NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 16-Feb-2011
Day Change Summary
Previous Current
15-Feb-2011 16-Feb-2011 Change Change % Previous Week
Open 4.200 4.250 0.050 1.2% 4.495
High 4.268 4.258 -0.010 -0.2% 4.500
Low 4.178 4.181 0.003 0.1% 4.210
Close 4.253 4.187 -0.066 -1.6% 4.227
Range 0.090 0.077 -0.013 -14.4% 0.290
ATR 0.109 0.107 -0.002 -2.1% 0.000
Volume 6,033 6,918 885 14.7% 28,340
Daily Pivots for day following 16-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.440 4.390 4.229
R3 4.363 4.313 4.208
R2 4.286 4.286 4.201
R1 4.236 4.236 4.194 4.223
PP 4.209 4.209 4.209 4.202
S1 4.159 4.159 4.180 4.146
S2 4.132 4.132 4.173
S3 4.055 4.082 4.166
S4 3.978 4.005 4.145
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 5.6% 0.087 2.1% 9% False False 6,161
10 4.663 4.165 0.498 11.9% 0.093 2.2% 4% False False 5,496
20 4.888 4.165 0.723 17.3% 0.099 2.4% 3% False False 4,459
40 4.888 4.165 0.723 17.3% 0.105 2.5% 3% False False 3,303
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.585
2.618 4.460
1.618 4.383
1.000 4.335
0.618 4.306
HIGH 4.258
0.618 4.229
0.500 4.220
0.382 4.210
LOW 4.181
0.618 4.133
1.000 4.104
1.618 4.056
2.618 3.979
4.250 3.854
Fisher Pivots for day following 16-Feb-2011
Pivot 1 day 3 day
R1 4.220 4.217
PP 4.209 4.207
S1 4.198 4.197

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

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