NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 5.624 5.431 -0.193 -3.4% 5.665
High 5.624 5.440 -0.184 -3.3% 5.904
Low 5.418 5.362 -0.056 -1.0% 5.542
Close 5.427 5.434 0.007 0.1% 5.743
Range 0.206 0.078 -0.128 -62.1% 0.362
ATR 0.141 0.137 -0.005 -3.2% 0.000
Volume 9,011 12,497 3,486 38.7% 52,968
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 5.646 5.618 5.477
R3 5.568 5.540 5.455
R2 5.490 5.490 5.448
R1 5.462 5.462 5.441 5.476
PP 5.412 5.412 5.412 5.419
S1 5.384 5.384 5.427 5.398
S2 5.334 5.334 5.420
S3 5.256 5.306 5.413
S4 5.178 5.228 5.391
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 6.816 6.641 5.942
R3 6.454 6.279 5.843
R2 6.092 6.092 5.809
R1 5.917 5.917 5.776 6.005
PP 5.730 5.730 5.730 5.773
S1 5.555 5.555 5.710 5.643
S2 5.368 5.368 5.677
S3 5.006 5.193 5.643
S4 4.644 4.831 5.544
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.750 5.362 0.388 7.1% 0.114 2.1% 19% False True 9,375
10 5.949 5.362 0.587 10.8% 0.136 2.5% 12% False True 11,160
20 5.949 5.362 0.587 10.8% 0.138 2.5% 12% False True 12,623
40 5.949 5.228 0.721 13.3% 0.129 2.4% 29% False False 11,372
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5.772
2.618 5.644
1.618 5.566
1.000 5.518
0.618 5.488
HIGH 5.440
0.618 5.410
0.500 5.401
0.382 5.392
LOW 5.362
0.618 5.314
1.000 5.284
1.618 5.236
2.618 5.158
4.250 5.031
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 5.423 5.534
PP 5.412 5.500
S1 5.401 5.467

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

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