NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 4.837 4.740 -0.097 -2.0% 5.130
High 4.841 4.763 -0.078 -1.6% 5.156
Low 4.737 4.593 -0.144 -3.0% 4.746
Close 4.738 4.615 -0.123 -2.6% 4.748
Range 0.104 0.170 0.066 63.5% 0.410
ATR 0.121 0.125 0.003 2.9% 0.000
Volume 5,539 5,015 -524 -9.5% 41,009
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.167 5.061 4.709
R3 4.997 4.891 4.662
R2 4.827 4.827 4.646
R1 4.721 4.721 4.631 4.689
PP 4.657 4.657 4.657 4.641
S1 4.551 4.551 4.599 4.519
S2 4.487 4.487 4.584
S3 4.317 4.381 4.568
S4 4.147 4.211 4.522
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 4.861 4.593 0.268 5.8% 0.124 2.7% 8% False True 7,501
10 5.156 4.593 0.563 12.2% 0.119 2.6% 4% False True 8,756
20 5.283 4.593 0.690 15.0% 0.128 2.8% 3% False True 9,786
40 5.283 4.593 0.690 15.0% 0.120 2.6% 3% False True 8,236
60 5.283 4.593 0.690 15.0% 0.112 2.4% 3% False True 7,103
80 5.283 4.511 0.772 16.7% 0.110 2.4% 13% False False 6,374
100 5.283 4.511 0.772 16.7% 0.104 2.3% 13% False False 5,552
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.486
2.618 5.208
1.618 5.038
1.000 4.933
0.618 4.868
HIGH 4.763
0.618 4.698
0.500 4.678
0.382 4.658
LOW 4.593
0.618 4.488
1.000 4.423
1.618 4.318
2.618 4.148
4.250 3.871
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 4.678 4.717
PP 4.657 4.683
S1 4.636 4.649

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

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