NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 05-Jul-2011
Day Change Summary
Previous Current
01-Jul-2011 05-Jul-2011 Change Change % Previous Week
Open 4.800 4.760 -0.040 -0.8% 4.689
High 4.837 4.853 0.016 0.3% 4.868
Low 4.781 4.746 -0.035 -0.7% 4.686
Close 4.795 4.837 0.042 0.9% 4.795
Range 0.056 0.107 0.051 91.1% 0.182
ATR 0.104 0.104 0.000 0.2% 0.000
Volume 4,210 2,025 -2,185 -51.9% 13,076
Daily Pivots for day following 05-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.133 5.092 4.896
R3 5.026 4.985 4.866
R2 4.919 4.919 4.857
R1 4.878 4.878 4.847 4.899
PP 4.812 4.812 4.812 4.822
S1 4.771 4.771 4.827 4.792
S2 4.705 4.705 4.817
S3 4.598 4.664 4.808
S4 4.491 4.557 4.778
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.329 5.244 4.895
R3 5.147 5.062 4.845
R2 4.965 4.965 4.828
R1 4.880 4.880 4.812 4.923
PP 4.783 4.783 4.783 4.804
S1 4.698 4.698 4.778 4.741
S2 4.601 4.601 4.762
S3 4.419 4.516 4.745
S4 4.237 4.334 4.695
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.868 4.686 0.182 3.8% 0.105 2.2% 83% False False 2,865
10 4.930 4.686 0.244 5.0% 0.099 2.0% 62% False False 2,065
20 5.330 4.686 0.644 13.3% 0.103 2.1% 23% False False 2,086
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.308
2.618 5.133
1.618 5.026
1.000 4.960
0.618 4.919
HIGH 4.853
0.618 4.812
0.500 4.800
0.382 4.787
LOW 4.746
0.618 4.680
1.000 4.639
1.618 4.573
2.618 4.466
4.250 4.291
Fisher Pivots for day following 05-Jul-2011
Pivot 1 day 3 day
R1 4.825 4.817
PP 4.812 4.797
S1 4.800 4.777

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

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