NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 24-Jun-2011
Day Change Summary
Previous Current
23-Jun-2011 24-Jun-2011 Change Change % Previous Week
Open 4.829 4.706 -0.123 -2.5% 4.822
High 4.850 4.762 -0.088 -1.8% 4.930
Low 4.688 4.696 0.008 0.2% 4.688
Close 4.714 4.744 0.030 0.6% 4.744
Range 0.162 0.066 -0.096 -59.3% 0.242
ATR 0.111 0.107 -0.003 -2.9% 0.000
Volume 1,055 1,710 655 62.1% 6,996
Daily Pivots for day following 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.932 4.904 4.780
R3 4.866 4.838 4.762
R2 4.800 4.800 4.756
R1 4.772 4.772 4.750 4.786
PP 4.734 4.734 4.734 4.741
S1 4.706 4.706 4.738 4.720
S2 4.668 4.668 4.732
S3 4.602 4.640 4.726
S4 4.536 4.574 4.708
Weekly Pivots for week ending 24-Jun-2011
Classic Woodie Camarilla DeMark
R4 5.513 5.371 4.877
R3 5.271 5.129 4.811
R2 5.029 5.029 4.788
R1 4.887 4.887 4.766 4.837
PP 4.787 4.787 4.787 4.763
S1 4.645 4.645 4.722 4.595
S2 4.545 4.545 4.700
S3 4.303 4.403 4.677
S4 4.061 4.161 4.611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.930 4.688 0.242 5.1% 0.097 2.0% 23% False False 1,399
10 5.227 4.688 0.539 11.4% 0.105 2.2% 10% False False 1,581
20 5.330 4.688 0.642 13.5% 0.105 2.2% 9% False False 1,920
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.021
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5.043
2.618 4.935
1.618 4.869
1.000 4.828
0.618 4.803
HIGH 4.762
0.618 4.737
0.500 4.729
0.382 4.721
LOW 4.696
0.618 4.655
1.000 4.630
1.618 4.589
2.618 4.523
4.250 4.416
Fisher Pivots for day following 24-Jun-2011
Pivot 1 day 3 day
R1 4.739 4.809
PP 4.734 4.787
S1 4.729 4.766

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

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