NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 4.740 4.630 -0.110 -2.3% 4.736
High 4.763 4.662 -0.101 -2.1% 4.841
Low 4.593 4.599 0.006 0.1% 4.593
Close 4.615 4.645 0.030 0.7% 4.645
Range 0.170 0.063 -0.107 -62.9% 0.248
ATR 0.125 0.120 -0.004 -3.5% 0.000
Volume 5,015 8,840 3,825 76.3% 38,690
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.824 4.798 4.680
R3 4.761 4.735 4.662
R2 4.698 4.698 4.657
R1 4.672 4.672 4.651 4.685
PP 4.635 4.635 4.635 4.642
S1 4.609 4.609 4.639 4.622
S2 4.572 4.572 4.633
S3 4.509 4.546 4.628
S4 4.446 4.483 4.610
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.437 5.289 4.781
R3 5.189 5.041 4.713
R2 4.941 4.941 4.690
R1 4.793 4.793 4.668 4.743
PP 4.693 4.693 4.693 4.668
S1 4.545 4.545 4.622 4.495
S2 4.445 4.445 4.600
S3 4.197 4.297 4.577
S4 3.949 4.049 4.509
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.841 4.593 0.248 5.3% 0.114 2.4% 21% False False 7,738
10 5.156 4.593 0.563 12.1% 0.118 2.5% 9% False False 7,969
20 5.283 4.593 0.690 14.9% 0.121 2.6% 8% False False 9,977
40 5.283 4.593 0.690 14.9% 0.118 2.5% 8% False False 8,395
60 5.283 4.593 0.690 14.9% 0.111 2.4% 8% False False 7,163
80 5.283 4.511 0.772 16.6% 0.110 2.4% 17% False False 6,415
100 5.283 4.511 0.772 16.6% 0.105 2.3% 17% False False 5,622
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4.930
2.618 4.827
1.618 4.764
1.000 4.725
0.618 4.701
HIGH 4.662
0.618 4.638
0.500 4.631
0.382 4.623
LOW 4.599
0.618 4.560
1.000 4.536
1.618 4.497
2.618 4.434
4.250 4.331
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 4.640 4.717
PP 4.635 4.693
S1 4.631 4.669

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

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