NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 16-Jun-2011
Day Change Summary
Previous Current
15-Jun-2011 16-Jun-2011 Change Change % Previous Week
Open 5.035 5.046 0.011 0.2% 5.204
High 5.074 5.064 -0.010 -0.2% 5.330
Low 5.009 4.930 -0.079 -1.6% 5.099
Close 5.059 4.932 -0.127 -2.5% 5.192
Range 0.065 0.134 0.069 106.2% 0.231
ATR 0.110 0.112 0.002 1.6% 0.000
Volume 1,996 1,713 -283 -14.2% 12,206
Daily Pivots for day following 16-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.377 5.289 5.006
R3 5.243 5.155 4.969
R2 5.109 5.109 4.957
R1 5.021 5.021 4.944 4.998
PP 4.975 4.975 4.975 4.964
S1 4.887 4.887 4.920 4.864
S2 4.841 4.841 4.907
S3 4.707 4.753 4.895
S4 4.573 4.619 4.858
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 5.227 4.930 0.297 6.0% 0.104 2.1% 1% False True 2,553
10 5.330 4.930 0.400 8.1% 0.106 2.1% 1% False True 2,148
20 5.330 4.780 0.550 11.2% 0.109 2.2% 28% False False 1,781
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 0.023
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.634
2.618 5.415
1.618 5.281
1.000 5.198
0.618 5.147
HIGH 5.064
0.618 5.013
0.500 4.997
0.382 4.981
LOW 4.930
0.618 4.847
1.000 4.796
1.618 4.713
2.618 4.579
4.250 4.361
Fisher Pivots for day following 16-Jun-2011
Pivot 1 day 3 day
R1 4.997 5.023
PP 4.975 4.992
S1 4.954 4.962

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

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