NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 5.552 5.507 -0.045 -0.8% 5.710
High 5.611 5.629 0.018 0.3% 5.804
Low 5.480 5.458 -0.022 -0.4% 5.196
Close 5.552 5.507 -0.045 -0.8% 5.242
Range 0.131 0.171 0.040 30.5% 0.608
ATR 0.205 0.203 -0.002 -1.2% 0.000
Volume 5,211 8,478 3,267 62.7% 26,999
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.044 5.947 5.601
R3 5.873 5.776 5.554
R2 5.702 5.702 5.538
R1 5.605 5.605 5.523 5.593
PP 5.531 5.531 5.531 5.525
S1 5.434 5.434 5.491 5.422
S2 5.360 5.360 5.476
S3 5.189 5.263 5.460
S4 5.018 5.092 5.413
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 7.238 6.848 5.576
R3 6.630 6.240 5.409
R2 6.022 6.022 5.353
R1 5.632 5.632 5.298 5.523
PP 5.414 5.414 5.414 5.360
S1 5.024 5.024 5.186 4.915
S2 4.806 4.806 5.131
S3 4.198 4.416 5.075
S4 3.590 3.808 4.908
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.629 5.196 0.433 7.9% 0.155 2.8% 72% True False 6,853
10 5.822 5.196 0.626 11.4% 0.173 3.1% 50% False False 5,530
20 6.010 5.196 0.814 14.8% 0.194 3.5% 38% False False 5,193
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.041
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6.356
2.618 6.077
1.618 5.906
1.000 5.800
0.618 5.735
HIGH 5.629
0.618 5.564
0.500 5.544
0.382 5.523
LOW 5.458
0.618 5.352
1.000 5.287
1.618 5.181
2.618 5.010
4.250 4.731
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 5.544 5.503
PP 5.531 5.500
S1 5.519 5.496

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

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