NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 31-May-2011
Day Change Summary
Previous Current
27-May-2011 31-May-2011 Change Change % Previous Week
Open 4.655 4.779 0.124 2.7% 4.579
High 4.787 4.900 0.113 2.4% 4.787
Low 4.621 4.779 0.158 3.4% 4.552
Close 4.759 4.877 0.118 2.5% 4.759
Range 0.166 0.121 -0.045 -27.1% 0.235
ATR 0.120 0.121 0.002 1.3% 0.000
Volume 11,242 13,472 2,230 19.8% 40,314
Daily Pivots for day following 31-May-2011
Classic Woodie Camarilla DeMark
R4 5.215 5.167 4.944
R3 5.094 5.046 4.910
R2 4.973 4.973 4.899
R1 4.925 4.925 4.888 4.949
PP 4.852 4.852 4.852 4.864
S1 4.804 4.804 4.866 4.828
S2 4.731 4.731 4.855
S3 4.610 4.683 4.844
S4 4.489 4.562 4.810
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.404 5.317 4.888
R3 5.169 5.082 4.824
R2 4.934 4.934 4.802
R1 4.847 4.847 4.781 4.891
PP 4.699 4.699 4.699 4.721
S1 4.612 4.612 4.737 4.656
S2 4.464 4.464 4.716
S3 4.229 4.377 4.694
S4 3.994 4.142 4.630
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.900 4.552 0.348 7.1% 0.128 2.6% 93% True False 9,345
10 4.900 4.443 0.457 9.4% 0.121 2.5% 95% True False 8,046
20 5.015 4.443 0.572 11.7% 0.123 2.5% 76% False False 10,198
40 5.015 4.443 0.572 11.7% 0.109 2.2% 76% False False 9,167
60 5.015 4.244 0.771 15.8% 0.111 2.3% 82% False False 8,103
80 5.015 4.243 0.772 15.8% 0.104 2.1% 82% False False 7,063
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.414
2.618 5.217
1.618 5.096
1.000 5.021
0.618 4.975
HIGH 4.900
0.618 4.854
0.500 4.840
0.382 4.825
LOW 4.779
0.618 4.704
1.000 4.658
1.618 4.583
2.618 4.462
4.250 4.265
Fisher Pivots for day following 31-May-2011
Pivot 1 day 3 day
R1 4.865 4.827
PP 4.852 4.776
S1 4.840 4.726

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

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