NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 28-Jun-2010
Day Change Summary
Previous Current
25-Jun-2010 28-Jun-2010 Change Change % Previous Week
Open 5.623 5.630 0.007 0.1% 5.602
High 5.687 5.639 -0.048 -0.8% 5.835
Low 5.615 5.542 -0.073 -1.3% 5.485
Close 5.680 5.554 -0.126 -2.2% 5.680
Range 0.072 0.097 0.025 34.7% 0.350
ATR 0.126 0.126 0.001 0.7% 0.000
Volume 1,556 1,151 -405 -26.0% 10,779
Daily Pivots for day following 28-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.869 5.809 5.607
R3 5.772 5.712 5.581
R2 5.675 5.675 5.572
R1 5.615 5.615 5.563 5.597
PP 5.578 5.578 5.578 5.569
S1 5.518 5.518 5.545 5.500
S2 5.481 5.481 5.536
S3 5.384 5.421 5.527
S4 5.287 5.324 5.501
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 5.687 5.485 0.202 3.6% 0.096 1.7% 34% False False 2,104
10 5.861 5.485 0.376 6.8% 0.118 2.1% 18% False False 2,209
20 5.861 5.326 0.535 9.6% 0.125 2.2% 43% False False 2,030
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 0.011
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6.051
2.618 5.893
1.618 5.796
1.000 5.736
0.618 5.699
HIGH 5.639
0.618 5.602
0.500 5.591
0.382 5.579
LOW 5.542
0.618 5.482
1.000 5.445
1.618 5.385
2.618 5.288
4.250 5.130
Fisher Pivots for day following 28-Jun-2010
Pivot 1 day 3 day
R1 5.591 5.615
PP 5.578 5.594
S1 5.566 5.574

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

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