NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 11-Jun-2010
Day Change Summary
Previous Current
10-Jun-2010 11-Jun-2010 Change Change % Previous Week
Open 5.581 5.634 0.053 0.9% 5.645
High 5.692 5.657 -0.035 -0.6% 5.762
Low 5.565 5.597 0.032 0.6% 5.565
Close 5.581 5.634 0.053 0.9% 5.634
Range 0.127 0.060 -0.067 -52.8% 0.197
ATR 0.131 0.127 -0.004 -3.0% 0.000
Volume 2,901 2,642 -259 -8.9% 13,675
Daily Pivots for day following 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.809 5.782 5.667
R3 5.749 5.722 5.651
R2 5.689 5.689 5.645
R1 5.662 5.662 5.640 5.664
PP 5.629 5.629 5.629 5.631
S1 5.602 5.602 5.629 5.604
S2 5.569 5.569 5.623
S3 5.509 5.542 5.618
S4 5.449 5.482 5.601
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.245 6.136 5.742
R3 6.048 5.939 5.688
R2 5.851 5.851 5.670
R1 5.742 5.742 5.652 5.698
PP 5.654 5.654 5.654 5.632
S1 5.545 5.545 5.616 5.501
S2 5.457 5.457 5.598
S3 5.260 5.348 5.580
S4 5.063 5.151 5.526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.762 5.565 0.197 3.5% 0.113 2.0% 35% False False 2,735
10 5.762 5.326 0.436 7.7% 0.129 2.3% 71% False False 1,911
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 5.912
2.618 5.814
1.618 5.754
1.000 5.717
0.618 5.694
HIGH 5.657
0.618 5.634
0.500 5.627
0.382 5.620
LOW 5.597
0.618 5.560
1.000 5.537
1.618 5.500
2.618 5.440
4.250 5.342
Fisher Pivots for day following 11-Jun-2010
Pivot 1 day 3 day
R1 5.632 5.632
PP 5.629 5.630
S1 5.627 5.629

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

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