NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 15-Jun-2010
Day Change Summary
Previous Current
14-Jun-2010 15-Jun-2010 Change Change % Previous Week
Open 5.755 5.850 0.095 1.7% 5.689
High 5.814 5.924 0.110 1.9% 5.822
Low 5.703 5.817 0.114 2.0% 5.583
Close 5.799 5.920 0.121 2.1% 5.686
Range 0.111 0.107 -0.004 -3.6% 0.239
ATR 0.135 0.135 -0.001 -0.5% 0.000
Volume 7,993 16,420 8,427 105.4% 70,579
Daily Pivots for day following 15-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.208 6.171 5.979
R3 6.101 6.064 5.949
R2 5.994 5.994 5.940
R1 5.957 5.957 5.930 5.976
PP 5.887 5.887 5.887 5.896
S1 5.850 5.850 5.910 5.869
S2 5.780 5.780 5.900
S3 5.673 5.743 5.891
S4 5.566 5.636 5.861
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 5.924 5.590 0.334 5.6% 0.106 1.8% 99% True False 12,697
10 5.924 5.365 0.559 9.4% 0.140 2.4% 99% True False 13,368
20 5.924 5.228 0.696 11.8% 0.136 2.3% 99% True False 11,354
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.379
2.618 6.204
1.618 6.097
1.000 6.031
0.618 5.990
HIGH 5.924
0.618 5.883
0.500 5.871
0.382 5.858
LOW 5.817
0.618 5.751
1.000 5.710
1.618 5.644
2.618 5.537
4.250 5.362
Fisher Pivots for day following 15-Jun-2010
Pivot 1 day 3 day
R1 5.904 5.875
PP 5.887 5.830
S1 5.871 5.786

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

View Archives - Comment on this page... - Back to Index of Symbols