NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4.406 4.454 0.048 1.1% 4.547
High 4.471 4.473 0.002 0.0% 4.662
Low 4.400 4.393 -0.007 -0.2% 4.398
Close 4.454 4.461 0.007 0.2% 4.454
Range 0.071 0.080 0.009 12.7% 0.264
ATR 0.117 0.114 -0.003 -2.3% 0.000
Volume 14,697 9,623 -5,074 -34.5% 55,728
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.682 4.652 4.505
R3 4.602 4.572 4.483
R2 4.522 4.522 4.476
R1 4.492 4.492 4.468 4.507
PP 4.442 4.442 4.442 4.450
S1 4.412 4.412 4.454 4.427
S2 4.362 4.362 4.446
S3 4.282 4.332 4.439
S4 4.202 4.252 4.417
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 4.393 0.269 6.0% 0.100 2.2% 25% False True 10,574
10 4.863 4.393 0.470 10.5% 0.103 2.3% 14% False True 12,377
20 5.106 4.393 0.713 16.0% 0.112 2.5% 10% False True 16,391
40 5.106 4.393 0.713 16.0% 0.117 2.6% 10% False True 13,401
60 5.106 4.393 0.713 16.0% 0.110 2.5% 10% False True 11,509
80 5.106 4.243 0.863 19.3% 0.111 2.5% 25% False False 10,076
100 5.106 4.243 0.863 19.3% 0.106 2.4% 25% False False 8,817
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.813
2.618 4.682
1.618 4.602
1.000 4.553
0.618 4.522
HIGH 4.473
0.618 4.442
0.500 4.433
0.382 4.424
LOW 4.393
0.618 4.344
1.000 4.313
1.618 4.264
2.618 4.184
4.250 4.053
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.452 4.482
PP 4.442 4.475
S1 4.433 4.468

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

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