NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 07-Sep-2010
Day Change Summary
Previous Current
03-Sep-2010 07-Sep-2010 Change Change % Previous Week
Open 4.640 4.600 -0.040 -0.9% 4.470
High 4.638 4.627 -0.011 -0.2% 4.666
Low 4.528 4.474 -0.054 -1.2% 4.454
Close 4.640 4.562 -0.078 -1.7% 4.640
Range 0.110 0.153 0.043 39.1% 0.212
ATR 0.105 0.109 0.004 4.1% 0.000
Volume 6,339 2,545 -3,794 -59.9% 28,111
Daily Pivots for day following 07-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.013 4.941 4.646
R3 4.860 4.788 4.604
R2 4.707 4.707 4.590
R1 4.635 4.635 4.576 4.595
PP 4.554 4.554 4.554 4.534
S1 4.482 4.482 4.548 4.442
S2 4.401 4.401 4.534
S3 4.248 4.329 4.520
S4 4.095 4.176 4.478
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.223 5.143 4.757
R3 5.011 4.931 4.698
R2 4.799 4.799 4.679
R1 4.719 4.719 4.659 4.759
PP 4.587 4.587 4.587 4.607
S1 4.507 4.507 4.621 4.547
S2 4.375 4.375 4.601
S3 4.163 4.295 4.582
S4 3.951 4.083 4.523
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.666 4.474 0.192 4.2% 0.111 2.4% 46% False True 5,169
10 4.675 4.454 0.221 4.8% 0.109 2.4% 49% False False 4,612
20 5.010 4.454 0.556 12.2% 0.098 2.1% 19% False False 3,702
40 5.434 4.454 0.980 21.5% 0.104 2.3% 11% False False 2,969
60 5.861 4.454 1.407 30.8% 0.110 2.4% 8% False False 2,658
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.277
2.618 5.028
1.618 4.875
1.000 4.780
0.618 4.722
HIGH 4.627
0.618 4.569
0.500 4.551
0.382 4.532
LOW 4.474
0.618 4.379
1.000 4.321
1.618 4.226
2.618 4.073
4.250 3.824
Fisher Pivots for day following 07-Sep-2010
Pivot 1 day 3 day
R1 4.558 4.560
PP 4.554 4.558
S1 4.551 4.556

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

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