NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 5.385 5.270 -0.115 -2.1% 5.500
High 5.410 5.350 -0.060 -1.1% 5.560
Low 5.242 5.270 0.028 0.5% 5.242
Close 5.305 5.328 0.023 0.4% 5.328
Range 0.168 0.080 -0.088 -52.4% 0.318
ATR 0.136 0.132 -0.004 -3.0% 0.000
Volume 2,567 1,854 -713 -27.8% 6,963
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.556 5.522 5.372
R3 5.476 5.442 5.350
R2 5.396 5.396 5.343
R1 5.362 5.362 5.335 5.379
PP 5.316 5.316 5.316 5.325
S1 5.282 5.282 5.321 5.299
S2 5.236 5.236 5.313
S3 5.156 5.202 5.306
S4 5.076 5.122 5.284
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.331 6.147 5.503
R3 6.013 5.829 5.415
R2 5.695 5.695 5.386
R1 5.511 5.511 5.357 5.444
PP 5.377 5.377 5.377 5.343
S1 5.193 5.193 5.299 5.126
S2 5.059 5.059 5.270
S3 4.741 4.875 5.241
S4 4.423 4.557 5.153
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.560 5.242 0.318 6.0% 0.127 2.4% 27% False False 1,921
10 5.687 5.242 0.445 8.4% 0.125 2.3% 19% False False 1,840
20 5.861 5.242 0.619 11.6% 0.121 2.3% 14% False False 2,065
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.690
2.618 5.559
1.618 5.479
1.000 5.430
0.618 5.399
HIGH 5.350
0.618 5.319
0.500 5.310
0.382 5.301
LOW 5.270
0.618 5.221
1.000 5.190
1.618 5.141
2.618 5.061
4.250 4.930
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 5.322 5.356
PP 5.316 5.346
S1 5.310 5.337

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

View Archives - Comment on this page... - Back to Index of Symbols