NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
25-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 4.470 4.441 -0.029 -0.6% 4.285
High 4.505 4.477 -0.028 -0.6% 4.477
Low 4.403 4.392 -0.011 -0.2% 4.144
Close 4.439 4.444 0.005 0.1% 4.468
Range 0.102 0.085 -0.017 -16.7% 0.333
ATR 0.130 0.127 -0.003 -2.5% 0.000
Volume 0 78,639 78,639 251,228
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.693 4.653 4.491
R3 4.608 4.568 4.467
R2 4.523 4.523 4.460
R1 4.483 4.483 4.452 4.503
PP 4.438 4.438 4.438 4.448
S1 4.398 4.398 4.436 4.418
S2 4.353 4.353 4.428
S3 4.268 4.313 4.421
S4 4.183 4.228 4.397
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.362 5.248 4.651
R3 5.029 4.915 4.560
R2 4.696 4.696 4.529
R1 4.582 4.582 4.499 4.639
PP 4.363 4.363 4.363 4.392
S1 4.249 4.249 4.437 4.306
S2 4.030 4.030 4.407
S3 3.697 3.916 4.376
S4 3.364 3.583 4.285
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.505 4.177 0.328 7.4% 0.116 2.6% 81% False False 55,003
10 4.505 4.127 0.378 8.5% 0.121 2.7% 84% False False 62,240
20 4.527 4.056 0.471 10.6% 0.129 2.9% 82% False False 51,794
40 4.627 3.877 0.750 16.9% 0.133 3.0% 76% False False 39,179
60 4.627 3.877 0.750 16.9% 0.126 2.8% 76% False False 31,729
80 4.850 3.877 0.973 21.9% 0.128 2.9% 58% False False 25,814
100 4.850 3.877 0.973 21.9% 0.127 2.9% 58% False False 21,571
120 4.850 3.877 0.973 21.9% 0.127 2.9% 58% False False 18,353
Crabel Price Patterns
NR True
NR4 False
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 0.033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.838
2.618 4.700
1.618 4.615
1.000 4.562
0.618 4.530
HIGH 4.477
0.618 4.445
0.500 4.435
0.382 4.424
LOW 4.392
0.618 4.339
1.000 4.307
1.618 4.254
2.618 4.169
4.250 4.031
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 4.441 4.433
PP 4.438 4.422
S1 4.435 4.411

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

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