NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 5.421 5.500 0.079 1.5% 5.630
High 5.513 5.560 0.047 0.9% 5.639
Low 5.370 5.400 0.030 0.6% 5.320
Close 5.421 5.428 0.007 0.1% 5.421
Range 0.143 0.160 0.017 11.9% 0.319
ATR 0.136 0.138 0.002 1.3% 0.000
Volume 2,646 1,495 -1,151 -43.5% 9,887
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.943 5.845 5.516
R3 5.783 5.685 5.472
R2 5.623 5.623 5.457
R1 5.525 5.525 5.443 5.494
PP 5.463 5.463 5.463 5.447
S1 5.365 5.365 5.413 5.334
S2 5.303 5.303 5.399
S3 5.143 5.205 5.384
S4 4.983 5.045 5.340
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 5.570 5.320 0.250 4.6% 0.149 2.8% 43% False False 2,046
10 5.687 5.320 0.367 6.8% 0.123 2.3% 29% False False 2,075
20 5.861 5.320 0.541 10.0% 0.123 2.3% 20% False False 2,138
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.240
2.618 5.979
1.618 5.819
1.000 5.720
0.618 5.659
HIGH 5.560
0.618 5.499
0.500 5.480
0.382 5.461
LOW 5.400
0.618 5.301
1.000 5.240
1.618 5.141
2.618 4.981
4.250 4.720
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 5.480 5.445
PP 5.463 5.439
S1 5.445 5.434

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

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