NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 4.550 4.482 -0.068 -1.5% 4.444
High 4.596 4.488 -0.108 -2.3% 4.596
Low 4.447 4.420 -0.027 -0.6% 4.389
Close 4.461 4.456 -0.005 -0.1% 4.456
Range 0.149 0.068 -0.081 -54.4% 0.207
ATR 0.131 0.127 -0.005 -3.4% 0.000
Volume 21,345 18,591 -2,754 -12.9% 69,562
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.659 4.625 4.493
R3 4.591 4.557 4.475
R2 4.523 4.523 4.468
R1 4.489 4.489 4.462 4.472
PP 4.455 4.455 4.455 4.446
S1 4.421 4.421 4.450 4.404
S2 4.387 4.387 4.444
S3 4.319 4.353 4.437
S4 4.251 4.285 4.419
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.101 4.986 4.570
R3 4.894 4.779 4.513
R2 4.687 4.687 4.494
R1 4.572 4.572 4.475 4.630
PP 4.480 4.480 4.480 4.509
S1 4.365 4.365 4.437 4.423
S2 4.273 4.273 4.418
S3 4.066 4.158 4.399
S4 3.859 3.951 4.342
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.596 4.389 0.207 4.6% 0.109 2.4% 32% False False 13,912
10 4.850 4.363 0.487 10.9% 0.131 2.9% 19% False False 11,746
20 4.850 4.363 0.487 10.9% 0.124 2.8% 19% False False 9,948
40 4.850 4.078 0.772 17.3% 0.128 2.9% 49% False False 7,508
60 4.850 3.980 0.870 19.5% 0.128 2.9% 55% False False 5,976
80 4.850 3.942 0.908 20.4% 0.122 2.7% 57% False False 4,904
100 4.850 3.942 0.908 20.4% 0.114 2.6% 57% False False 4,200
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.021
Narrowest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 4.777
2.618 4.666
1.618 4.598
1.000 4.556
0.618 4.530
HIGH 4.488
0.618 4.462
0.500 4.454
0.382 4.446
LOW 4.420
0.618 4.378
1.000 4.352
1.618 4.310
2.618 4.242
4.250 4.131
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 4.455 4.508
PP 4.455 4.491
S1 4.454 4.473

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

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