NYMEX Natural Gas Future November 2011


Trading Metrics calculated at close of trading on 29-Jun-2011
Day Change Summary
Previous Current
28-Jun-2011 29-Jun-2011 Change Change % Previous Week
Open 4.462 4.549 0.087 1.9% 4.547
High 4.552 4.549 -0.003 -0.1% 4.662
Low 4.442 4.467 0.025 0.6% 4.398
Close 4.535 4.493 -0.042 -0.9% 4.454
Range 0.110 0.082 -0.028 -25.5% 0.264
ATR 0.114 0.112 -0.002 -2.0% 0.000
Volume 7,741 11,286 3,545 45.8% 55,728
Daily Pivots for day following 29-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.749 4.703 4.538
R3 4.667 4.621 4.516
R2 4.585 4.585 4.508
R1 4.539 4.539 4.501 4.521
PP 4.503 4.503 4.503 4.494
S1 4.457 4.457 4.485 4.439
S2 4.421 4.421 4.478
S3 4.339 4.375 4.470
S4 4.257 4.293 4.448
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 4.570 4.393 0.177 3.9% 0.103 2.3% 56% False False 10,788
10 4.801 4.393 0.408 9.1% 0.105 2.3% 25% False False 10,944
20 5.106 4.393 0.713 15.9% 0.112 2.5% 14% False False 15,629
40 5.106 4.393 0.713 15.9% 0.118 2.6% 14% False False 13,130
60 5.106 4.393 0.713 15.9% 0.110 2.4% 14% False False 11,486
80 5.106 4.307 0.799 17.8% 0.111 2.5% 23% False False 10,209
100 5.106 4.243 0.863 19.2% 0.106 2.4% 29% False False 8,952
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 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.898
2.618 4.764
1.618 4.682
1.000 4.631
0.618 4.600
HIGH 4.549
0.618 4.518
0.500 4.508
0.382 4.498
LOW 4.467
0.618 4.416
1.000 4.385
1.618 4.334
2.618 4.252
4.250 4.119
Fisher Pivots for day following 29-Jun-2011
Pivot 1 day 3 day
R1 4.508 4.486
PP 4.503 4.479
S1 4.498 4.473

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

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