NYMEX Natural Gas Future December 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 4.984 4.860 -0.124 -2.5% 5.130
High 4.985 4.861 -0.124 -2.5% 5.156
Low 4.836 4.746 -0.090 -1.9% 4.746
Close 4.839 4.748 -0.091 -1.9% 4.748
Range 0.149 0.115 -0.034 -22.8% 0.410
ATR 0.124 0.124 -0.001 -0.5% 0.000
Volume 6,233 7,658 1,425 22.9% 41,009
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.130 5.054 4.811
R3 5.015 4.939 4.780
R2 4.900 4.900 4.769
R1 4.824 4.824 4.759 4.805
PP 4.785 4.785 4.785 4.775
S1 4.709 4.709 4.737 4.690
S2 4.670 4.670 4.727
S3 4.555 4.594 4.716
S4 4.440 4.479 4.685
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.113 5.841 4.974
R3 5.703 5.431 4.861
R2 5.293 5.293 4.823
R1 5.021 5.021 4.786 4.952
PP 4.883 4.883 4.883 4.849
S1 4.611 4.611 4.710 4.542
S2 4.473 4.473 4.673
S3 4.063 4.201 4.635
S4 3.653 3.791 4.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.156 4.746 0.410 8.6% 0.121 2.6% 0% False True 8,201
10 5.283 4.746 0.537 11.3% 0.130 2.7% 0% False True 10,550
20 5.283 4.670 0.613 12.9% 0.126 2.7% 13% False False 9,224
40 5.283 4.670 0.613 12.9% 0.116 2.4% 13% False False 7,880
60 5.283 4.670 0.613 12.9% 0.113 2.4% 13% False False 7,058
80 5.283 4.511 0.772 16.3% 0.110 2.3% 31% False False 6,120
100 5.283 4.511 0.772 16.3% 0.103 2.2% 31% False False 5,408
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.350
2.618 5.162
1.618 5.047
1.000 4.976
0.618 4.932
HIGH 4.861
0.618 4.817
0.500 4.804
0.382 4.790
LOW 4.746
0.618 4.675
1.000 4.631
1.618 4.560
2.618 4.445
4.250 4.257
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 4.804 4.869
PP 4.785 4.829
S1 4.767 4.788

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

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