NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 5.533 5.590 0.057 1.0% 5.517
High 5.542 5.661 0.119 2.1% 5.661
Low 5.335 5.490 0.155 2.9% 5.335
Close 5.499 5.604 0.105 1.9% 5.604
Range 0.207 0.171 -0.036 -17.4% 0.326
ATR 0.203 0.201 -0.002 -1.1% 0.000
Volume 9,705 10,449 744 7.7% 40,002
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.098 6.022 5.698
R3 5.927 5.851 5.651
R2 5.756 5.756 5.635
R1 5.680 5.680 5.620 5.718
PP 5.585 5.585 5.585 5.604
S1 5.509 5.509 5.588 5.547
S2 5.414 5.414 5.573
S3 5.243 5.338 5.557
S4 5.072 5.167 5.510
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.511 6.384 5.783
R3 6.185 6.058 5.694
R2 5.859 5.859 5.664
R1 5.732 5.732 5.634 5.796
PP 5.533 5.533 5.533 5.565
S1 5.406 5.406 5.574 5.470
S2 5.207 5.207 5.544
S3 4.881 5.080 5.514
S4 4.555 4.754 5.425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.661 5.335 0.326 5.8% 0.167 3.0% 83% True False 8,000
10 5.804 5.196 0.608 10.8% 0.172 3.1% 67% False False 6,700
20 5.830 5.196 0.634 11.3% 0.187 3.3% 64% False False 5,814
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.388
2.618 6.109
1.618 5.938
1.000 5.832
0.618 5.767
HIGH 5.661
0.618 5.596
0.500 5.576
0.382 5.555
LOW 5.490
0.618 5.384
1.000 5.319
1.618 5.213
2.618 5.042
4.250 4.763
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 5.595 5.569
PP 5.585 5.533
S1 5.576 5.498

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

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