NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 23-Jun-2010
Day Change Summary
Previous Current
22-Jun-2010 23-Jun-2010 Change Change % Previous Week
Open 5.594 5.538 -0.056 -1.0% 5.714
High 5.594 5.651 0.057 1.0% 5.861
Low 5.485 5.538 0.053 1.0% 5.650
Close 5.538 5.628 0.090 1.6% 5.717
Range 0.109 0.113 0.004 3.7% 0.211
ATR 0.133 0.132 -0.001 -1.1% 0.000
Volume 2,861 3,681 820 28.7% 11,045
Daily Pivots for day following 23-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.945 5.899 5.690
R3 5.832 5.786 5.659
R2 5.719 5.719 5.649
R1 5.673 5.673 5.638 5.696
PP 5.606 5.606 5.606 5.617
S1 5.560 5.560 5.618 5.583
S2 5.493 5.493 5.607
S3 5.380 5.447 5.597
S4 5.267 5.334 5.566
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 6.5% 0.142 2.5% 39% False False 2,657
10 5.861 5.485 0.376 6.7% 0.122 2.2% 38% False False 2,453
20 5.861 5.315 0.546 9.7% 0.128 2.3% 57% False False 2,001
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.131
2.618 5.947
1.618 5.834
1.000 5.764
0.618 5.721
HIGH 5.651
0.618 5.608
0.500 5.595
0.382 5.581
LOW 5.538
0.618 5.468
1.000 5.425
1.618 5.355
2.618 5.242
4.250 5.058
Fisher Pivots for day following 23-Jun-2010
Pivot 1 day 3 day
R1 5.617 5.660
PP 5.606 5.649
S1 5.595 5.639

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

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