NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 4.294 4.155 -0.139 -3.2% 4.356
High 4.309 4.158 -0.151 -3.5% 4.507
Low 4.136 4.056 -0.080 -1.9% 4.305
Close 4.140 4.072 -0.068 -1.6% 4.342
Range 0.173 0.102 -0.071 -41.0% 0.202
ATR 0.144 0.141 -0.003 -2.1% 0.000
Volume 61,879 105,717 43,838 70.8% 211,526
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.401 4.339 4.128
R3 4.299 4.237 4.100
R2 4.197 4.197 4.091
R1 4.135 4.135 4.081 4.115
PP 4.095 4.095 4.095 4.086
S1 4.033 4.033 4.063 4.013
S2 3.993 3.993 4.053
S3 3.891 3.931 4.044
S4 3.789 3.829 4.016
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.991 4.868 4.453
R3 4.789 4.666 4.398
R2 4.587 4.587 4.379
R1 4.464 4.464 4.361 4.425
PP 4.385 4.385 4.385 4.365
S1 4.262 4.262 4.323 4.223
S2 4.183 4.183 4.305
S3 3.981 4.060 4.286
S4 3.779 3.858 4.231
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.507 4.056 0.451 11.1% 0.122 3.0% 4% False True 61,875
10 4.539 4.056 0.483 11.9% 0.129 3.2% 3% False True 49,490
20 4.800 4.056 0.744 18.3% 0.137 3.4% 2% False True 44,294
40 4.800 3.980 0.820 20.1% 0.142 3.5% 11% False False 34,754
60 4.800 3.879 0.921 22.6% 0.143 3.5% 21% False False 30,514
80 4.800 3.848 0.952 23.4% 0.139 3.4% 24% False False 26,475
100 4.800 3.848 0.952 23.4% 0.128 3.1% 24% False False 22,930
120 4.800 3.848 0.952 23.4% 0.122 3.0% 24% False False 20,142
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.023
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.592
2.618 4.425
1.618 4.323
1.000 4.260
0.618 4.221
HIGH 4.158
0.618 4.119
0.500 4.107
0.382 4.095
LOW 4.056
0.618 3.993
1.000 3.954
1.618 3.891
2.618 3.789
4.250 3.623
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 4.107 4.222
PP 4.095 4.172
S1 4.084 4.122

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

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