NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 02-Jun-2011
Day Change Summary
Previous Current
01-Jun-2011 02-Jun-2011 Change Change % Previous Week
Open 5.179 5.182 0.003 0.1% 4.915
High 5.196 5.314 0.118 2.3% 5.106
Low 5.127 5.161 0.034 0.7% 4.870
Close 5.156 5.250 0.094 1.8% 5.083
Range 0.069 0.153 0.084 121.7% 0.236
ATR 0.114 0.117 0.003 2.8% 0.000
Volume 21,911 10,039 -11,872 -54.2% 45,263
Daily Pivots for day following 02-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.701 5.628 5.334
R3 5.548 5.475 5.292
R2 5.395 5.395 5.278
R1 5.322 5.322 5.264 5.359
PP 5.242 5.242 5.242 5.260
S1 5.169 5.169 5.236 5.206
S2 5.089 5.089 5.222
S3 4.936 5.016 5.208
S4 4.783 4.863 5.166
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 5.314 4.870 0.444 8.5% 0.126 2.4% 86% True False 13,260
10 5.314 4.786 0.528 10.1% 0.119 2.3% 88% True False 10,772
20 5.314 4.786 0.528 10.1% 0.119 2.3% 88% True False 10,543
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.964
2.618 5.715
1.618 5.562
1.000 5.467
0.618 5.409
HIGH 5.314
0.618 5.256
0.500 5.238
0.382 5.219
LOW 5.161
0.618 5.066
1.000 5.008
1.618 4.913
2.618 4.760
4.250 4.511
Fisher Pivots for day following 02-Jun-2011
Pivot 1 day 3 day
R1 5.246 5.240
PP 5.242 5.230
S1 5.238 5.221

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

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