NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 5.656 5.626 -0.030 -0.5% 5.504
High 5.733 5.745 0.012 0.2% 5.750
Low 5.634 5.590 -0.044 -0.8% 5.351
Close 5.655 5.626 -0.029 -0.5% 5.664
Range 0.099 0.155 0.056 56.6% 0.399
ATR 0.139 0.140 0.001 0.8% 0.000
Volume 11,410 13,275 1,865 16.3% 47,978
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.119 6.027 5.711
R3 5.964 5.872 5.669
R2 5.809 5.809 5.654
R1 5.717 5.717 5.640 5.704
PP 5.654 5.654 5.654 5.647
S1 5.562 5.562 5.612 5.549
S2 5.499 5.499 5.598
S3 5.344 5.407 5.583
S4 5.189 5.252 5.541
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.785 6.624 5.883
R3 6.386 6.225 5.774
R2 5.987 5.987 5.737
R1 5.826 5.826 5.701 5.907
PP 5.588 5.588 5.588 5.629
S1 5.427 5.427 5.627 5.508
S2 5.189 5.189 5.591
S3 4.790 5.028 5.554
S4 4.391 4.629 5.445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.822 5.582 0.240 4.3% 0.158 2.8% 18% False False 15,202
10 5.822 5.339 0.483 8.6% 0.153 2.7% 59% False False 12,392
20 5.822 5.228 0.594 10.6% 0.140 2.5% 67% False False 11,369
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.404
2.618 6.151
1.618 5.996
1.000 5.900
0.618 5.841
HIGH 5.745
0.618 5.686
0.500 5.668
0.382 5.649
LOW 5.590
0.618 5.494
1.000 5.435
1.618 5.339
2.618 5.184
4.250 4.931
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 5.668 5.706
PP 5.654 5.679
S1 5.640 5.653

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

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