NYMEX Natural Gas Future May 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 4.360 4.213 -0.147 -3.4% 4.395
High 4.364 4.220 -0.144 -3.3% 4.543
Low 4.200 4.123 -0.077 -1.8% 4.346
Close 4.204 4.139 -0.065 -1.5% 4.399
Range 0.164 0.097 -0.067 -40.9% 0.197
ATR 0.137 0.134 -0.003 -2.1% 0.000
Volume 49,052 89,440 40,388 82.3% 124,171
Daily Pivots for day following 08-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.452 4.392 4.192
R3 4.355 4.295 4.166
R2 4.258 4.258 4.157
R1 4.198 4.198 4.148 4.180
PP 4.161 4.161 4.161 4.151
S1 4.101 4.101 4.130 4.083
S2 4.064 4.064 4.121
S3 3.967 4.004 4.112
S4 3.870 3.907 4.086
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.020 4.907 4.507
R3 4.823 4.710 4.453
R2 4.626 4.626 4.435
R1 4.513 4.513 4.417 4.570
PP 4.429 4.429 4.429 4.458
S1 4.316 4.316 4.381 4.373
S2 4.232 4.232 4.363
S3 4.035 4.119 4.345
S4 3.838 3.922 4.291
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.543 4.123 0.420 10.1% 0.115 2.8% 4% False True 45,468
10 4.575 4.123 0.452 10.9% 0.123 3.0% 4% False True 32,268
20 4.822 4.123 0.699 16.9% 0.130 3.1% 2% False True 27,335
40 4.822 4.020 0.802 19.4% 0.132 3.2% 15% False False 18,974
60 4.822 3.919 0.903 21.8% 0.132 3.2% 24% False False 15,124
80 4.822 3.882 0.940 22.7% 0.128 3.1% 27% False False 12,331
100 4.822 3.882 0.940 22.7% 0.117 2.8% 27% False False 10,391
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 0.020
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.632
2.618 4.474
1.618 4.377
1.000 4.317
0.618 4.280
HIGH 4.220
0.618 4.183
0.500 4.172
0.382 4.160
LOW 4.123
0.618 4.063
1.000 4.026
1.618 3.966
2.618 3.869
4.250 3.711
Fisher Pivots for day following 08-Feb-2011
Pivot 1 day 3 day
R1 4.172 4.279
PP 4.161 4.232
S1 4.150 4.186

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

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