NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 5.505 5.460 -0.045 -0.8% 5.504
High 5.530 5.630 0.100 1.8% 5.738
Low 5.412 5.344 -0.068 -1.3% 5.344
Close 5.520 5.564 0.044 0.8% 5.564
Range 0.118 0.286 0.168 142.4% 0.394
ATR 0.189 0.196 0.007 3.7% 0.000
Volume 9,652 8,644 -1,008 -10.4% 53,468
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.371 6.253 5.721
R3 6.085 5.967 5.643
R2 5.799 5.799 5.616
R1 5.681 5.681 5.590 5.740
PP 5.513 5.513 5.513 5.542
S1 5.395 5.395 5.538 5.454
S2 5.227 5.227 5.512
S3 4.941 5.109 5.485
S4 4.655 4.823 5.407
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.731 6.541 5.781
R3 6.337 6.147 5.672
R2 5.943 5.943 5.636
R1 5.753 5.753 5.600 5.848
PP 5.549 5.549 5.549 5.596
S1 5.359 5.359 5.528 5.454
S2 5.155 5.155 5.492
S3 4.761 4.965 5.456
S4 4.367 4.571 5.347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.738 5.344 0.394 7.1% 0.184 3.3% 56% False True 10,693
10 5.738 5.335 0.403 7.2% 0.175 3.2% 57% False False 9,347
20 5.822 5.196 0.626 11.3% 0.175 3.1% 59% False False 7,181
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.038
Widest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6.846
2.618 6.379
1.618 6.093
1.000 5.916
0.618 5.807
HIGH 5.630
0.618 5.521
0.500 5.487
0.382 5.453
LOW 5.344
0.618 5.167
1.000 5.058
1.618 4.881
2.618 4.595
4.250 4.129
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 5.538 5.538
PP 5.513 5.513
S1 5.487 5.487

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

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