NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 4.200 4.235 0.035 0.8% 4.257
High 4.246 4.235 -0.011 -0.3% 4.313
Low 4.144 4.120 -0.024 -0.6% 4.146
Close 4.219 4.166 -0.053 -1.3% 4.180
Range 0.102 0.115 0.013 12.7% 0.167
ATR 0.104 0.105 0.001 0.7% 0.000
Volume 8,096 18,922 10,826 133.7% 68,600
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.519 4.457 4.229
R3 4.404 4.342 4.198
R2 4.289 4.289 4.187
R1 4.227 4.227 4.177 4.201
PP 4.174 4.174 4.174 4.160
S1 4.112 4.112 4.155 4.086
S2 4.059 4.059 4.145
S3 3.944 3.997 4.134
S4 3.829 3.882 4.103
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.714 4.614 4.272
R3 4.547 4.447 4.226
R2 4.380 4.380 4.211
R1 4.280 4.280 4.195 4.247
PP 4.213 4.213 4.213 4.196
S1 4.113 4.113 4.165 4.080
S2 4.046 4.046 4.149
S3 3.879 3.946 4.134
S4 3.712 3.779 4.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.290 4.120 0.170 4.1% 0.101 2.4% 27% False True 11,929
10 4.450 4.120 0.330 7.9% 0.094 2.2% 14% False True 13,927
20 4.704 4.120 0.584 14.0% 0.097 2.3% 8% False True 14,428
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 0.024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.724
2.618 4.536
1.618 4.421
1.000 4.350
0.618 4.306
HIGH 4.235
0.618 4.191
0.500 4.178
0.382 4.164
LOW 4.120
0.618 4.049
1.000 4.005
1.618 3.934
2.618 3.819
4.250 3.631
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 4.178 4.205
PP 4.174 4.192
S1 4.170 4.179

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

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