NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 4.356 4.295 -0.061 -1.4% 4.582
High 4.394 4.318 -0.076 -1.7% 4.627
Low 4.297 4.200 -0.097 -2.3% 4.279
Close 4.304 4.220 -0.084 -2.0% 4.437
Range 0.097 0.118 0.021 21.6% 0.348
ATR 0.140 0.139 -0.002 -1.1% 0.000
Volume 29,552 25,492 -4,060 -13.7% 169,709
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.600 4.528 4.285
R3 4.482 4.410 4.252
R2 4.364 4.364 4.242
R1 4.292 4.292 4.231 4.269
PP 4.246 4.246 4.246 4.235
S1 4.174 4.174 4.209 4.151
S2 4.128 4.128 4.198
S3 4.010 4.056 4.188
S4 3.892 3.938 4.155
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.492 5.312 4.628
R3 5.144 4.964 4.533
R2 4.796 4.796 4.501
R1 4.616 4.616 4.469 4.532
PP 4.448 4.448 4.448 4.406
S1 4.268 4.268 4.405 4.184
S2 4.100 4.100 4.373
S3 3.752 3.920 4.341
S4 3.404 3.572 4.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.509 4.200 0.309 7.3% 0.141 3.3% 6% False True 32,351
10 4.627 4.200 0.427 10.1% 0.155 3.7% 5% False True 32,053
20 4.627 3.923 0.704 16.7% 0.145 3.4% 42% False False 27,944
40 4.627 3.877 0.750 17.8% 0.130 3.1% 46% False False 24,362
60 4.850 3.877 0.973 23.1% 0.129 3.1% 35% False False 20,068
80 4.850 3.877 0.973 23.1% 0.129 3.1% 35% False False 16,365
100 4.850 3.877 0.973 23.1% 0.129 3.1% 35% False False 13,763
120 4.850 3.877 0.973 23.1% 0.126 3.0% 35% False False 11,752
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 0.035
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.820
2.618 4.627
1.618 4.509
1.000 4.436
0.618 4.391
HIGH 4.318
0.618 4.273
0.500 4.259
0.382 4.245
LOW 4.200
0.618 4.127
1.000 4.082
1.618 4.009
2.618 3.891
4.250 3.699
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 4.259 4.317
PP 4.246 4.285
S1 4.233 4.252

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

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