NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 10-Feb-2011
Day Change Summary
Previous Current
09-Feb-2011 10-Feb-2011 Change Change % Previous Week
Open 4.160 4.170 0.010 0.2% 4.395
High 4.187 4.249 0.062 1.5% 4.543
Low 4.089 4.081 -0.008 -0.2% 4.346
Close 4.149 4.110 -0.039 -0.9% 4.399
Range 0.098 0.168 0.070 71.4% 0.197
ATR 0.132 0.134 0.003 2.0% 0.000
Volume 83,853 85,466 1,613 1.9% 124,171
Daily Pivots for day following 10-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.651 4.548 4.202
R3 4.483 4.380 4.156
R2 4.315 4.315 4.141
R1 4.212 4.212 4.125 4.180
PP 4.147 4.147 4.147 4.130
S1 4.044 4.044 4.095 4.012
S2 3.979 3.979 4.079
S3 3.811 3.876 4.064
S4 3.643 3.708 4.018
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 4.434 4.081 0.353 8.6% 0.120 2.9% 8% False True 68,365
10 4.543 4.081 0.462 11.2% 0.120 2.9% 6% False True 45,080
20 4.822 4.081 0.741 18.0% 0.130 3.2% 4% False True 33,509
40 4.822 4.020 0.802 19.5% 0.132 3.2% 11% False False 22,684
60 4.822 3.978 0.844 20.5% 0.133 3.2% 16% False False 17,754
80 4.822 3.882 0.940 22.9% 0.130 3.2% 24% False False 14,369
100 4.822 3.882 0.940 22.9% 0.118 2.9% 24% False False 12,026
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 4.963
2.618 4.689
1.618 4.521
1.000 4.417
0.618 4.353
HIGH 4.249
0.618 4.185
0.500 4.165
0.382 4.145
LOW 4.081
0.618 3.977
1.000 3.913
1.618 3.809
2.618 3.641
4.250 3.367
Fisher Pivots for day following 10-Feb-2011
Pivot 1 day 3 day
R1 4.165 4.165
PP 4.147 4.147
S1 4.128 4.128

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

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