NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 5.193 5.097 -0.096 -1.8% 5.204
High 5.227 5.115 -0.112 -2.1% 5.330
Low 5.056 5.032 -0.024 -0.5% 5.099
Close 5.101 5.050 -0.051 -1.0% 5.192
Range 0.171 0.083 -0.088 -51.5% 0.231
ATR 0.116 0.113 -0.002 -2.0% 0.000
Volume 1,394 1,357 -37 -2.7% 12,206
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.315 5.265 5.096
R3 5.232 5.182 5.073
R2 5.149 5.149 5.065
R1 5.099 5.099 5.058 5.083
PP 5.066 5.066 5.066 5.057
S1 5.016 5.016 5.042 5.000
S2 4.983 4.983 5.035
S3 4.900 4.933 5.027
S4 4.817 4.850 5.004
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.900 5.777 5.319
R3 5.669 5.546 5.256
R2 5.438 5.438 5.234
R1 5.315 5.315 5.213 5.261
PP 5.207 5.207 5.207 5.180
S1 5.084 5.084 5.171 5.030
S2 4.976 4.976 5.150
S3 4.745 4.853 5.128
S4 4.514 4.622 5.065
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.330 5.032 0.298 5.9% 0.124 2.5% 6% False True 2,354
10 5.330 5.032 0.298 5.9% 0.107 2.1% 6% False True 2,152
20 5.330 4.780 0.550 10.9% 0.108 2.1% 49% False False 1,895
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.468
2.618 5.332
1.618 5.249
1.000 5.198
0.618 5.166
HIGH 5.115
0.618 5.083
0.500 5.074
0.382 5.064
LOW 5.032
0.618 4.981
1.000 4.949
1.618 4.898
2.618 4.815
4.250 4.679
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 5.074 5.130
PP 5.066 5.103
S1 5.058 5.077

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

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