NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 5.204 5.260 0.056 1.1% 5.090
High 5.271 5.270 -0.001 0.0% 5.289
Low 5.185 5.211 0.026 0.5% 5.090
Close 5.256 5.267 0.011 0.2% 5.161
Range 0.086 0.059 -0.027 -31.4% 0.199
ATR 0.112 0.108 -0.004 -3.4% 0.000
Volume 1,391 1,792 401 28.8% 8,606
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.426 5.406 5.299
R3 5.367 5.347 5.283
R2 5.308 5.308 5.278
R1 5.288 5.288 5.272 5.298
PP 5.249 5.249 5.249 5.255
S1 5.229 5.229 5.262 5.239
S2 5.190 5.190 5.256
S3 5.131 5.170 5.251
S4 5.072 5.111 5.235
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.777 5.668 5.270
R3 5.578 5.469 5.216
R2 5.379 5.379 5.197
R1 5.270 5.270 5.179 5.325
PP 5.180 5.180 5.180 5.207
S1 5.071 5.071 5.143 5.126
S2 4.981 4.981 5.125
S3 4.782 4.872 5.106
S4 4.583 4.673 5.052
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.289 5.111 0.178 3.4% 0.089 1.7% 88% False False 1,950
10 5.289 4.880 0.409 7.8% 0.099 1.9% 95% False False 1,630
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.521
2.618 5.424
1.618 5.365
1.000 5.329
0.618 5.306
HIGH 5.270
0.618 5.247
0.500 5.241
0.382 5.234
LOW 5.211
0.618 5.175
1.000 5.152
1.618 5.116
2.618 5.057
4.250 4.960
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 5.258 5.247
PP 5.249 5.227
S1 5.241 5.207

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

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