NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 27-Jun-2011
Day Change Summary
Previous Current
24-Jun-2011 27-Jun-2011 Change Change % Previous Week
Open 4.706 4.689 -0.017 -0.4% 4.822
High 4.762 4.745 -0.017 -0.4% 4.930
Low 4.696 4.689 -0.007 -0.1% 4.688
Close 4.744 4.740 -0.004 -0.1% 4.744
Range 0.066 0.056 -0.010 -15.2% 0.242
ATR 0.107 0.104 -0.004 -3.4% 0.000
Volume 1,710 772 -938 -54.9% 6,996
Daily Pivots for day following 27-Jun-2011
Classic Woodie Camarilla DeMark
R4 4.893 4.872 4.771
R3 4.837 4.816 4.755
R2 4.781 4.781 4.750
R1 4.760 4.760 4.745 4.771
PP 4.725 4.725 4.725 4.730
S1 4.704 4.704 4.735 4.715
S2 4.669 4.669 4.730
S3 4.613 4.648 4.725
S4 4.557 4.592 4.709
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% 0.093 2.0% 21% False False 1,264
10 5.115 4.688 0.427 9.0% 0.093 2.0% 12% False False 1,519
20 5.330 4.688 0.642 13.5% 0.100 2.1% 8% False False 1,869
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.018
Narrowest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 4.983
2.618 4.892
1.618 4.836
1.000 4.801
0.618 4.780
HIGH 4.745
0.618 4.724
0.500 4.717
0.382 4.710
LOW 4.689
0.618 4.654
1.000 4.633
1.618 4.598
2.618 4.542
4.250 4.451
Fisher Pivots for day following 27-Jun-2011
Pivot 1 day 3 day
R1 4.732 4.769
PP 4.725 4.759
S1 4.717 4.750

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

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