NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 23-Jun-2011
Day Change Summary
Previous Current
22-Jun-2011 23-Jun-2011 Change Change % Previous Week
Open 4.928 4.829 -0.099 -2.0% 5.193
High 4.930 4.850 -0.080 -1.6% 5.227
Low 4.830 4.688 -0.142 -2.9% 4.840
Close 4.831 4.714 -0.117 -2.4% 4.842
Range 0.100 0.162 0.062 62.0% 0.387
ATR 0.107 0.111 0.004 3.7% 0.000
Volume 1,165 1,055 -110 -9.4% 8,817
Daily Pivots for day following 23-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.237 5.137 4.803
R3 5.075 4.975 4.759
R2 4.913 4.913 4.744
R1 4.813 4.813 4.729 4.782
PP 4.751 4.751 4.751 4.735
S1 4.651 4.651 4.699 4.620
S2 4.589 4.589 4.684
S3 4.427 4.489 4.669
S4 4.265 4.327 4.625
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 4.950 4.688 0.262 5.6% 0.106 2.2% 10% False True 1,528
10 5.227 4.688 0.539 11.4% 0.105 2.2% 5% False True 2,040
20 5.330 4.688 0.642 13.6% 0.109 2.3% 4% False True 1,881
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5.539
2.618 5.274
1.618 5.112
1.000 5.012
0.618 4.950
HIGH 4.850
0.618 4.788
0.500 4.769
0.382 4.750
LOW 4.688
0.618 4.588
1.000 4.526
1.618 4.426
2.618 4.264
4.250 4.000
Fisher Pivots for day following 23-Jun-2011
Pivot 1 day 3 day
R1 4.769 4.809
PP 4.751 4.777
S1 4.732 4.746

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

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