NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 4.635 4.560 -0.075 -1.6% 4.570
High 4.663 4.560 -0.103 -2.2% 4.663
Low 4.536 4.508 -0.028 -0.6% 4.484
Close 4.545 4.539 -0.006 -0.1% 4.539
Range 0.127 0.052 -0.075 -59.1% 0.179
ATR 0.118 0.114 -0.005 -4.0% 0.000
Volume 3,114 3,698 584 18.8% 14,730
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.692 4.667 4.568
R3 4.640 4.615 4.553
R2 4.588 4.588 4.549
R1 4.563 4.563 4.544 4.550
PP 4.536 4.536 4.536 4.529
S1 4.511 4.511 4.534 4.498
S2 4.484 4.484 4.529
S3 4.432 4.459 4.525
S4 4.380 4.407 4.510
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.099 4.998 4.637
R3 4.920 4.819 4.588
R2 4.741 4.741 4.572
R1 4.640 4.640 4.555 4.601
PP 4.562 4.562 4.562 4.543
S1 4.461 4.461 4.523 4.422
S2 4.383 4.383 4.506
S3 4.204 4.282 4.490
S4 4.025 4.103 4.441
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.484 0.179 3.9% 0.088 1.9% 31% False False 2,946
10 4.888 4.450 0.438 9.6% 0.100 2.2% 20% False False 3,378
20 4.888 4.450 0.438 9.6% 0.103 2.3% 20% False False 3,196
40 4.888 4.209 0.679 15.0% 0.111 2.4% 49% False False 2,511
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 True
Bear Hook False
Bull Hook False
Stretch 0.019
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.781
2.618 4.696
1.618 4.644
1.000 4.612
0.618 4.592
HIGH 4.560
0.618 4.540
0.500 4.534
0.382 4.528
LOW 4.508
0.618 4.476
1.000 4.456
1.618 4.424
2.618 4.372
4.250 4.287
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 4.537 4.586
PP 4.536 4.570
S1 4.534 4.555

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

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