NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 4.085 4.032 -0.053 -1.3% 4.360
High 4.107 4.077 -0.030 -0.7% 4.364
Low 4.037 4.000 -0.037 -0.9% 4.037
Close 4.052 4.056 0.004 0.1% 4.052
Range 0.070 0.077 0.007 10.0% 0.327
ATR 0.130 0.126 -0.004 -2.9% 0.000
Volume 91,097 73,176 -17,921 -19.7% 398,908
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.275 4.243 4.098
R3 4.198 4.166 4.077
R2 4.121 4.121 4.070
R1 4.089 4.089 4.063 4.105
PP 4.044 4.044 4.044 4.053
S1 4.012 4.012 4.049 4.028
S2 3.967 3.967 4.042
S3 3.890 3.935 4.035
S4 3.813 3.858 4.014
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.132 4.919 4.232
R3 4.805 4.592 4.142
R2 4.478 4.478 4.112
R1 4.265 4.265 4.082 4.208
PP 4.151 4.151 4.151 4.123
S1 3.938 3.938 4.022 3.881
S2 3.824 3.824 3.992
S3 3.497 3.611 3.962
S4 3.170 3.284 3.872
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.249 4.000 0.249 6.1% 0.102 2.5% 22% False True 84,606
10 4.543 4.000 0.543 13.4% 0.108 2.7% 10% False True 58,109
20 4.822 4.000 0.822 20.3% 0.127 3.1% 7% False True 38,666
40 4.822 4.000 0.822 20.3% 0.130 3.2% 7% False True 26,377
60 4.822 4.000 0.822 20.3% 0.130 3.2% 7% False True 20,336
80 4.822 3.882 0.940 23.2% 0.131 3.2% 19% False False 16,361
100 4.822 3.882 0.940 23.2% 0.118 2.9% 19% False False 13,614
120 4.822 3.882 0.940 23.2% 0.113 2.8% 19% False False 11,727
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.404
2.618 4.279
1.618 4.202
1.000 4.154
0.618 4.125
HIGH 4.077
0.618 4.048
0.500 4.039
0.382 4.029
LOW 4.000
0.618 3.952
1.000 3.923
1.618 3.875
2.618 3.798
4.250 3.673
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 4.050 4.125
PP 4.044 4.102
S1 4.039 4.079

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

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