NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 13-Jul-2010
Day Change Summary
Previous Current
12-Jul-2010 13-Jul-2010 Change Change % Previous Week
Open 5.326 5.296 -0.030 -0.6% 5.500
High 5.340 5.323 -0.017 -0.3% 5.560
Low 5.284 5.210 -0.074 -1.4% 5.242
Close 5.307 5.221 -0.086 -1.6% 5.328
Range 0.056 0.113 0.057 101.8% 0.318
ATR 0.127 0.126 -0.001 -0.8% 0.000
Volume 2,017 524 -1,493 -74.0% 6,963
Daily Pivots for day following 13-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.590 5.519 5.283
R3 5.477 5.406 5.252
R2 5.364 5.364 5.242
R1 5.293 5.293 5.231 5.272
PP 5.251 5.251 5.251 5.241
S1 5.180 5.180 5.211 5.159
S2 5.138 5.138 5.200
S3 5.025 5.067 5.190
S4 4.912 4.954 5.159
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 5.469 5.210 0.259 5.0% 0.100 1.9% 4% False True 1,601
10 5.570 5.210 0.360 6.9% 0.125 2.4% 3% False True 1,824
20 5.861 5.210 0.651 12.5% 0.121 2.3% 2% False True 2,016
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 0.020
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.803
2.618 5.619
1.618 5.506
1.000 5.436
0.618 5.393
HIGH 5.323
0.618 5.280
0.500 5.267
0.382 5.253
LOW 5.210
0.618 5.140
1.000 5.097
1.618 5.027
2.618 4.914
4.250 4.730
Fisher Pivots for day following 13-Jul-2010
Pivot 1 day 3 day
R1 5.267 5.280
PP 5.251 5.260
S1 5.236 5.241

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

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