NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 5.336 5.421 0.085 1.6% 5.630
High 5.570 5.513 -0.057 -1.0% 5.639
Low 5.320 5.370 0.050 0.9% 5.320
Close 5.525 5.421 -0.104 -1.9% 5.421
Range 0.250 0.143 -0.107 -42.8% 0.319
ATR 0.135 0.136 0.001 1.1% 0.000
Volume 3,025 2,646 -379 -12.5% 9,887
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.864 5.785 5.500
R3 5.721 5.642 5.460
R2 5.578 5.578 5.447
R1 5.499 5.499 5.434 5.493
PP 5.435 5.435 5.435 5.431
S1 5.356 5.356 5.408 5.350
S2 5.292 5.292 5.395
S3 5.149 5.213 5.382
S4 5.006 5.070 5.342
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.417 6.238 5.596
R3 6.098 5.919 5.509
R2 5.779 5.779 5.479
R1 5.600 5.600 5.450 5.530
PP 5.460 5.460 5.460 5.425
S1 5.281 5.281 5.392 5.211
S2 5.141 5.141 5.363
S3 4.822 4.962 5.333
S4 4.503 4.643 5.246
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.639 5.320 0.319 5.9% 0.137 2.5% 32% False False 1,977
10 5.835 5.320 0.515 9.5% 0.132 2.4% 20% False False 2,066
20 5.861 5.320 0.541 10.0% 0.122 2.3% 19% False False 2,269
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.121
2.618 5.887
1.618 5.744
1.000 5.656
0.618 5.601
HIGH 5.513
0.618 5.458
0.500 5.442
0.382 5.425
LOW 5.370
0.618 5.282
1.000 5.227
1.618 5.139
2.618 4.996
4.250 4.762
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 5.442 5.445
PP 5.435 5.437
S1 5.428 5.429

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

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