NYMEX Natural Gas Future February 2011


Trading Metrics calculated at close of trading on 22-Sep-2010
Day Change Summary
Previous Current
21-Sep-2010 22-Sep-2010 Change Change % Previous Week
Open 4.465 4.504 0.039 0.9% 4.595
High 4.533 4.547 0.014 0.3% 4.678
Low 4.433 4.474 0.041 0.9% 4.450
Close 4.465 4.495 0.030 0.7% 4.577
Range 0.100 0.073 -0.027 -27.0% 0.228
ATR 0.113 0.111 -0.002 -2.0% 0.000
Volume 4,331 6,105 1,774 41.0% 25,051
Daily Pivots for day following 22-Sep-2010
Classic Woodie Camarilla DeMark
R4 4.724 4.683 4.535
R3 4.651 4.610 4.515
R2 4.578 4.578 4.508
R1 4.537 4.537 4.502 4.521
PP 4.505 4.505 4.505 4.498
S1 4.464 4.464 4.488 4.448
S2 4.432 4.432 4.482
S3 4.359 4.391 4.475
S4 4.286 4.318 4.455
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 4.641 4.414 0.227 5.1% 0.121 2.7% 36% False False 5,128
10 4.678 4.414 0.264 5.9% 0.107 2.4% 31% False False 5,566
20 4.678 4.414 0.264 5.9% 0.109 2.4% 31% False False 5,101
40 5.434 4.414 1.020 22.7% 0.106 2.4% 8% False False 4,005
60 5.570 4.414 1.156 25.7% 0.108 2.4% 7% False False 3,267
80 5.861 4.414 1.447 32.2% 0.112 2.5% 6% False False 2,958
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.028
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.857
2.618 4.738
1.618 4.665
1.000 4.620
0.618 4.592
HIGH 4.547
0.618 4.519
0.500 4.511
0.382 4.502
LOW 4.474
0.618 4.429
1.000 4.401
1.618 4.356
2.618 4.283
4.250 4.164
Fisher Pivots for day following 22-Sep-2010
Pivot 1 day 3 day
R1 4.511 4.491
PP 4.505 4.487
S1 4.500 4.484

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

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