NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 3.952 4.065 0.113 2.9% 3.968
High 4.106 4.171 0.065 1.6% 4.106
Low 3.898 4.025 0.127 3.3% 3.894
Close 4.073 4.110 0.037 0.9% 4.073
Range 0.208 0.146 -0.062 -29.8% 0.212
ATR 0.126 0.128 0.001 1.1% 0.000
Volume 34,010 43,013 9,003 26.5% 112,181
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.540 4.471 4.190
R3 4.394 4.325 4.150
R2 4.248 4.248 4.137
R1 4.179 4.179 4.123 4.214
PP 4.102 4.102 4.102 4.119
S1 4.033 4.033 4.097 4.068
S2 3.956 3.956 4.083
S3 3.810 3.887 4.070
S4 3.664 3.741 4.030
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.660 4.579 4.190
R3 4.448 4.367 4.131
R2 4.236 4.236 4.112
R1 4.155 4.155 4.092 4.196
PP 4.024 4.024 4.024 4.045
S1 3.943 3.943 4.054 3.984
S2 3.812 3.812 4.034
S3 3.600 3.731 4.015
S4 3.388 3.519 3.956
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.171 3.894 0.277 6.7% 0.150 3.7% 78% True False 31,038
10 4.171 3.894 0.277 6.7% 0.119 2.9% 78% True False 35,916
20 4.543 3.894 0.649 15.8% 0.118 2.9% 33% False False 44,112
40 4.822 3.894 0.928 22.6% 0.127 3.1% 23% False False 32,117
60 4.822 3.894 0.928 22.6% 0.129 3.1% 23% False False 24,226
80 4.822 3.894 0.928 22.6% 0.129 3.1% 23% False False 19,582
100 4.822 3.882 0.940 22.9% 0.123 3.0% 24% False False 16,267
120 4.822 3.882 0.940 22.9% 0.115 2.8% 24% False False 13,916
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 0.033
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.792
2.618 4.553
1.618 4.407
1.000 4.317
0.618 4.261
HIGH 4.171
0.618 4.115
0.500 4.098
0.382 4.081
LOW 4.025
0.618 3.935
1.000 3.879
1.618 3.789
2.618 3.643
4.250 3.405
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 4.106 4.084
PP 4.102 4.058
S1 4.098 4.033

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

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