NYMEX Natural Gas Future February 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 5.749 5.798 0.049 0.9% 5.645
High 5.826 5.831 0.005 0.1% 5.762
Low 5.731 5.732 0.001 0.0% 5.565
Close 5.749 5.827 0.078 1.4% 5.634
Range 0.095 0.099 0.004 4.2% 0.197
ATR 0.126 0.124 -0.002 -1.5% 0.000
Volume 2,518 2,556 38 1.5% 13,675
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.094 6.059 5.881
R3 5.995 5.960 5.854
R2 5.896 5.896 5.845
R1 5.861 5.861 5.836 5.879
PP 5.797 5.797 5.797 5.805
S1 5.762 5.762 5.818 5.780
S2 5.698 5.698 5.809
S3 5.599 5.663 5.800
S4 5.500 5.564 5.773
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 5.861 5.597 0.264 4.5% 0.096 1.6% 87% False False 2,181
10 5.861 5.541 0.320 5.5% 0.115 2.0% 89% False False 2,378
20 5.861 5.205 0.656 11.3% 0.117 2.0% 95% False False 1,768
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.252
2.618 6.090
1.618 5.991
1.000 5.930
0.618 5.892
HIGH 5.831
0.618 5.793
0.500 5.782
0.382 5.770
LOW 5.732
0.618 5.671
1.000 5.633
1.618 5.572
2.618 5.473
4.250 5.311
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5.812 5.817
PP 5.797 5.806
S1 5.782 5.796

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

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