NYMEX Natural Gas Future June 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 5.460 5.543 0.083 1.5% 5.504
High 5.630 5.635 0.005 0.1% 5.738
Low 5.344 5.434 0.090 1.7% 5.344
Close 5.564 5.434 -0.130 -2.3% 5.564
Range 0.286 0.201 -0.085 -29.7% 0.394
ATR 0.196 0.196 0.000 0.2% 0.000
Volume 8,644 10,527 1,883 21.8% 53,468
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.104 5.970 5.545
R3 5.903 5.769 5.489
R2 5.702 5.702 5.471
R1 5.568 5.568 5.452 5.535
PP 5.501 5.501 5.501 5.484
S1 5.367 5.367 5.416 5.334
S2 5.300 5.300 5.397
S3 5.099 5.166 5.379
S4 4.898 4.965 5.323
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 6.731 6.541 5.781
R3 6.337 6.147 5.672
R2 5.943 5.943 5.636
R1 5.753 5.753 5.600 5.848
PP 5.549 5.549 5.549 5.596
S1 5.359 5.359 5.528 5.454
S2 5.155 5.155 5.492
S3 4.761 4.965 5.456
S4 4.367 4.571 5.347
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.635 5.344 0.291 5.4% 0.177 3.3% 31% True False 9,971
10 5.738 5.335 0.403 7.4% 0.180 3.3% 25% False False 9,783
20 5.822 5.196 0.626 11.5% 0.176 3.2% 38% False False 7,389
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 0.047
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.489
2.618 6.161
1.618 5.960
1.000 5.836
0.618 5.759
HIGH 5.635
0.618 5.558
0.500 5.535
0.382 5.511
LOW 5.434
0.618 5.310
1.000 5.233
1.618 5.109
2.618 4.908
4.250 4.580
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 5.535 5.490
PP 5.501 5.471
S1 5.468 5.453

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

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