NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 5.046 4.914 -0.132 -2.6% 5.193
High 5.064 4.950 -0.114 -2.3% 5.227
Low 4.930 4.840 -0.090 -1.8% 4.840
Close 4.932 4.842 -0.090 -1.8% 4.842
Range 0.134 0.110 -0.024 -17.9% 0.387
ATR 0.112 0.112 0.000 -0.1% 0.000
Volume 1,713 2,357 644 37.6% 8,817
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.207 5.135 4.903
R3 5.097 5.025 4.872
R2 4.987 4.987 4.862
R1 4.915 4.915 4.852 4.896
PP 4.877 4.877 4.877 4.868
S1 4.805 4.805 4.832 4.786
S2 4.767 4.767 4.822
S3 4.657 4.695 4.812
S4 4.547 4.585 4.782
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6.131 5.873 5.055
R3 5.744 5.486 4.948
R2 5.357 5.357 4.913
R1 5.099 5.099 4.877 5.035
PP 4.970 4.970 4.970 4.937
S1 4.712 4.712 4.807 4.648
S2 4.583 4.583 4.771
S3 4.196 4.325 4.736
S4 3.809 3.938 4.629
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.227 4.840 0.387 8.0% 0.113 2.3% 1% False True 1,763
10 5.330 4.840 0.490 10.1% 0.107 2.2% 0% False True 2,102
20 5.330 4.780 0.550 11.4% 0.110 2.3% 11% False False 1,844
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.418
2.618 5.238
1.618 5.128
1.000 5.060
0.618 5.018
HIGH 4.950
0.618 4.908
0.500 4.895
0.382 4.882
LOW 4.840
0.618 4.772
1.000 4.730
1.618 4.662
2.618 4.552
4.250 4.373
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 4.895 4.957
PP 4.877 4.919
S1 4.860 4.880

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

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