NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 5.626 5.686 0.060 1.1% 5.689
High 5.745 5.705 -0.040 -0.7% 5.822
Low 5.590 5.647 0.057 1.0% 5.583
Close 5.626 5.686 0.060 1.1% 5.686
Range 0.155 0.058 -0.097 -62.6% 0.239
ATR 0.140 0.136 -0.004 -3.1% 0.000
Volume 13,275 14,389 1,114 8.4% 70,579
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.853 5.828 5.718
R3 5.795 5.770 5.702
R2 5.737 5.737 5.697
R1 5.712 5.712 5.691 5.715
PP 5.679 5.679 5.679 5.681
S1 5.654 5.654 5.681 5.657
S2 5.621 5.621 5.675
S3 5.563 5.596 5.670
S4 5.505 5.538 5.654
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.414 6.289 5.817
R3 6.175 6.050 5.752
R2 5.936 5.936 5.730
R1 5.811 5.811 5.708 5.754
PP 5.697 5.697 5.697 5.669
S1 5.572 5.572 5.664 5.515
S2 5.458 5.458 5.642
S3 5.219 5.333 5.620
S4 4.980 5.094 5.555
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.822 5.583 0.239 4.2% 0.136 2.4% 43% False False 14,115
10 5.822 5.351 0.471 8.3% 0.146 2.6% 71% False False 13,084
20 5.822 5.228 0.594 10.4% 0.137 2.4% 77% False False 11,601
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Narrowest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 5.952
2.618 5.857
1.618 5.799
1.000 5.763
0.618 5.741
HIGH 5.705
0.618 5.683
0.500 5.676
0.382 5.669
LOW 5.647
0.618 5.611
1.000 5.589
1.618 5.553
2.618 5.495
4.250 5.401
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 5.683 5.680
PP 5.679 5.674
S1 5.676 5.668

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

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