NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 4.979 4.851 -0.128 -2.6% 4.952
High 4.993 4.863 -0.130 -2.6% 5.106
Low 4.806 4.772 -0.034 -0.7% 4.847
Close 4.852 4.793 -0.059 -1.2% 4.952
Range 0.187 0.091 -0.096 -51.3% 0.259
ATR 0.126 0.124 -0.003 -2.0% 0.000
Volume 16,226 20,444 4,218 26.0% 103,176
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.082 5.029 4.843
R3 4.991 4.938 4.818
R2 4.900 4.900 4.810
R1 4.847 4.847 4.801 4.828
PP 4.809 4.809 4.809 4.800
S1 4.756 4.756 4.785 4.737
S2 4.718 4.718 4.776
S3 4.627 4.665 4.768
S4 4.536 4.574 4.743
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.745 5.608 5.094
R3 5.486 5.349 5.023
R2 5.227 5.227 4.999
R1 5.090 5.090 4.976 5.082
PP 4.968 4.968 4.968 4.964
S1 4.831 4.831 4.928 4.823
S2 4.709 4.709 4.905
S3 4.450 4.572 4.881
S4 4.191 4.313 4.810
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.106 4.772 0.334 7.0% 0.140 2.9% 6% False True 20,870
10 5.106 4.772 0.334 7.0% 0.118 2.5% 6% False True 21,102
20 5.106 4.443 0.663 13.8% 0.120 2.5% 53% False False 14,574
40 5.106 4.443 0.663 13.8% 0.116 2.4% 53% False False 12,658
60 5.106 4.443 0.663 13.8% 0.112 2.3% 53% False False 10,925
80 5.106 4.243 0.863 18.0% 0.111 2.3% 64% False False 9,308
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.250
2.618 5.101
1.618 5.010
1.000 4.954
0.618 4.919
HIGH 4.863
0.618 4.828
0.500 4.818
0.382 4.807
LOW 4.772
0.618 4.716
1.000 4.681
1.618 4.625
2.618 4.534
4.250 4.385
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 4.818 4.883
PP 4.809 4.853
S1 4.801 4.823

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

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