NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 4.293 4.238 -0.055 -1.3% 4.495
High 4.400 4.250 -0.150 -3.4% 4.500
Low 4.244 4.210 -0.034 -0.8% 4.210
Close 4.277 4.227 -0.050 -1.2% 4.227
Range 0.156 0.040 -0.116 -74.4% 0.290
ATR 0.117 0.113 -0.004 -3.0% 0.000
Volume 4,418 6,578 2,160 48.9% 28,340
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.349 4.328 4.249
R3 4.309 4.288 4.238
R2 4.269 4.269 4.234
R1 4.248 4.248 4.231 4.239
PP 4.229 4.229 4.229 4.224
S1 4.208 4.208 4.223 4.199
S2 4.189 4.189 4.220
S3 4.149 4.168 4.216
S4 4.109 4.128 4.205
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.182 4.995 4.387
R3 4.892 4.705 4.307
R2 4.602 4.602 4.280
R1 4.415 4.415 4.254 4.364
PP 4.312 4.312 4.312 4.287
S1 4.125 4.125 4.200 4.074
S2 4.022 4.022 4.174
S3 3.732 3.835 4.147
S4 3.442 3.545 4.068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.500 4.210 0.290 6.9% 0.101 2.4% 6% False True 5,668
10 4.663 4.210 0.453 10.7% 0.095 2.2% 4% False True 4,307
20 4.888 4.210 0.678 16.0% 0.101 2.4% 3% False True 3,858
40 4.888 4.209 0.679 16.1% 0.110 2.6% 3% False False 2,967
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.019
Narrowest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 4.420
2.618 4.355
1.618 4.315
1.000 4.290
0.618 4.275
HIGH 4.250
0.618 4.235
0.500 4.230
0.382 4.225
LOW 4.210
0.618 4.185
1.000 4.170
1.618 4.145
2.618 4.105
4.250 4.040
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 4.230 4.305
PP 4.229 4.279
S1 4.228 4.253

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

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