NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 02-May-2011
Day Change Summary
Previous Current
29-Apr-2011 02-May-2011 Change Change % Previous Week
Open 4.570 4.685 0.115 2.5% 4.470
High 4.705 4.729 0.024 0.5% 4.705
Low 4.555 4.637 0.082 1.8% 4.392
Close 4.698 4.693 -0.005 -0.1% 4.698
Range 0.150 0.092 -0.058 -38.7% 0.313
ATR 0.132 0.129 -0.003 -2.2% 0.000
Volume 119,755 112,524 -7,231 -6.0% 452,117
Daily Pivots for day following 02-May-2011
Classic Woodie Camarilla DeMark
R4 4.962 4.920 4.744
R3 4.870 4.828 4.718
R2 4.778 4.778 4.710
R1 4.736 4.736 4.701 4.757
PP 4.686 4.686 4.686 4.697
S1 4.644 4.644 4.685 4.665
S2 4.594 4.594 4.676
S3 4.502 4.552 4.668
S4 4.410 4.460 4.642
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.537 5.431 4.870
R3 5.224 5.118 4.784
R2 4.911 4.911 4.755
R1 4.805 4.805 4.727 4.858
PP 4.598 4.598 4.598 4.625
S1 4.492 4.492 4.669 4.545
S2 4.285 4.285 4.641
S3 3.972 4.179 4.612
S4 3.659 3.866 4.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.729 4.392 0.337 7.2% 0.125 2.7% 89% True False 112,928
10 4.729 4.144 0.585 12.5% 0.130 2.8% 94% True False 81,586
20 4.729 4.056 0.673 14.3% 0.122 2.6% 95% True False 69,136
40 4.729 3.877 0.852 18.2% 0.135 2.9% 96% True False 48,868
60 4.729 3.877 0.852 18.2% 0.128 2.7% 96% True False 38,980
80 4.850 3.877 0.973 20.7% 0.128 2.7% 84% False False 31,572
100 4.850 3.877 0.973 20.7% 0.129 2.7% 84% False False 26,252
120 4.850 3.877 0.973 20.7% 0.128 2.7% 84% False False 22,341
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
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 0.029
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5.120
2.618 4.970
1.618 4.878
1.000 4.821
0.618 4.786
HIGH 4.729
0.618 4.694
0.500 4.683
0.382 4.672
LOW 4.637
0.618 4.580
1.000 4.545
1.618 4.488
2.618 4.396
4.250 4.246
Fisher Pivots for day following 02-May-2011
Pivot 1 day 3 day
R1 4.690 4.650
PP 4.686 4.606
S1 4.683 4.563

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

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