NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 5.762 5.641 -0.121 -2.1% 5.463
High 5.762 5.677 -0.085 -1.5% 5.704
Low 5.612 5.590 -0.022 -0.4% 5.326
Close 5.655 5.612 -0.043 -0.8% 5.618
Range 0.150 0.087 -0.063 -42.0% 0.378
ATR 0.134 0.131 -0.003 -2.5% 0.000
Volume 1,763 2,254 491 27.9% 3,961
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.887 5.837 5.660
R3 5.800 5.750 5.636
R2 5.713 5.713 5.628
R1 5.663 5.663 5.620 5.645
PP 5.626 5.626 5.626 5.617
S1 5.576 5.576 5.604 5.558
S2 5.539 5.539 5.596
S3 5.452 5.489 5.588
S4 5.365 5.402 5.564
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.683 6.529 5.826
R3 6.305 6.151 5.722
R2 5.927 5.927 5.687
R1 5.773 5.773 5.653 5.850
PP 5.549 5.549 5.549 5.588
S1 5.395 5.395 5.583 5.472
S2 5.171 5.171 5.549
S3 4.793 5.017 5.514
S4 4.415 4.639 5.410
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.762 5.428 0.334 6.0% 0.144 2.6% 55% False False 2,164
10 5.762 5.315 0.447 8.0% 0.133 2.4% 66% False False 1,548
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6.047
2.618 5.905
1.618 5.818
1.000 5.764
0.618 5.731
HIGH 5.677
0.618 5.644
0.500 5.634
0.382 5.623
LOW 5.590
0.618 5.536
1.000 5.503
1.618 5.449
2.618 5.362
4.250 5.220
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 5.634 5.676
PP 5.626 5.655
S1 5.619 5.633

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

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