NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 5.798 5.717 -0.081 -1.4% 5.714
High 5.831 5.850 0.019 0.3% 5.861
Low 5.732 5.710 -0.022 -0.4% 5.650
Close 5.827 5.717 -0.110 -1.9% 5.717
Range 0.099 0.140 0.041 41.4% 0.211
ATR 0.124 0.125 0.001 0.9% 0.000
Volume 2,556 2,781 225 8.8% 11,045
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.179 6.088 5.794
R3 6.039 5.948 5.756
R2 5.899 5.899 5.743
R1 5.808 5.808 5.730 5.787
PP 5.759 5.759 5.759 5.749
S1 5.668 5.668 5.704 5.647
S2 5.619 5.619 5.691
S3 5.479 5.528 5.679
S4 5.339 5.388 5.640
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.376 6.257 5.833
R3 6.165 6.046 5.775
R2 5.954 5.954 5.756
R1 5.835 5.835 5.736 5.895
PP 5.743 5.743 5.743 5.772
S1 5.624 5.624 5.698 5.684
S2 5.532 5.532 5.678
S3 5.321 5.413 5.659
S4 5.110 5.202 5.601
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.861 5.650 0.211 3.7% 0.112 2.0% 32% False False 2,209
10 5.861 5.565 0.296 5.2% 0.112 2.0% 51% False False 2,472
20 5.861 5.205 0.656 11.5% 0.119 2.1% 78% False False 1,824
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.445
2.618 6.217
1.618 6.077
1.000 5.990
0.618 5.937
HIGH 5.850
0.618 5.797
0.500 5.780
0.382 5.763
LOW 5.710
0.618 5.623
1.000 5.570
1.618 5.483
2.618 5.343
4.250 5.115
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 5.780 5.780
PP 5.759 5.759
S1 5.738 5.738

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

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