NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 20-Jun-2011
Day Change Summary
Previous Current
17-Jun-2011 20-Jun-2011 Change Change % Previous Week
Open 4.860 4.736 -0.124 -2.6% 5.130
High 4.861 4.796 -0.065 -1.3% 5.156
Low 4.746 4.650 -0.096 -2.0% 4.746
Close 4.748 4.748 0.000 0.0% 4.748
Range 0.115 0.146 0.031 27.0% 0.410
ATR 0.124 0.125 0.002 1.3% 0.000
Volume 7,658 10,230 2,572 33.6% 41,009
Daily Pivots for day following 20-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.169 5.105 4.828
R3 5.023 4.959 4.788
R2 4.877 4.877 4.775
R1 4.813 4.813 4.761 4.845
PP 4.731 4.731 4.731 4.748
S1 4.667 4.667 4.735 4.699
S2 4.585 4.585 4.721
S3 4.439 4.521 4.708
S4 4.293 4.375 4.668
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 5.037 4.650 0.387 8.2% 0.114 2.4% 25% False True 8,546
10 5.283 4.650 0.633 13.3% 0.135 2.8% 15% False True 10,438
20 5.283 4.650 0.633 13.3% 0.125 2.6% 15% False True 9,478
40 5.283 4.650 0.633 13.3% 0.117 2.5% 15% False True 8,063
60 5.283 4.650 0.633 13.3% 0.113 2.4% 15% False True 7,110
80 5.283 4.511 0.772 16.3% 0.110 2.3% 31% False False 6,219
100 5.283 4.511 0.772 16.3% 0.104 2.2% 31% False False 5,470
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.417
2.618 5.178
1.618 5.032
1.000 4.942
0.618 4.886
HIGH 4.796
0.618 4.740
0.500 4.723
0.382 4.706
LOW 4.650
0.618 4.560
1.000 4.504
1.618 4.414
2.618 4.268
4.250 4.030
Fisher Pivots for day following 20-Jun-2011
Pivot 1 day 3 day
R1 4.740 4.818
PP 4.731 4.794
S1 4.723 4.771

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

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