NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 24-Jun-2010
Day Change Summary
Previous Current
23-Jun-2010 24-Jun-2010 Change Change % Previous Week
Open 5.601 5.691 0.090 1.6% 5.755
High 5.712 5.725 0.013 0.2% 5.949
Low 5.600 5.623 0.023 0.4% 5.703
Close 5.691 5.660 -0.031 -0.5% 5.783
Range 0.112 0.102 -0.010 -8.9% 0.246
ATR 0.142 0.139 -0.003 -2.0% 0.000
Volume 9,902 9,872 -30 -0.3% 69,437
Daily Pivots for day following 24-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.975 5.920 5.716
R3 5.873 5.818 5.688
R2 5.771 5.771 5.679
R1 5.716 5.716 5.669 5.693
PP 5.669 5.669 5.669 5.658
S1 5.614 5.614 5.651 5.591
S2 5.567 5.567 5.641
S3 5.465 5.512 5.632
S4 5.363 5.410 5.604
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 5.542 0.407 7.2% 0.156 2.8% 29% False False 11,758
10 5.949 5.542 0.407 7.2% 0.131 2.3% 29% False False 12,861
20 5.949 5.339 0.610 10.8% 0.142 2.5% 53% False False 12,626
40 5.949 5.228 0.721 12.7% 0.132 2.3% 60% False False 11,330
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6.159
2.618 5.992
1.618 5.890
1.000 5.827
0.618 5.788
HIGH 5.725
0.618 5.686
0.500 5.674
0.382 5.662
LOW 5.623
0.618 5.560
1.000 5.521
1.618 5.458
2.618 5.356
4.250 5.190
Fisher Pivots for day following 24-Jun-2010
Pivot 1 day 3 day
R1 5.674 5.651
PP 5.669 5.642
S1 5.665 5.634

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

View Archives - Comment on this page... - Back to Index of Symbols