NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 02-Jun-2010
Day Change Summary
Previous Current
01-Jun-2010 02-Jun-2010 Change Change % Previous Week
Open 5.504 5.392 -0.112 -2.0% 5.302
High 5.531 5.510 -0.021 -0.4% 5.504
Low 5.351 5.365 0.014 0.3% 5.228
Close 5.367 5.506 0.139 2.6% 5.467
Range 0.180 0.145 -0.035 -19.4% 0.276
ATR 0.128 0.129 0.001 1.0% 0.000
Volume 9,287 8,037 -1,250 -13.5% 38,273
Daily Pivots for day following 02-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.895 5.846 5.586
R3 5.750 5.701 5.546
R2 5.605 5.605 5.533
R1 5.556 5.556 5.519 5.581
PP 5.460 5.460 5.460 5.473
S1 5.411 5.411 5.493 5.436
S2 5.315 5.315 5.479
S3 5.170 5.266 5.466
S4 5.025 5.121 5.426
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 6.228 6.123 5.619
R3 5.952 5.847 5.543
R2 5.676 5.676 5.518
R1 5.571 5.571 5.492 5.624
PP 5.400 5.400 5.400 5.426
S1 5.295 5.295 5.442 5.348
S2 5.124 5.124 5.416
S3 4.848 5.019 5.391
S4 4.572 4.743 5.315
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.531 5.339 0.192 3.5% 0.138 2.5% 87% False False 8,711
10 5.588 5.228 0.360 6.5% 0.132 2.4% 77% False False 8,934
20 5.813 5.228 0.585 10.6% 0.120 2.2% 48% False False 10,121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.126
2.618 5.890
1.618 5.745
1.000 5.655
0.618 5.600
HIGH 5.510
0.618 5.455
0.500 5.438
0.382 5.420
LOW 5.365
0.618 5.275
1.000 5.220
1.618 5.130
2.618 4.985
4.250 4.749
Fisher Pivots for day following 02-Jun-2010
Pivot 1 day 3 day
R1 5.483 5.484
PP 5.460 5.463
S1 5.438 5.441

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

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