NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 21-Jun-2010
Day Change Summary
Previous Current
18-Jun-2010 21-Jun-2010 Change Change % Previous Week
Open 5.717 5.602 -0.115 -2.0% 5.714
High 5.850 5.835 -0.015 -0.3% 5.861
Low 5.710 5.585 -0.125 -2.2% 5.650
Close 5.717 5.602 -0.115 -2.0% 5.717
Range 0.140 0.250 0.110 78.6% 0.211
ATR 0.125 0.134 0.009 7.1% 0.000
Volume 2,781 1,406 -1,375 -49.4% 11,045
Daily Pivots for day following 21-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.424 6.263 5.740
R3 6.174 6.013 5.671
R2 5.924 5.924 5.648
R1 5.763 5.763 5.625 5.727
PP 5.674 5.674 5.674 5.656
S1 5.513 5.513 5.579 5.477
S2 5.424 5.424 5.556
S3 5.174 5.263 5.533
S4 4.924 5.013 5.465
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 5.585 0.276 4.9% 0.140 2.5% 6% False True 2,314
10 5.861 5.565 0.296 5.3% 0.123 2.2% 13% False False 2,201
20 5.861 5.205 0.656 11.7% 0.126 2.3% 61% False False 1,784
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 6.898
2.618 6.490
1.618 6.240
1.000 6.085
0.618 5.990
HIGH 5.835
0.618 5.740
0.500 5.710
0.382 5.681
LOW 5.585
0.618 5.431
1.000 5.335
1.618 5.181
2.618 4.931
4.250 4.523
Fisher Pivots for day following 21-Jun-2010
Pivot 1 day 3 day
R1 5.710 5.718
PP 5.674 5.679
S1 5.638 5.641

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

View Archives - Comment on this page... - Back to Index of Symbols