP 4.354 4.354
S1 4.334 4.334

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

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