NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 08-Jul-2010
Day Change Summary
Previous Current
07-Jul-2010 08-Jul-2010 Change Change % Previous Week
Open 5.391 5.385 -0.006 -0.1% 5.630
High 5.469 5.410 -0.059 -1.1% 5.639
Low 5.385 5.242 -0.143 -2.7% 5.320
Close 5.391 5.305 -0.086 -1.6% 5.421
Range 0.084 0.168 0.084 100.0% 0.319
ATR 0.134 0.136 0.002 1.8% 0.000
Volume 1,047 2,567 1,520 145.2% 9,887
Daily Pivots for day following 08-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.823 5.732 5.397
R3 5.655 5.564 5.351
R2 5.487 5.487 5.336
R1 5.396 5.396 5.320 5.358
PP 5.319 5.319 5.319 5.300
S1 5.228 5.228 5.290 5.190
S2 5.151 5.151 5.274
S3 4.983 5.060 5.259
S4 4.815 4.892 5.213
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 5.242 0.328 6.2% 0.161 3.0% 19% False True 2,156
10 5.687 5.242 0.445 8.4% 0.126 2.4% 14% False True 1,782
20 5.861 5.242 0.619 11.7% 0.124 2.3% 10% False True 2,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6.124
2.618 5.850
1.618 5.682
1.000 5.578
0.618 5.514
HIGH 5.410
0.618 5.346
0.500 5.326
0.382 5.306
LOW 5.242
0.618 5.138
1.000 5.074
1.618 4.970
2.618 4.802
4.250 4.528
Fisher Pivots for day following 08-Jul-2010
Pivot 1 day 3 day
R1 5.326 5.401
PP 5.319 5.369
S1 5.312 5.337

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

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