NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 14-Jun-2010
Day Change Summary
Previous Current
11-Jun-2010 14-Jun-2010 Change Change % Previous Week
Open 5.686 5.755 0.069 1.2% 5.689
High 5.705 5.814 0.109 1.9% 5.822
Low 5.647 5.703 0.056 1.0% 5.583
Close 5.686 5.799 0.113 2.0% 5.686
Range 0.058 0.111 0.053 91.4% 0.239
ATR 0.136 0.135 -0.001 -0.4% 0.000
Volume 14,389 7,993 -6,396 -44.5% 70,579
Daily Pivots for day following 14-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.105 6.063 5.860
R3 5.994 5.952 5.830
R2 5.883 5.883 5.819
R1 5.841 5.841 5.809 5.862
PP 5.772 5.772 5.772 5.783
S1 5.730 5.730 5.789 5.751
S2 5.661 5.661 5.779
S3 5.550 5.619 5.768
S4 5.439 5.508 5.738
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 5.590 0.232 4.0% 0.118 2.0% 90% False False 11,571
10 5.822 5.351 0.471 8.1% 0.147 2.5% 95% False False 12,655
20 5.822 5.228 0.594 10.2% 0.135 2.3% 96% False False 11,345
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.286
2.618 6.105
1.618 5.994
1.000 5.925
0.618 5.883
HIGH 5.814
0.618 5.772
0.500 5.759
0.382 5.745
LOW 5.703
0.618 5.634
1.000 5.592
1.618 5.523
2.618 5.412
4.250 5.231
Fisher Pivots for day following 14-Jun-2010
Pivot 1 day 3 day
R1 5.786 5.767
PP 5.772 5.734
S1 5.759 5.702

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

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