NYMEX Natural Gas Future January 2012


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 5.264 5.160 -0.104 -2.0% 5.232
High 5.356 5.217 -0.139 -2.6% 5.356
Low 5.046 5.146 0.100 2.0% 5.046
Close 5.140 5.207 0.067 1.3% 5.207
Range 0.310 0.071 -0.239 -77.1% 0.310
ATR 0.123 0.120 -0.003 -2.7% 0.000
Volume 10,764 25,239 14,475 134.5% 78,727
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.403 5.376 5.246
R3 5.332 5.305 5.227
R2 5.261 5.261 5.220
R1 5.234 5.234 5.214 5.248
PP 5.190 5.190 5.190 5.197
S1 5.163 5.163 5.200 5.177
S2 5.119 5.119 5.194
S3 5.048 5.092 5.187
S4 4.977 5.021 5.168
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.133 5.980 5.378
R3 5.823 5.670 5.292
R2 5.513 5.513 5.264
R1 5.360 5.360 5.235 5.282
PP 5.203 5.203 5.203 5.164
S1 5.050 5.050 5.179 4.972
S2 4.893 4.893 5.150
S3 4.583 4.740 5.122
S4 4.273 4.430 5.037
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.356 5.046 0.310 6.0% 0.123 2.4% 52% False False 15,745
10 5.356 4.954 0.402 7.7% 0.115 2.2% 63% False False 16,569
20 5.356 4.786 0.570 10.9% 0.115 2.2% 74% False False 12,400
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.519
2.618 5.403
1.618 5.332
1.000 5.288
0.618 5.261
HIGH 5.217
0.618 5.190
0.500 5.182
0.382 5.173
LOW 5.146
0.618 5.102
1.000 5.075
1.618 5.031
2.618 4.960
4.250 4.844
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 5.199 5.205
PP 5.190 5.203
S1 5.182 5.201

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

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