NYMEX Natural Gas Future November 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 4.541 4.406 -0.135 -3.0% 4.547
High 4.570 4.471 -0.099 -2.2% 4.662
Low 4.398 4.400 0.002 0.0% 4.398
Close 4.424 4.454 0.030 0.7% 4.454
Range 0.172 0.071 -0.101 -58.7% 0.264
ATR 0.121 0.117 -0.004 -2.9% 0.000
Volume 10,594 14,697 4,103 38.7% 55,728
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.655 4.625 4.493
R3 4.584 4.554 4.474
R2 4.513 4.513 4.467
R1 4.483 4.483 4.461 4.498
PP 4.442 4.442 4.442 4.449
S1 4.412 4.412 4.447 4.427
S2 4.371 4.371 4.441
S3 4.300 4.341 4.434
S4 4.229 4.270 4.415
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.297 5.139 4.599
R3 5.033 4.875 4.527
R2 4.769 4.769 4.502
R1 4.611 4.611 4.478 4.558
PP 4.505 4.505 4.505 4.478
S1 4.347 4.347 4.430 4.294
S2 4.241 4.241 4.406
S3 3.977 4.083 4.381
S4 3.713 3.819 4.309
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.662 4.398 0.264 5.9% 0.102 2.3% 21% False False 11,145
10 4.993 4.398 0.595 13.4% 0.114 2.6% 9% False False 13,038
20 5.106 4.398 0.708 15.9% 0.116 2.6% 8% False False 16,472
40 5.106 4.398 0.708 15.9% 0.118 2.6% 8% False False 13,809
60 5.106 4.398 0.708 15.9% 0.112 2.5% 8% False False 11,453
80 5.106 4.243 0.863 19.4% 0.111 2.5% 24% False False 10,045
100 5.106 4.243 0.863 19.4% 0.106 2.4% 24% False False 8,752
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 4.773
2.618 4.657
1.618 4.586
1.000 4.542
0.618 4.515
HIGH 4.471
0.618 4.444
0.500 4.436
0.382 4.427
LOW 4.400
0.618 4.356
1.000 4.329
1.618 4.285
2.618 4.214
4.250 4.098
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 4.448 4.530
PP 4.442 4.505
S1 4.436 4.479

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

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