NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 01-Jun-2010
Day Change Summary
Previous Current
28-May-2010 01-Jun-2010 Change Change % Previous Week
Open 5.459 5.504 0.045 0.8% 5.302
High 5.504 5.531 0.027 0.5% 5.504
Low 5.400 5.351 -0.049 -0.9% 5.228
Close 5.467 5.367 -0.100 -1.8% 5.467
Range 0.104 0.180 0.076 73.1% 0.276
ATR 0.124 0.128 0.004 3.2% 0.000
Volume 12,286 9,287 -2,999 -24.4% 38,273
Daily Pivots for day following 01-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.956 5.842 5.466
R3 5.776 5.662 5.417
R2 5.596 5.596 5.400
R1 5.482 5.482 5.384 5.449
PP 5.416 5.416 5.416 5.400
S1 5.302 5.302 5.351 5.269
S2 5.236 5.236 5.334
S3 5.056 5.122 5.318
S4 4.876 4.942 5.268
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 6.228 6.123 5.619
R3 5.952 5.847 5.543
R2 5.676 5.676 5.518
R1 5.571 5.571 5.492 5.624
PP 5.400 5.400 5.400 5.426
S1 5.295 5.295 5.442 5.348
S2 5.124 5.124 5.416
S3 4.848 5.019 5.391
S4 4.572 4.743 5.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.531 5.228 0.303 5.6% 0.130 2.4% 46% True False 8,209
10 5.705 5.228 0.477 8.9% 0.132 2.5% 29% False False 9,341
20 5.813 5.228 0.585 10.9% 0.117 2.2% 24% False False 10,044
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 0.025
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6.296
2.618 6.002
1.618 5.822
1.000 5.711
0.618 5.642
HIGH 5.531
0.618 5.462
0.500 5.441
0.382 5.420
LOW 5.351
0.618 5.240
1.000 5.171
1.618 5.060
2.618 4.880
4.250 4.586
Fisher Pivots for day following 01-Jun-2010
Pivot 1 day 3 day
R1 5.441 5.435
PP 5.416 5.412
S1 5.392 5.390

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

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