NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 5.097 5.035 -0.062 -1.2% 5.204
High 5.115 5.074 -0.041 -0.8% 5.330
Low 5.032 5.009 -0.023 -0.5% 5.099
Close 5.050 5.059 0.009 0.2% 5.192
Range 0.083 0.065 -0.018 -21.7% 0.231
ATR 0.113 0.110 -0.003 -3.1% 0.000
Volume 1,357 1,996 639 47.1% 12,206
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.242 5.216 5.095
R3 5.177 5.151 5.077
R2 5.112 5.112 5.071
R1 5.086 5.086 5.065 5.099
PP 5.047 5.047 5.047 5.054
S1 5.021 5.021 5.053 5.034
S2 4.982 4.982 5.047
S3 4.917 4.956 5.041
S4 4.852 4.891 5.023
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 5.009 0.321 6.3% 0.123 2.4% 16% False True 2,539
10 5.330 5.009 0.321 6.3% 0.107 2.1% 16% False True 2,144
20 5.330 4.780 0.550 10.9% 0.105 2.1% 51% False False 1,783
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.022
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.350
2.618 5.244
1.618 5.179
1.000 5.139
0.618 5.114
HIGH 5.074
0.618 5.049
0.500 5.042
0.382 5.034
LOW 5.009
0.618 4.969
1.000 4.944
1.618 4.904
2.618 4.839
4.250 4.733
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 5.053 5.118
PP 5.047 5.098
S1 5.042 5.079

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

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