NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 15-Feb-2011
Day Change Summary
Previous Current
14-Feb-2011 15-Feb-2011 Change Change % Previous Week
Open 4.207 4.200 -0.007 -0.2% 4.495
High 4.239 4.268 0.029 0.7% 4.500
Low 4.165 4.178 0.013 0.3% 4.210
Close 4.220 4.253 0.033 0.8% 4.227
Range 0.074 0.090 0.016 21.6% 0.290
ATR 0.110 0.109 -0.001 -1.3% 0.000
Volume 6,858 6,033 -825 -12.0% 28,340
Daily Pivots for day following 15-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.503 4.468 4.303
R3 4.413 4.378 4.278
R2 4.323 4.323 4.270
R1 4.288 4.288 4.261 4.306
PP 4.233 4.233 4.233 4.242
S1 4.198 4.198 4.245 4.216
S2 4.143 4.143 4.237
S3 4.053 4.108 4.228
S4 3.963 4.018 4.204
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 4.400 4.165 0.235 5.5% 0.090 2.1% 37% False False 6,000
10 4.663 4.165 0.498 11.7% 0.092 2.2% 18% False False 5,080
20 4.888 4.165 0.723 17.0% 0.099 2.3% 12% False False 4,238
40 4.888 4.165 0.723 17.0% 0.107 2.5% 12% False False 3,165
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.017
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4.651
2.618 4.504
1.618 4.414
1.000 4.358
0.618 4.324
HIGH 4.268
0.618 4.234
0.500 4.223
0.382 4.212
LOW 4.178
0.618 4.122
1.000 4.088
1.618 4.032
2.618 3.942
4.250 3.796
Fisher Pivots for day following 15-Feb-2011
Pivot 1 day 3 day
R1 4.243 4.241
PP 4.233 4.229
S1 4.223 4.217

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

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