NYMEX Natural Gas Future February 2012


Trading Metrics calculated at close of trading on 06-Jul-2011
Day Change Summary
Previous Current
05-Jul-2011 06-Jul-2011 Change Change % Previous Week
Open 4.760 4.795 0.035 0.7% 4.689
High 4.853 4.809 -0.044 -0.9% 4.868
Low 4.746 4.717 -0.029 -0.6% 4.686
Close 4.837 4.721 -0.116 -2.4% 4.795
Range 0.107 0.092 -0.015 -14.0% 0.182
ATR 0.104 0.105 0.001 1.1% 0.000
Volume 2,025 1,998 -27 -1.3% 13,076
Daily Pivots for day following 06-Jul-2011
Classic Woodie Camarilla DeMark
R4 5.025 4.965 4.772
R3 4.933 4.873 4.746
R2 4.841 4.841 4.738
R1 4.781 4.781 4.729 4.765
PP 4.749 4.749 4.749 4.741
S1 4.689 4.689 4.713 4.673
S2 4.657 4.657 4.704
S3 4.565 4.597 4.696
S4 4.473 4.505 4.670
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 3.9% 0.102 2.2% 19% False False 2,850
10 4.930 4.686 0.244 5.2% 0.100 2.1% 14% False False 2,102
20 5.330 4.686 0.644 13.6% 0.104 2.2% 5% False False 2,096
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 0.021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.200
2.618 5.050
1.618 4.958
1.000 4.901
0.618 4.866
HIGH 4.809
0.618 4.774
0.500 4.763
0.382 4.752
LOW 4.717
0.618 4.660
1.000 4.625
1.618 4.568
2.618 4.476
4.250 4.326
Fisher Pivots for day following 06-Jul-2011
Pivot 1 day 3 day
R1 4.763 4.785
PP 4.749 4.764
S1 4.735 4.742

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

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