NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 4.830 4.904 0.074 1.5% 4.650
High 4.910 4.917 0.007 0.1% 4.913
Low 4.807 4.842 0.035 0.7% 4.625
Close 4.893 4.905 0.012 0.2% 4.774
Range 0.103 0.075 -0.028 -27.2% 0.288
ATR 0.134 0.130 -0.004 -3.1% 0.000
Volume 37,997 41,388 3,391 8.9% 174,096
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.113 5.084 4.946
R3 5.038 5.009 4.926
R2 4.963 4.963 4.919
R1 4.934 4.934 4.912 4.949
PP 4.888 4.888 4.888 4.895
S1 4.859 4.859 4.898 4.874
S2 4.813 4.813 4.891
S3 4.738 4.784 4.884
S4 4.663 4.709 4.864
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.635 5.492 4.932
R3 5.347 5.204 4.853
R2 5.059 5.059 4.827
R1 4.916 4.916 4.800 4.988
PP 4.771 4.771 4.771 4.806
S1 4.628 4.628 4.748 4.700
S2 4.483 4.483 4.721
S3 4.195 4.340 4.695
S4 3.907 4.052 4.616
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.917 4.678 0.239 4.9% 0.112 2.3% 95% True False 45,477
10 4.917 4.352 0.565 11.5% 0.130 2.7% 98% True False 32,675
20 4.917 4.270 0.647 13.2% 0.126 2.6% 98% True False 25,784
40 4.917 4.256 0.661 13.5% 0.125 2.6% 98% True False 23,915
60 4.917 4.140 0.777 15.8% 0.126 2.6% 98% True False 22,725
80 4.917 4.051 0.866 17.7% 0.121 2.5% 99% True False 20,890
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.021
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.236
2.618 5.113
1.618 5.038
1.000 4.992
0.618 4.963
HIGH 4.917
0.618 4.888
0.500 4.880
0.382 4.871
LOW 4.842
0.618 4.796
1.000 4.767
1.618 4.721
2.618 4.646
4.250 4.523
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 4.897 4.881
PP 4.888 4.858
S1 4.880 4.834

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

View Archives - Comment on this page... - Back to Index of Symbols