NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 01-Jun-2011
Day Change Summary
Previous Current
31-May-2011 01-Jun-2011 Change Change % Previous Week
Open 5.134 5.179 0.045 0.9% 4.915
High 5.205 5.196 -0.009 -0.2% 5.106
Low 5.132 5.127 -0.005 -0.1% 4.870
Close 5.182 5.156 -0.026 -0.5% 5.083
Range 0.073 0.069 -0.004 -5.5% 0.236
ATR 0.117 0.114 -0.003 -2.9% 0.000
Volume 15,131 21,911 6,780 44.8% 45,263
Daily Pivots for day following 01-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.367 5.330 5.194
R3 5.298 5.261 5.175
R2 5.229 5.229 5.169
R1 5.192 5.192 5.162 5.176
PP 5.160 5.160 5.160 5.152
S1 5.123 5.123 5.150 5.107
S2 5.091 5.091 5.143
S3 5.022 5.054 5.137
S4 4.953 4.985 5.118
Weekly Pivots for week ending 27-May-2011
Classic Woodie Camarilla DeMark
R4 5.728 5.641 5.213
R3 5.492 5.405 5.148
R2 5.256 5.256 5.126
R1 5.169 5.169 5.105 5.213
PP 5.020 5.020 5.020 5.041
S1 4.933 4.933 5.061 4.977
S2 4.784 4.784 5.040
S3 4.548 4.697 5.018
S4 4.312 4.461 4.953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.205 4.870 0.335 6.5% 0.105 2.0% 85% False False 12,867
10 5.205 4.786 0.419 8.1% 0.108 2.1% 88% False False 10,934
20 5.323 4.786 0.537 10.4% 0.117 2.3% 69% False False 10,430
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.489
2.618 5.377
1.618 5.308
1.000 5.265
0.618 5.239
HIGH 5.196
0.618 5.170
0.500 5.162
0.382 5.153
LOW 5.127
0.618 5.084
1.000 5.058
1.618 5.015
2.618 4.946
4.250 4.834
Fisher Pivots for day following 01-Jun-2011
Pivot 1 day 3 day
R1 5.162 5.131
PP 5.160 5.105
S1 5.158 5.080

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

View Archives - Comment on this page... - Back to Index of Symbols