NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 5.642 5.623 -0.019 -0.3% 5.602
High 5.660 5.687 0.027 0.5% 5.835
Low 5.570 5.615 0.045 0.8% 5.485
Close 5.602 5.680 0.078 1.4% 5.680
Range 0.090 0.072 -0.018 -20.0% 0.350
ATR 0.129 0.126 -0.003 -2.4% 0.000
Volume 1,275 1,556 281 22.0% 10,779
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.877 5.850 5.720
R3 5.805 5.778 5.700
R2 5.733 5.733 5.693
R1 5.706 5.706 5.687 5.720
PP 5.661 5.661 5.661 5.667
S1 5.634 5.634 5.673 5.648
S2 5.589 5.589 5.667
S3 5.517 5.562 5.660
S4 5.445 5.490 5.640
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.717 6.548 5.873
R3 6.367 6.198 5.776
R2 6.017 6.017 5.744
R1 5.848 5.848 5.712 5.933
PP 5.667 5.667 5.667 5.709
S1 5.498 5.498 5.648 5.583
S2 5.317 5.317 5.616
S3 4.967 5.148 5.584
S4 4.617 4.798 5.488
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.835 5.485 0.350 6.2% 0.127 2.2% 56% False False 2,155
10 5.861 5.485 0.376 6.6% 0.119 2.1% 52% False False 2,182
20 5.861 5.326 0.535 9.4% 0.124 2.2% 66% False False 2,047
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 0.015
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.993
2.618 5.875
1.618 5.803
1.000 5.759
0.618 5.731
HIGH 5.687
0.618 5.659
0.500 5.651
0.382 5.643
LOW 5.615
0.618 5.571
1.000 5.543
1.618 5.499
2.618 5.427
4.250 5.309
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 5.670 5.658
PP 5.661 5.635
S1 5.651 5.613

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

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