NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 01-Feb-2011
Day Change Summary
Previous Current
31-Jan-2011 01-Feb-2011 Change Change % Previous Week
Open 4.570 4.544 -0.026 -0.6% 4.888
High 4.627 4.560 -0.067 -1.4% 4.888
Low 4.484 4.515 0.031 0.7% 4.450
Close 4.590 4.536 -0.054 -1.2% 4.511
Range 0.143 0.045 -0.098 -68.5% 0.438
ATR 0.124 0.121 -0.004 -2.8% 0.000
Volume 1,906 3,251 1,345 70.6% 19,051
Daily Pivots for day following 01-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.672 4.649 4.561
R3 4.627 4.604 4.548
R2 4.582 4.582 4.544
R1 4.559 4.559 4.540 4.548
PP 4.537 4.537 4.537 4.532
S1 4.514 4.514 4.532 4.503
S2 4.492 4.492 4.528
S3 4.447 4.469 4.524
S4 4.402 4.424 4.511
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.930 5.659 4.752
R3 5.492 5.221 4.631
R2 5.054 5.054 4.591
R1 4.783 4.783 4.551 4.700
PP 4.616 4.616 4.616 4.575
S1 4.345 4.345 4.471 4.262
S2 4.178 4.178 4.431
S3 3.740 3.907 4.391
S4 3.302 3.469 4.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.670 4.450 0.220 4.9% 0.101 2.2% 39% False False 3,139
10 4.888 4.450 0.438 9.7% 0.105 2.3% 20% False False 3,396
20 4.888 4.450 0.438 9.7% 0.113 2.5% 20% False False 3,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 4.751
2.618 4.678
1.618 4.633
1.000 4.605
0.618 4.588
HIGH 4.560
0.618 4.543
0.500 4.538
0.382 4.532
LOW 4.515
0.618 4.487
1.000 4.470
1.618 4.442
2.618 4.397
4.250 4.324
Fisher Pivots for day following 01-Feb-2011
Pivot 1 day 3 day
R1 4.538 4.539
PP 4.537 4.538
S1 4.537 4.537

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

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