NYMEX Natural Gas Future January 2011


Trading Metrics calculated at close of trading on 02-Jul-2010
Day Change Summary
Previous Current
01-Jul-2010 02-Jul-2010 Change Change % Previous Week
Open 5.415 5.530 0.115 2.1% 5.694
High 5.611 5.557 -0.054 -1.0% 5.705
Low 5.356 5.393 0.037 0.7% 5.356
Close 5.565 5.451 -0.114 -2.0% 5.451
Range 0.255 0.164 -0.091 -35.7% 0.349
ATR 0.145 0.147 0.002 1.3% 0.000
Volume 15,710 18,776 3,066 19.5% 63,309
Daily Pivots for day following 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5.959 5.869 5.541
R3 5.795 5.705 5.496
R2 5.631 5.631 5.481
R1 5.541 5.541 5.466 5.504
PP 5.467 5.467 5.467 5.449
S1 5.377 5.377 5.436 5.340
S2 5.303 5.303 5.421
S3 5.139 5.213 5.406
S4 4.975 5.049 5.361
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 6.551 6.350 5.643
R3 6.202 6.001 5.547
R2 5.853 5.853 5.515
R1 5.652 5.652 5.483 5.578
PP 5.504 5.504 5.504 5.467
S1 5.303 5.303 5.419 5.229
S2 5.155 5.155 5.387
S3 4.806 4.954 5.355
S4 4.457 4.605 5.259
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5.705 5.356 0.349 6.4% 0.162 3.0% 27% False False 12,661
10 5.904 5.356 0.548 10.1% 0.150 2.7% 17% False False 11,627
20 5.949 5.356 0.593 10.9% 0.141 2.6% 16% False False 12,814
40 5.949 5.228 0.721 13.2% 0.135 2.5% 31% False False 11,843
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 0.019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6.254
2.618 5.986
1.618 5.822
1.000 5.721
0.618 5.658
HIGH 5.557
0.618 5.494
0.500 5.475
0.382 5.456
LOW 5.393
0.618 5.292
1.000 5.229
1.618 5.128
2.618 4.964
4.250 4.696
Fisher Pivots for day following 02-Jul-2010
Pivot 1 day 3 day
R1 5.475 5.484
PP 5.467 5.473
S1 5.459 5.462

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

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