NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 4.066 4.020 -0.046 -1.1% 4.042
High 4.082 4.158 0.076 1.9% 4.158
Low 3.960 3.961 0.001 0.0% 3.960
Close 4.007 4.133 0.126 3.1% 4.133
Range 0.122 0.197 0.075 61.5% 0.198
ATR 0.115 0.121 0.006 5.1% 0.000
Volume 9,210 17,391 8,181 88.8% 51,185
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.675 4.601 4.241
R3 4.478 4.404 4.187
R2 4.281 4.281 4.169
R1 4.207 4.207 4.151 4.244
PP 4.084 4.084 4.084 4.103
S1 4.010 4.010 4.115 4.047
S2 3.887 3.887 4.097
S3 3.690 3.813 4.079
S4 3.493 3.616 4.025
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.603 4.242
R3 4.480 4.405 4.187
R2 4.282 4.282 4.169
R1 4.207 4.207 4.151 4.245
PP 4.084 4.084 4.084 4.102
S1 4.009 4.009 4.115 4.047
S2 3.886 3.886 4.097
S3 3.688 3.811 4.079
S4 3.490 3.613 4.024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.158 3.960 0.198 4.8% 0.127 3.1% 87% True False 13,202
10 4.172 3.960 0.212 5.1% 0.106 2.6% 82% False False 15,622
20 4.596 3.960 0.636 15.4% 0.112 2.7% 27% False False 16,182
40 4.850 3.960 0.890 21.5% 0.122 2.9% 19% False False 11,989
60 4.850 3.960 0.890 21.5% 0.123 3.0% 19% False False 9,523
80 4.850 3.960 0.890 21.5% 0.124 3.0% 19% False False 7,689
100 4.850 3.942 0.908 22.0% 0.118 2.9% 21% False False 6,471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 4.995
2.618 4.674
1.618 4.477
1.000 4.355
0.618 4.280
HIGH 4.158
0.618 4.083
0.500 4.060
0.382 4.036
LOW 3.961
0.618 3.839
1.000 3.764
1.618 3.642
2.618 3.445
4.250 3.124
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 4.109 4.108
PP 4.084 4.084
S1 4.060 4.059

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

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