NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 07-Feb-2011
Day Change Summary
Previous Current
04-Feb-2011 07-Feb-2011 Change Change % Previous Week
Open 4.482 4.449 -0.033 -0.7% 4.444
High 4.488 4.449 -0.039 -0.9% 4.596
Low 4.420 4.263 -0.157 -3.6% 4.389
Close 4.456 4.267 -0.189 -4.2% 4.456
Range 0.068 0.186 0.118 173.5% 0.207
ATR 0.127 0.131 0.005 3.7% 0.000
Volume 18,591 20,141 1,550 8.3% 69,562
Daily Pivots for day following 07-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.884 4.762 4.369
R3 4.698 4.576 4.318
R2 4.512 4.512 4.301
R1 4.390 4.390 4.284 4.358
PP 4.326 4.326 4.326 4.311
S1 4.204 4.204 4.250 4.172
S2 4.140 4.140 4.233
S3 3.954 4.018 4.216
S4 3.768 3.832 4.165
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 4.263 0.333 7.8% 0.114 2.7% 1% False True 16,643
10 4.698 4.263 0.435 10.2% 0.130 3.1% 1% False True 12,574
20 4.850 4.263 0.587 13.8% 0.127 3.0% 1% False True 10,583
40 4.850 4.078 0.772 18.1% 0.128 3.0% 24% False False 7,818
60 4.850 3.980 0.870 20.4% 0.129 3.0% 33% False False 6,287
80 4.850 3.942 0.908 21.3% 0.124 2.9% 36% False False 5,130
100 4.850 3.942 0.908 21.3% 0.115 2.7% 36% False False 4,391
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.240
2.618 4.936
1.618 4.750
1.000 4.635
0.618 4.564
HIGH 4.449
0.618 4.378
0.500 4.356
0.382 4.334
LOW 4.263
0.618 4.148
1.000 4.077
1.618 3.962
2.618 3.776
4.250 3.473
Fisher Pivots for day following 07-Feb-2011
Pivot 1 day 3 day
R1 4.356 4.430
PP 4.326 4.375
S1 4.297 4.321

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

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