NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 4.400 4.313 -0.087 -2.0% 4.417
High 4.435 4.337 -0.098 -2.2% 4.537
Low 4.255 4.263 0.008 0.2% 4.255
Close 4.287 4.319 0.032 0.7% 4.319
Range 0.180 0.074 -0.106 -58.9% 0.282
ATR 0.142 0.137 -0.005 -3.4% 0.000
Volume 21,485 29,180 7,695 35.8% 114,820
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.528 4.498 4.360
R3 4.454 4.424 4.339
R2 4.380 4.380 4.333
R1 4.350 4.350 4.326 4.365
PP 4.306 4.306 4.306 4.314
S1 4.276 4.276 4.312 4.291
S2 4.232 4.232 4.305
S3 4.158 4.202 4.299
S4 4.084 4.128 4.278
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.216 5.050 4.474
R3 4.934 4.768 4.397
R2 4.652 4.652 4.371
R1 4.486 4.486 4.345 4.428
PP 4.370 4.370 4.370 4.342
S1 4.204 4.204 4.293 4.146
S2 4.088 4.088 4.267
S3 3.806 3.922 4.241
S4 3.524 3.640 4.164
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.537 4.255 0.282 6.5% 0.121 2.8% 23% False False 22,964
10 4.880 4.255 0.625 14.5% 0.127 2.9% 10% False False 25,296
20 5.010 4.255 0.755 17.5% 0.143 3.3% 8% False False 33,285
40 5.010 4.255 0.755 17.5% 0.137 3.2% 8% False False 27,753
60 5.010 4.255 0.755 17.5% 0.130 3.0% 8% False False 24,982
80 5.010 4.051 0.959 22.2% 0.129 3.0% 28% False False 23,296
100 5.010 4.051 0.959 22.2% 0.124 2.9% 28% False False 21,677
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.652
2.618 4.531
1.618 4.457
1.000 4.411
0.618 4.383
HIGH 4.337
0.618 4.309
0.500 4.300
0.382 4.291
LOW 4.263
0.618 4.217
1.000 4.189
1.618 4.143
2.618 4.069
4.250 3.949
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 4.313 4.396
PP 4.306 4.370
S1 4.300 4.345

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

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