NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 29-Jun-2010
Day Change Summary
Previous Current
28-Jun-2010 29-Jun-2010 Change Change % Previous Week
Open 5.630 5.500 -0.130 -2.3% 5.602
High 5.639 5.500 -0.139 -2.5% 5.835
Low 5.542 5.379 -0.163 -2.9% 5.485
Close 5.554 5.384 -0.170 -3.1% 5.680
Range 0.097 0.121 0.024 24.7% 0.350
ATR 0.126 0.130 0.003 2.7% 0.000
Volume 1,151 1,331 180 15.6% 10,779
Daily Pivots for day following 29-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.784 5.705 5.451
R3 5.663 5.584 5.417
R2 5.542 5.542 5.406
R1 5.463 5.463 5.395 5.442
PP 5.421 5.421 5.421 5.411
S1 5.342 5.342 5.373 5.321
S2 5.300 5.300 5.362
S3 5.179 5.221 5.351
S4 5.058 5.100 5.317
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 5.379 0.308 5.7% 0.099 1.8% 2% False True 1,798
10 5.850 5.379 0.471 8.7% 0.119 2.2% 1% False True 2,111
20 5.861 5.351 0.510 9.5% 0.122 2.3% 6% False False 2,065
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 6.014
2.618 5.817
1.618 5.696
1.000 5.621
0.618 5.575
HIGH 5.500
0.618 5.454
0.500 5.440
0.382 5.425
LOW 5.379
0.618 5.304
1.000 5.258
1.618 5.183
2.618 5.062
4.250 4.865
Fisher Pivots for day following 29-Jun-2010
Pivot 1 day 3 day
R1 5.440 5.533
PP 5.421 5.483
S1 5.403 5.434

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

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