NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 4.792 4.647 -0.145 -3.0% 4.979
High 4.801 4.672 -0.129 -2.7% 4.993
Low 4.646 4.553 -0.093 -2.0% 4.553
Close 4.649 4.558 -0.091 -2.0% 4.558
Range 0.155 0.119 -0.036 -23.2% 0.440
ATR 0.123 0.122 0.000 -0.2% 0.000
Volume 10,868 14,200 3,332 30.7% 74,652
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.951 4.874 4.623
R3 4.832 4.755 4.591
R2 4.713 4.713 4.580
R1 4.636 4.636 4.569 4.615
PP 4.594 4.594 4.594 4.584
S1 4.517 4.517 4.547 4.496
S2 4.475 4.475 4.536
S3 4.356 4.398 4.525
S4 4.237 4.279 4.493
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.021 5.730 4.800
R3 5.581 5.290 4.679
R2 5.141 5.141 4.639
R1 4.850 4.850 4.598 4.776
PP 4.701 4.701 4.701 4.664
S1 4.410 4.410 4.518 4.336
S2 4.261 4.261 4.477
S3 3.821 3.970 4.437
S4 3.381 3.530 4.316
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.993 4.553 0.440 9.7% 0.126 2.8% 1% False True 14,930
10 5.106 4.553 0.553 12.1% 0.122 2.7% 1% False True 17,782
20 5.106 4.443 0.663 14.5% 0.123 2.7% 17% False False 15,557
40 5.106 4.443 0.663 14.5% 0.117 2.6% 17% False False 13,234
60 5.106 4.443 0.663 14.5% 0.114 2.5% 17% False False 11,303
80 5.106 4.243 0.863 18.9% 0.112 2.4% 37% False False 9,691
100 5.106 4.243 0.863 18.9% 0.105 2.3% 37% False False 8,383
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 0.026
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.178
2.618 4.984
1.618 4.865
1.000 4.791
0.618 4.746
HIGH 4.672
0.618 4.627
0.500 4.613
0.382 4.598
LOW 4.553
0.618 4.479
1.000 4.434
1.618 4.360
2.618 4.241
4.250 4.047
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 4.613 4.685
PP 4.594 4.643
S1 4.576 4.600

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

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