NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 17-Sep-2010
Day Change Summary
Previous Current
16-Sep-2010 17-Sep-2010 Change Change % Previous Week
Open 4.618 4.577 -0.041 -0.9% 4.595
High 4.641 4.629 -0.012 -0.3% 4.678
Low 4.450 4.528 0.078 1.8% 4.450
Close 4.606 4.577 -0.029 -0.6% 4.577
Range 0.191 0.101 -0.090 -47.1% 0.228
ATR 0.111 0.110 -0.001 -0.6% 0.000
Volume 3,983 6,445 2,462 61.8% 25,051
Daily Pivots for day following 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.881 4.830 4.633
R3 4.780 4.729 4.605
R2 4.679 4.679 4.596
R1 4.628 4.628 4.586 4.628
PP 4.578 4.578 4.578 4.578
S1 4.527 4.527 4.568 4.527
S2 4.477 4.477 4.558
S3 4.376 4.426 4.549
S4 4.275 4.325 4.521
Weekly Pivots for week ending 17-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.252 5.143 4.702
R3 5.024 4.915 4.640
R2 4.796 4.796 4.619
R1 4.687 4.687 4.598 4.628
PP 4.568 4.568 4.568 4.539
S1 4.459 4.459 4.556 4.400
S2 4.340 4.340 4.535
S3 4.112 4.231 4.514
S4 3.884 4.003 4.452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.678 4.450 0.228 5.0% 0.120 2.6% 56% False False 5,010
10 4.678 4.450 0.228 5.0% 0.111 2.4% 56% False False 5,323
20 4.777 4.450 0.327 7.1% 0.103 2.2% 39% False False 4,746
40 5.434 4.450 0.984 21.5% 0.104 2.3% 13% False False 3,701
60 5.687 4.450 1.237 27.0% 0.107 2.3% 10% False False 3,080
80 5.861 4.450 1.411 30.8% 0.112 2.4% 9% False False 2,810
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.058
2.618 4.893
1.618 4.792
1.000 4.730
0.618 4.691
HIGH 4.629
0.618 4.590
0.500 4.579
0.382 4.567
LOW 4.528
0.618 4.466
1.000 4.427
1.618 4.365
2.618 4.264
4.250 4.099
Fisher Pivots for day following 17-Sep-2010
Pivot 1 day 3 day
R1 4.579 4.567
PP 4.578 4.556
S1 4.578 4.546

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

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