NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 4.361 4.256 -0.105 -2.4% 4.570
High 4.365 4.344 -0.021 -0.5% 4.663
Low 4.286 4.255 -0.031 -0.7% 4.484
Close 4.302 4.314 0.012 0.3% 4.539
Range 0.079 0.089 0.010 12.7% 0.179
ATR 0.116 0.114 -0.002 -1.7% 0.000
Volume 5,566 6,117 551 9.9% 14,730
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.571 4.532 4.363
R3 4.482 4.443 4.338
R2 4.393 4.393 4.330
R1 4.354 4.354 4.322 4.374
PP 4.304 4.304 4.304 4.314
S1 4.265 4.265 4.306 4.285
S2 4.215 4.215 4.298
S3 4.126 4.176 4.290
S4 4.037 4.087 4.265
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 4.255 0.408 9.5% 0.098 2.3% 14% False True 4,831
10 4.663 4.255 0.408 9.5% 0.097 2.2% 14% False True 3,932
20 4.888 4.255 0.633 14.7% 0.100 2.3% 9% False True 3,641
40 4.888 4.209 0.679 15.7% 0.109 2.5% 15% False False 2,746
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.722
2.618 4.577
1.618 4.488
1.000 4.433
0.618 4.399
HIGH 4.344
0.618 4.310
0.500 4.300
0.382 4.289
LOW 4.255
0.618 4.200
1.000 4.166
1.618 4.111
2.618 4.022
4.250 3.877
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 4.309 4.378
PP 4.304 4.356
S1 4.300 4.335

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

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