NYMEX Natural Gas Future February 2012

Trading Metrics calculated at close of trading on 08-Jun-2011

Day Change Summary
	Previous	Current
	07-Jun-2011	08-Jun-2011	Change	Change %	Previous Week
Open	5.260	5.253	-0.007	-0.1%	5.090
High	5.270	5.288	0.018	0.3%	5.289
Low	5.211	5.220	0.009	0.2%	5.090
Close	5.267	5.281	0.014	0.3%	5.161
Range	0.059	0.068	0.009	15.3%	0.199
ATR	0.108	0.105	-0.003	-2.6%	0.000
Volume	1,792	1,072	-720	-40.2%	8,606

Daily Pivots for day following 08-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.467	5.442	5.318
R3	5.399	5.374	5.300
R2	5.331	5.331	5.293
R1	5.306	5.306	5.287	5.319
PP	5.263	5.263	5.263	5.269
S1	5.238	5.238	5.275	5.251
S2	5.195	5.195	5.269
S3	5.127	5.170	5.262
S4	5.059	5.102	5.244

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	5.143	0.146	2.8%	0.090	1.7%	95%	False	False	1,749
10	5.289	4.880	0.409	7.7%	0.095	1.8%	98%	False	False	1,640

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	0.017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5.577
2.618	5.466
1.618	5.398
1.000	5.356
0.618	5.330
HIGH	5.288
0.618	5.262
0.500	5.254
0.382	5.246
LOW	5.220
0.618	5.178
1.000	5.152
1.618	5.110
2.618	5.042
4.250	4.931

Fisher Pivots for day following 08-Jun-2011
Pivot	1 day	3 day
R1	5.272	5.266
PP	5.263	5.251
S1	5.254	5.237

Download as Excel Spreadsheet

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

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