NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 5.538 5.642 0.104 1.9% 5.714
High 5.651 5.660 0.009 0.2% 5.861
Low 5.538 5.570 0.032 0.6% 5.650
Close 5.628 5.602 -0.026 -0.5% 5.717
Range 0.113 0.090 -0.023 -20.4% 0.211
ATR 0.132 0.129 -0.003 -2.3% 0.000
Volume 3,681 1,275 -2,406 -65.4% 11,045
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.881 5.831 5.652
R3 5.791 5.741 5.627
R2 5.701 5.701 5.619
R1 5.651 5.651 5.610 5.631
PP 5.611 5.611 5.611 5.601
S1 5.561 5.561 5.594 5.541
S2 5.521 5.521 5.586
S3 5.431 5.471 5.577
S4 5.341 5.381 5.553
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% 0.140 2.5% 32% False False 2,400
10 5.861 5.485 0.376 6.7% 0.118 2.1% 31% False False 2,291
20 5.861 5.315 0.546 9.7% 0.126 2.3% 53% False False 2,030
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.016
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.043
2.618 5.896
1.618 5.806
1.000 5.750
0.618 5.716
HIGH 5.660
0.618 5.626
0.500 5.615
0.382 5.604
LOW 5.570
0.618 5.514
1.000 5.480
1.618 5.424
2.618 5.334
4.250 5.188
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 5.615 5.592
PP 5.611 5.582
S1 5.606 5.573

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

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