NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 5.665 5.651 -0.014 -0.2% 5.755
High 5.904 5.665 -0.239 -4.0% 5.949
Low 5.633 5.542 -0.091 -1.6% 5.703
Close 5.665 5.599 -0.066 -1.2% 5.783
Range 0.271 0.123 -0.148 -54.6% 0.246
ATR 0.146 0.144 -0.002 -1.1% 0.000
Volume 12,029 12,983 954 7.9% 69,437
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.971 5.908 5.667
R3 5.848 5.785 5.633
R2 5.725 5.725 5.622
R1 5.662 5.662 5.610 5.632
PP 5.602 5.602 5.602 5.587
S1 5.539 5.539 5.588 5.509
S2 5.479 5.479 5.576
S3 5.356 5.416 5.565
S4 5.233 5.293 5.531
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 5.542 0.407 7.3% 0.165 2.9% 14% False True 14,007
10 5.949 5.542 0.407 7.3% 0.135 2.4% 14% False True 13,352
20 5.949 5.228 0.721 12.9% 0.144 2.6% 51% False False 12,238
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 0.028
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.188
2.618 5.987
1.618 5.864
1.000 5.788
0.618 5.741
HIGH 5.665
0.618 5.618
0.500 5.604
0.382 5.589
LOW 5.542
0.618 5.466
1.000 5.419
1.618 5.343
2.618 5.220
4.250 5.019
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 5.604 5.746
PP 5.602 5.697
S1 5.601 5.648

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

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