NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 5.860 5.943 0.083 1.4% 5.755
High 5.907 5.949 0.042 0.7% 5.949
Low 5.795 5.777 -0.018 -0.3% 5.703
Close 5.897 5.783 -0.114 -1.9% 5.783
Range 0.112 0.172 0.060 53.6% 0.246
ATR 0.134 0.136 0.003 2.0% 0.000
Volume 15,803 14,006 -1,797 -11.4% 69,437
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.352 6.240 5.878
R3 6.180 6.068 5.830
R2 6.008 6.008 5.815
R1 5.896 5.896 5.799 5.866
PP 5.836 5.836 5.836 5.822
S1 5.724 5.724 5.767 5.694
S2 5.664 5.664 5.751
S3 5.492 5.552 5.736
S4 5.320 5.380 5.688
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.550 6.412 5.918
R3 6.304 6.166 5.851
R2 6.058 6.058 5.828
R1 5.920 5.920 5.806 5.989
PP 5.812 5.812 5.812 5.846
S1 5.674 5.674 5.760 5.743
S2 5.566 5.566 5.738
S3 5.320 5.428 5.715
S4 5.074 5.182 5.648
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.949 5.703 0.246 4.3% 0.129 2.2% 33% True False 13,887
10 5.949 5.583 0.366 6.3% 0.133 2.3% 55% True False 14,001
20 5.949 5.228 0.721 12.5% 0.135 2.3% 77% True False 11,789
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.033
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.680
2.618 6.399
1.618 6.227
1.000 6.121
0.618 6.055
HIGH 5.949
0.618 5.883
0.500 5.863
0.382 5.843
LOW 5.777
0.618 5.671
1.000 5.605
1.618 5.499
2.618 5.327
4.250 5.046
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 5.863 5.863
PP 5.836 5.836
S1 5.810 5.810

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

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