NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 4.424 4.490 0.066 1.5% 4.546
High 4.478 4.505 0.027 0.6% 4.691
Low 4.364 4.389 0.025 0.6% 4.364
Close 4.475 4.468 -0.007 -0.2% 4.475
Range 0.114 0.116 0.002 1.8% 0.327
ATR 0.137 0.135 -0.001 -1.1% 0.000
Volume 7,440 8,848 1,408 18.9% 35,690
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 4.802 4.751 4.532
R3 4.686 4.635 4.500
R2 4.570 4.570 4.489
R1 4.519 4.519 4.479 4.487
PP 4.454 4.454 4.454 4.438
S1 4.403 4.403 4.457 4.371
S2 4.338 4.338 4.447
S3 4.222 4.287 4.436
S4 4.106 4.171 4.404
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.491 5.310 4.655
R3 5.164 4.983 4.565
R2 4.837 4.837 4.535
R1 4.656 4.656 4.505 4.583
PP 4.510 4.510 4.510 4.474
S1 4.329 4.329 4.445 4.256
S2 4.183 4.183 4.415
S3 3.856 4.002 4.385
S4 3.529 3.675 4.295
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.691 4.364 0.327 7.3% 0.139 3.1% 32% False False 8,377
10 4.691 4.223 0.468 10.5% 0.128 2.9% 52% False False 5,665
20 4.691 4.078 0.613 13.7% 0.130 2.9% 64% False False 5,255
40 4.691 3.980 0.711 15.9% 0.129 2.9% 69% False False 4,305
60 4.691 3.942 0.749 16.8% 0.123 2.8% 70% False False 3,437
80 4.691 3.942 0.749 16.8% 0.112 2.5% 70% False False 2,942
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 0.030
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.998
2.618 4.809
1.618 4.693
1.000 4.621
0.618 4.577
HIGH 4.505
0.618 4.461
0.500 4.447
0.382 4.433
LOW 4.389
0.618 4.317
1.000 4.273
1.618 4.201
2.618 4.085
4.250 3.896
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 4.461 4.479
PP 4.454 4.475
S1 4.447 4.472

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

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