NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 5.237 5.232 -0.005 -0.1% 5.134
High 5.250 5.295 0.045 0.9% 5.314
Low 5.164 5.197 0.033 0.6% 5.127
Close 5.180 5.275 0.095 1.8% 5.180
Range 0.086 0.098 0.012 14.0% 0.187
ATR 0.115 0.115 0.000 0.0% 0.000
Volume 28,578 12,609 -15,969 -55.9% 75,659
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.550 5.510 5.329
R3 5.452 5.412 5.302
R2 5.354 5.354 5.293
R1 5.314 5.314 5.284 5.334
PP 5.256 5.256 5.256 5.266
S1 5.216 5.216 5.266 5.236
S2 5.158 5.158 5.257
S3 5.060 5.118 5.248
S4 4.962 5.020 5.221
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 5.127 0.187 3.5% 0.096 1.8% 79% False False 17,653
10 5.314 4.870 0.444 8.4% 0.112 2.1% 91% False False 13,353
20 5.314 4.786 0.528 10.0% 0.109 2.1% 93% False False 11,016
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.712
2.618 5.552
1.618 5.454
1.000 5.393
0.618 5.356
HIGH 5.295
0.618 5.258
0.500 5.246
0.382 5.234
LOW 5.197
0.618 5.136
1.000 5.099
1.618 5.038
2.618 4.940
4.250 4.781
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 5.265 5.263
PP 5.256 5.250
S1 5.246 5.238

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

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