NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 4.048 3.961 -0.087 -2.1% 4.294
High 4.051 3.985 -0.066 -1.6% 4.309
Low 3.953 3.867 -0.086 -2.2% 3.962
Close 3.961 3.901 -0.060 -1.5% 3.977
Range 0.098 0.118 0.020 20.4% 0.347
ATR 0.128 0.127 -0.001 -0.5% 0.000
Volume 73,755 69,331 -4,424 -6.0% 503,461
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.272 4.204 3.966
R3 4.154 4.086 3.933
R2 4.036 4.036 3.923
R1 3.968 3.968 3.912 3.943
PP 3.918 3.918 3.918 3.905
S1 3.850 3.850 3.890 3.825
S2 3.800 3.800 3.879
S3 3.682 3.732 3.869
S4 3.564 3.614 3.836
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.124 4.897 4.168
R3 4.777 4.550 4.072
R2 4.430 4.430 4.041
R1 4.203 4.203 4.009 4.143
PP 4.083 4.083 4.083 4.053
S1 3.856 3.856 3.945 3.796
S2 3.736 3.736 3.913
S3 3.389 3.509 3.882
S4 3.042 3.162 3.786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.051 3.867 0.184 4.7% 0.094 2.4% 18% False True 92,673
10 4.387 3.867 0.520 13.3% 0.110 2.8% 7% False True 89,583
20 4.800 3.867 0.933 23.9% 0.129 3.3% 4% False True 65,970
40 4.800 3.867 0.933 23.9% 0.132 3.4% 4% False True 47,515
60 4.800 3.867 0.933 23.9% 0.139 3.6% 4% False True 39,896
80 4.800 3.867 0.933 23.9% 0.140 3.6% 4% False True 34,083
100 4.800 3.848 0.952 24.4% 0.129 3.3% 6% False False 29,182
120 4.800 3.848 0.952 24.4% 0.124 3.2% 6% False False 25,472
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 0.022
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.487
2.618 4.294
1.618 4.176
1.000 4.103
0.618 4.058
HIGH 3.985
0.618 3.940
0.500 3.926
0.382 3.912
LOW 3.867
0.618 3.794
1.000 3.749
1.618 3.676
2.618 3.558
4.250 3.366
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 3.926 3.959
PP 3.918 3.940
S1 3.909 3.920

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

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