NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 4.158 4.104 -0.054 -1.3% 4.207
High 4.239 4.198 -0.041 -1.0% 4.268
Low 4.102 4.099 -0.003 -0.1% 4.097
Close 4.139 4.172 0.033 0.8% 4.135
Range 0.137 0.099 -0.038 -27.7% 0.171
ATR 0.105 0.104 0.000 -0.4% 0.000
Volume 3,332 3,233 -99 -3.0% 29,343
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.453 4.412 4.226
R3 4.354 4.313 4.199
R2 4.255 4.255 4.190
R1 4.214 4.214 4.181 4.235
PP 4.156 4.156 4.156 4.167
S1 4.115 4.115 4.163 4.136
S2 4.057 4.057 4.154
S3 3.958 4.016 4.145
S4 3.859 3.917 4.118
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.680 4.578 4.229
R3 4.509 4.407 4.182
R2 4.338 4.338 4.166
R1 4.236 4.236 4.151 4.202
PP 4.167 4.167 4.167 4.149
S1 4.065 4.065 4.119 4.031
S2 3.996 3.996 4.104
S3 3.825 3.894 4.088
S4 3.654 3.723 4.041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.258 4.097 0.161 3.9% 0.093 2.2% 47% False False 4,603
10 4.400 4.097 0.303 7.3% 0.092 2.2% 25% False False 5,302
20 4.670 4.097 0.573 13.7% 0.095 2.3% 13% False False 4,475
40 4.888 4.097 0.791 19.0% 0.104 2.5% 9% False False 3,549
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.619
2.618 4.457
1.618 4.358
1.000 4.297
0.618 4.259
HIGH 4.198
0.618 4.160
0.500 4.149
0.382 4.137
LOW 4.099
0.618 4.038
1.000 4.000
1.618 3.939
2.618 3.840
4.250 3.678
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 4.164 4.171
PP 4.156 4.170
S1 4.149 4.169

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

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