NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 28-Jun-2011
Day Change Summary
Previous Current
27-Jun-2011 28-Jun-2011 Change Change % Previous Week
Open 4.647 4.646 -0.001 0.0% 4.736
High 4.657 4.734 0.077 1.7% 4.841
Low 4.589 4.620 0.031 0.7% 4.593
Close 4.646 4.719 0.073 1.6% 4.645
Range 0.068 0.114 0.046 67.6% 0.248
ATR 0.116 0.116 0.000 -0.1% 0.000
Volume 4,377 4,646 269 6.1% 38,690
Daily Pivots for day following 28-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.033 4.990 4.782
R3 4.919 4.876 4.750
R2 4.805 4.805 4.740
R1 4.762 4.762 4.729 4.784
PP 4.691 4.691 4.691 4.702
S1 4.648 4.648 4.709 4.670
S2 4.577 4.577 4.698
S3 4.463 4.534 4.688
S4 4.349 4.420 4.656
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 4.589 0.252 5.3% 0.104 2.2% 52% False False 5,683
10 4.992 4.589 0.403 8.5% 0.109 2.3% 32% False False 6,760
20 5.283 4.589 0.694 14.7% 0.118 2.5% 19% False False 9,654
40 5.283 4.589 0.694 14.7% 0.118 2.5% 19% False False 8,047
60 5.283 4.589 0.694 14.7% 0.109 2.3% 19% False False 7,120
80 5.283 4.520 0.763 16.2% 0.110 2.3% 26% False False 6,457
100 5.283 4.511 0.772 16.4% 0.105 2.2% 27% False False 5,675
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 0.019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.219
2.618 5.032
1.618 4.918
1.000 4.848
0.618 4.804
HIGH 4.734
0.618 4.690
0.500 4.677
0.382 4.664
LOW 4.620
0.618 4.550
1.000 4.506
1.618 4.436
2.618 4.322
4.250 4.136
Fisher Pivots for day following 28-Jun-2011
Pivot 1 day 3 day
R1 4.705 4.700
PP 4.691 4.681
S1 4.677 4.662

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

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