NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 5.500 5.333 -0.167 -3.0% 5.602
High 5.500 5.401 -0.099 -1.8% 5.835
Low 5.379 5.328 -0.051 -0.9% 5.485
Close 5.384 5.397 0.013 0.2% 5.680
Range 0.121 0.073 -0.048 -39.7% 0.350
ATR 0.130 0.126 -0.004 -3.1% 0.000
Volume 1,331 1,734 403 30.3% 10,779
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.594 5.569 5.437
R3 5.521 5.496 5.417
R2 5.448 5.448 5.410
R1 5.423 5.423 5.404 5.436
PP 5.375 5.375 5.375 5.382
S1 5.350 5.350 5.390 5.363
S2 5.302 5.302 5.384
S3 5.229 5.277 5.377
S4 5.156 5.204 5.357
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 5.328 0.359 6.7% 0.091 1.7% 19% False True 1,409
10 5.850 5.328 0.522 9.7% 0.116 2.2% 13% False True 2,033
20 5.861 5.328 0.533 9.9% 0.119 2.2% 13% False True 2,120
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 0.010
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.711
2.618 5.592
1.618 5.519
1.000 5.474
0.618 5.446
HIGH 5.401
0.618 5.373
0.500 5.365
0.382 5.356
LOW 5.328
0.618 5.283
1.000 5.255
1.618 5.210
2.618 5.137
4.250 5.018
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 5.386 5.484
PP 5.375 5.455
S1 5.365 5.426

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

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