NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 12-Jul-2010
Day Change Summary
Previous Current
09-Jul-2010 12-Jul-2010 Change Change % Previous Week
Open 5.270 5.326 0.056 1.1% 5.500
High 5.350 5.340 -0.010 -0.2% 5.560
Low 5.270 5.284 0.014 0.3% 5.242
Close 5.328 5.307 -0.021 -0.4% 5.328
Range 0.080 0.056 -0.024 -30.0% 0.318
ATR 0.132 0.127 -0.005 -4.1% 0.000
Volume 1,854 2,017 163 8.8% 6,963
Daily Pivots for day following 12-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.478 5.449 5.338
R3 5.422 5.393 5.322
R2 5.366 5.366 5.317
R1 5.337 5.337 5.312 5.324
PP 5.310 5.310 5.310 5.304
S1 5.281 5.281 5.302 5.268
S2 5.254 5.254 5.297
S3 5.198 5.225 5.292
S4 5.142 5.169 5.276
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% 0.110 2.1% 20% False False 1,796
10 5.639 5.242 0.397 7.5% 0.123 2.3% 16% False False 1,886
20 5.861 5.242 0.619 11.7% 0.121 2.3% 11% False False 2,034
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 5.578
2.618 5.487
1.618 5.431
1.000 5.396
0.618 5.375
HIGH 5.340
0.618 5.319
0.500 5.312
0.382 5.305
LOW 5.284
0.618 5.249
1.000 5.228
1.618 5.193
2.618 5.137
4.250 5.046
Fisher Pivots for day following 12-Jul-2010
Pivot 1 day 3 day
R1 5.312 5.326
PP 5.310 5.320
S1 5.309 5.313

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

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