NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 5.811 5.860 0.049 0.8% 5.689
High 5.935 5.907 -0.028 -0.5% 5.822
Low 5.790 5.795 0.005 0.1% 5.583
Close 5.811 5.897 0.086 1.5% 5.686
Range 0.145 0.112 -0.033 -22.8% 0.239
ATR 0.135 0.134 -0.002 -1.2% 0.000
Volume 15,215 15,803 588 3.9% 70,579
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.202 6.162 5.959
R3 6.090 6.050 5.928
R2 5.978 5.978 5.918
R1 5.938 5.938 5.907 5.958
PP 5.866 5.866 5.866 5.877
S1 5.826 5.826 5.887 5.846
S2 5.754 5.754 5.876
S3 5.642 5.714 5.866
S4 5.530 5.602 5.835
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 5.647 0.288 4.9% 0.107 1.8% 87% False False 13,964
10 5.935 5.582 0.353 6.0% 0.133 2.2% 89% False False 14,583
20 5.935 5.228 0.707 12.0% 0.132 2.2% 95% False False 11,535
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
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 6.383
2.618 6.200
1.618 6.088
1.000 6.019
0.618 5.976
HIGH 5.907
0.618 5.864
0.500 5.851
0.382 5.838
LOW 5.795
0.618 5.726
1.000 5.683
1.618 5.614
2.618 5.502
4.250 5.319
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5.882 5.886
PP 5.866 5.874
S1 5.851 5.863

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

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