NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 01-Jul-2010
Day Change Summary
Previous Current
30-Jun-2010 01-Jul-2010 Change Change % Previous Week
Open 5.333 5.336 0.003 0.1% 5.602
High 5.401 5.570 0.169 3.1% 5.835
Low 5.328 5.320 -0.008 -0.2% 5.485
Close 5.397 5.525 0.128 2.4% 5.680
Range 0.073 0.250 0.177 242.5% 0.350
ATR 0.126 0.135 0.009 7.0% 0.000
Volume 1,734 3,025 1,291 74.5% 10,779
Daily Pivots for day following 01-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.222 6.123 5.663
R3 5.972 5.873 5.594
R2 5.722 5.722 5.571
R1 5.623 5.623 5.548 5.673
PP 5.472 5.472 5.472 5.496
S1 5.373 5.373 5.502 5.423
S2 5.222 5.222 5.479
S3 4.972 5.123 5.456
S4 4.722 4.873 5.388
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 5.320 0.367 6.6% 0.123 2.2% 56% False True 1,759
10 5.850 5.320 0.530 9.6% 0.132 2.4% 39% False True 2,080
20 5.861 5.320 0.541 9.8% 0.123 2.2% 38% False True 2,229
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.008
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6.633
2.618 6.225
1.618 5.975
1.000 5.820
0.618 5.725
HIGH 5.570
0.618 5.475
0.500 5.445
0.382 5.416
LOW 5.320
0.618 5.166
1.000 5.070
1.618 4.916
2.618 4.666
4.250 4.258
Fisher Pivots for day following 01-Jul-2010
Pivot 1 day 3 day
R1 5.498 5.498
PP 5.472 5.472
S1 5.445 5.445

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

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