NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 08-Feb-2011
Day Change Summary
Previous Current
07-Feb-2011 08-Feb-2011 Change Change % Previous Week
Open 4.260 4.111 -0.149 -3.5% 4.323
High 4.274 4.127 -0.147 -3.4% 4.496
Low 4.101 4.028 -0.073 -1.8% 4.287
Close 4.104 4.040 -0.064 -1.6% 4.310
Range 0.173 0.099 -0.074 -42.8% 0.209
ATR 0.152 0.148 -0.004 -2.5% 0.000
Volume 174,067 155,938 -18,129 -10.4% 573,400
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.362 4.300 4.094
R3 4.263 4.201 4.067
R2 4.164 4.164 4.058
R1 4.102 4.102 4.049 4.084
PP 4.065 4.065 4.065 4.056
S1 4.003 4.003 4.031 3.985
S2 3.966 3.966 4.022
S3 3.867 3.904 4.013
S4 3.768 3.805 3.986
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.991 4.860 4.425
R3 4.782 4.651 4.367
R2 4.573 4.573 4.348
R1 4.442 4.442 4.329 4.403
PP 4.364 4.364 4.364 4.345
S1 4.233 4.233 4.291 4.194
S2 4.155 4.155 4.272
S3 3.946 4.024 4.253
S4 3.737 3.815 4.195
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.496 4.028 0.468 11.6% 0.126 3.1% 3% False True 136,092
10 4.529 4.028 0.501 12.4% 0.134 3.3% 2% False True 121,283
20 4.823 4.028 0.795 19.7% 0.145 3.6% 2% False True 103,645
40 4.823 3.980 0.843 20.9% 0.150 3.7% 7% False False 71,519
60 4.823 3.890 0.933 23.1% 0.151 3.7% 16% False False 58,275
80 4.823 3.854 0.969 24.0% 0.146 3.6% 19% False False 48,016
100 4.823 3.854 0.969 24.0% 0.136 3.4% 19% False False 40,656
120 4.850 3.854 0.996 24.7% 0.131 3.2% 19% False False 35,153
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 False
Bear Hook False
Bull Hook False
Stretch 0.027
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.548
2.618 4.386
1.618 4.287
1.000 4.226
0.618 4.188
HIGH 4.127
0.618 4.089
0.500 4.078
0.382 4.066
LOW 4.028
0.618 3.967
1.000 3.929
1.618 3.868
2.618 3.769
4.250 3.607
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 4.078 4.199
PP 4.065 4.146
S1 4.053 4.093

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

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