NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 22-Jun-2010
Day Change Summary
Previous Current
21-Jun-2010 22-Jun-2010 Change Change % Previous Week
Open 5.602 5.594 -0.008 -0.1% 5.714
High 5.835 5.594 -0.241 -4.1% 5.861
Low 5.585 5.485 -0.100 -1.8% 5.650
Close 5.602 5.538 -0.064 -1.1% 5.717
Range 0.250 0.109 -0.141 -56.4% 0.211
ATR 0.134 0.133 -0.001 -0.9% 0.000
Volume 1,406 2,861 1,455 103.5% 11,045
Daily Pivots for day following 22-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.866 5.811 5.598
R3 5.757 5.702 5.568
R2 5.648 5.648 5.558
R1 5.593 5.593 5.548 5.566
PP 5.539 5.539 5.539 5.526
S1 5.484 5.484 5.528 5.457
S2 5.430 5.430 5.518
S3 5.321 5.375 5.508
S4 5.212 5.266 5.478
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 5.850 5.485 0.365 6.6% 0.139 2.5% 15% False True 2,424
10 5.861 5.485 0.376 6.8% 0.119 2.2% 14% False True 2,310
20 5.861 5.205 0.656 11.8% 0.127 2.3% 51% False False 1,873
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.057
2.618 5.879
1.618 5.770
1.000 5.703
0.618 5.661
HIGH 5.594
0.618 5.552
0.500 5.540
0.382 5.527
LOW 5.485
0.618 5.418
1.000 5.376
1.618 5.309
2.618 5.200
4.250 5.022
Fisher Pivots for day following 22-Jun-2010
Pivot 1 day 3 day
R1 5.540 5.668
PP 5.539 5.624
S1 5.539 5.581

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

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