NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 03-Jun-2011
Day Change Summary
Previous Current
02-Jun-2011 03-Jun-2011 Change Change % Previous Week
Open 5.182 5.237 0.055 1.1% 5.134
High 5.314 5.250 -0.064 -1.2% 5.314
Low 5.161 5.164 0.003 0.1% 5.127
Close 5.250 5.180 -0.070 -1.3% 5.180
Range 0.153 0.086 -0.067 -43.8% 0.187
ATR 0.117 0.115 -0.002 -1.9% 0.000
Volume 10,039 28,578 18,539 184.7% 75,659
Daily Pivots for day following 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.456 5.404 5.227
R3 5.370 5.318 5.204
R2 5.284 5.284 5.196
R1 5.232 5.232 5.188 5.215
PP 5.198 5.198 5.198 5.190
S1 5.146 5.146 5.172 5.129
S2 5.112 5.112 5.164
S3 5.026 5.060 5.156
S4 4.940 4.974 5.133
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.768 5.661 5.283
R3 5.581 5.474 5.231
R2 5.394 5.394 5.214
R1 5.287 5.287 5.197 5.341
PP 5.207 5.207 5.207 5.234
S1 5.100 5.100 5.163 5.154
S2 5.020 5.020 5.146
S3 4.833 4.913 5.129
S4 4.646 4.726 5.077
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.314 4.954 0.360 6.9% 0.107 2.1% 63% False False 17,393
10 5.314 4.786 0.528 10.2% 0.119 2.3% 75% False False 13,129
20 5.314 4.786 0.528 10.2% 0.109 2.1% 75% False False 11,418
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.616
2.618 5.475
1.618 5.389
1.000 5.336
0.618 5.303
HIGH 5.250
0.618 5.217
0.500 5.207
0.382 5.197
LOW 5.164
0.618 5.111
1.000 5.078
1.618 5.025
2.618 4.939
4.250 4.799
Fisher Pivots for day following 03-Jun-2011
Pivot 1 day 3 day
R1 5.207 5.221
PP 5.198 5.207
S1 5.189 5.194

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

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