NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5.943 5.665 -0.278 -4.7% 5.755
High 5.949 5.904 -0.045 -0.8% 5.949
Low 5.777 5.633 -0.144 -2.5% 5.703
Close 5.783 5.665 -0.118 -2.0% 5.783
Range 0.172 0.271 0.099 57.6% 0.246
ATR 0.136 0.146 0.010 7.0% 0.000
Volume 14,006 12,029 -1,977 -14.1% 69,437
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.547 6.377 5.814
R3 6.276 6.106 5.740
R2 6.005 6.005 5.715
R1 5.835 5.835 5.690 5.801
PP 5.734 5.734 5.734 5.717
S1 5.564 5.564 5.640 5.530
S2 5.463 5.463 5.615
S3 5.192 5.293 5.590
S4 4.921 5.022 5.516
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.550 6.412 5.918
R3 6.304 6.166 5.851
R2 6.058 6.058 5.828
R1 5.920 5.920 5.806 5.989
PP 5.812 5.812 5.812 5.846
S1 5.674 5.674 5.760 5.743
S2 5.566 5.566 5.738
S3 5.320 5.428 5.715
S4 5.074 5.182 5.648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.949 5.633 0.316 5.6% 0.161 2.8% 10% False True 14,694
10 5.949 5.590 0.359 6.3% 0.140 2.5% 21% False False 13,132
20 5.949 5.228 0.721 12.7% 0.143 2.5% 61% False False 11,914
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 7.056
2.618 6.613
1.618 6.342
1.000 6.175
0.618 6.071
HIGH 5.904
0.618 5.800
0.500 5.769
0.382 5.737
LOW 5.633
0.618 5.466
1.000 5.362
1.618 5.195
2.618 4.924
4.250 4.481
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5.769 5.791
PP 5.734 5.749
S1 5.700 5.707

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

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