NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 03-Jun-2010
Day Change Summary
Previous Current
02-Jun-2010 03-Jun-2010 Change Change % Previous Week
Open 5.392 5.503 0.111 2.1% 5.302
High 5.510 5.645 0.135 2.5% 5.504
Low 5.365 5.460 0.095 1.8% 5.228
Close 5.506 5.639 0.133 2.4% 5.467
Range 0.145 0.185 0.040 27.6% 0.276
ATR 0.129 0.133 0.004 3.1% 0.000
Volume 8,037 10,833 2,796 34.8% 38,273
Daily Pivots for day following 03-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.136 6.073 5.741
R3 5.951 5.888 5.690
R2 5.766 5.766 5.673
R1 5.703 5.703 5.656 5.735
PP 5.581 5.581 5.581 5.597
S1 5.518 5.518 5.622 5.550
S2 5.396 5.396 5.605
S3 5.211 5.333 5.588
S4 5.026 5.148 5.537
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 5.645 5.339 0.306 5.4% 0.148 2.6% 98% True False 9,583
10 5.645 5.228 0.417 7.4% 0.132 2.3% 99% True False 8,486
20 5.813 5.228 0.585 10.4% 0.126 2.2% 70% False False 10,267
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.431
2.618 6.129
1.618 5.944
1.000 5.830
0.618 5.759
HIGH 5.645
0.618 5.574
0.500 5.553
0.382 5.531
LOW 5.460
0.618 5.346
1.000 5.275
1.618 5.161
2.618 4.976
4.250 4.674
Fisher Pivots for day following 03-Jun-2010
Pivot 1 day 3 day
R1 5.610 5.592
PP 5.581 5.545
S1 5.553 5.498

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

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