NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 16-Jun-2010
Day Change Summary
Previous Current
15-Jun-2010 16-Jun-2010 Change Change % Previous Week
Open 5.850 5.811 -0.039 -0.7% 5.689
High 5.924 5.935 0.011 0.2% 5.822
Low 5.817 5.790 -0.027 -0.5% 5.583
Close 5.920 5.811 -0.109 -1.8% 5.686
Range 0.107 0.145 0.038 35.5% 0.239
ATR 0.135 0.135 0.001 0.6% 0.000
Volume 16,420 15,215 -1,205 -7.3% 70,579
Daily Pivots for day following 16-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.280 6.191 5.891
R3 6.135 6.046 5.851
R2 5.990 5.990 5.838
R1 5.901 5.901 5.824 5.884
PP 5.845 5.845 5.845 5.837
S1 5.756 5.756 5.798 5.739
S2 5.700 5.700 5.784
S3 5.555 5.611 5.771
S4 5.410 5.466 5.731
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 5.935 5.590 0.345 5.9% 0.115 2.0% 64% True False 13,458
10 5.935 5.460 0.475 8.2% 0.140 2.4% 74% True False 14,086
20 5.935 5.228 0.707 12.2% 0.136 2.3% 82% True False 11,510
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.033
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.551
2.618 6.315
1.618 6.170
1.000 6.080
0.618 6.025
HIGH 5.935
0.618 5.880
0.500 5.863
0.382 5.845
LOW 5.790
0.618 5.700
1.000 5.645
1.618 5.555
2.618 5.410
4.250 5.174
Fisher Pivots for day following 16-Jun-2010
Pivot 1 day 3 day
R1 5.863 5.819
PP 5.845 5.816
S1 5.828 5.814

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

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