NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 4.222 4.230 0.008 0.2% 4.444
High 4.248 4.290 0.042 1.0% 4.596
Low 4.149 4.140 -0.009 -0.2% 4.389
Close 4.214 4.175 -0.039 -0.9% 4.456
Range 0.099 0.150 0.051 51.5% 0.207
ATR 0.127 0.128 0.002 1.3% 0.000
Volume 24,639 17,557 -7,082 -28.7% 69,562
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.652 4.563 4.258
R3 4.502 4.413 4.216
R2 4.352 4.352 4.203
R1 4.263 4.263 4.189 4.233
PP 4.202 4.202 4.202 4.186
S1 4.113 4.113 4.161 4.083
S2 4.052 4.052 4.148
S3 3.902 3.963 4.134
S4 3.752 3.813 4.093
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.101 4.986 4.570
R3 4.894 4.779 4.513
R2 4.687 4.687 4.494
R1 4.572 4.572 4.475 4.630
PP 4.480 4.480 4.480 4.509
S1 4.365 4.365 4.437 4.423
S2 4.273 4.273 4.418
S3 4.066 4.158 4.399
S4 3.859 3.951 4.342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.488 4.140 0.348 8.3% 0.119 2.9% 10% False True 21,541
10 4.596 4.140 0.456 10.9% 0.117 2.8% 8% False True 16,742
20 4.850 4.140 0.710 17.0% 0.126 3.0% 5% False True 12,757
40 4.850 4.078 0.772 18.5% 0.126 3.0% 13% False False 9,147
60 4.850 4.033 0.817 19.6% 0.128 3.1% 17% False False 7,327
80 4.850 3.942 0.908 21.7% 0.126 3.0% 26% False False 5,930
100 4.850 3.942 0.908 21.7% 0.115 2.8% 26% False False 5,035
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.928
2.618 4.683
1.618 4.533
1.000 4.440
0.618 4.383
HIGH 4.290
0.618 4.233
0.500 4.215
0.382 4.197
LOW 4.140
0.618 4.047
1.000 3.990
1.618 3.897
2.618 3.747
4.250 3.503
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4.215 4.215
PP 4.202 4.202
S1 4.188 4.188

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

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