NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 11-Feb-2011
Day Change Summary
Previous Current
10-Feb-2011 11-Feb-2011 Change Change % Previous Week
Open 4.230 4.161 -0.069 -1.6% 4.449
High 4.290 4.161 -0.129 -3.0% 4.449
Low 4.140 4.101 -0.039 -0.9% 4.101
Close 4.175 4.121 -0.054 -1.3% 4.121
Range 0.150 0.060 -0.090 -60.0% 0.348
ATR 0.128 0.124 -0.004 -3.0% 0.000
Volume 17,557 29,735 12,178 69.4% 118,850
Daily Pivots for day following 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.308 4.274 4.154
R3 4.248 4.214 4.138
R2 4.188 4.188 4.132
R1 4.154 4.154 4.127 4.141
PP 4.128 4.128 4.128 4.121
S1 4.094 4.094 4.116 4.081
S2 4.068 4.068 4.110
S3 4.008 4.034 4.105
S4 3.948 3.974 4.088
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.268 5.042 4.312
R3 4.920 4.694 4.217
R2 4.572 4.572 4.185
R1 4.346 4.346 4.153 4.285
PP 4.224 4.224 4.224 4.193
S1 3.998 3.998 4.089 3.937
S2 3.876 3.876 4.057
S3 3.528 3.650 4.025
S4 3.180 3.302 3.930
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.449 4.101 0.348 8.4% 0.118 2.9% 6% False True 23,770
10 4.596 4.101 0.495 12.0% 0.113 2.7% 4% False True 18,841
20 4.850 4.101 0.749 18.2% 0.124 3.0% 3% False True 13,652
40 4.850 4.078 0.772 18.7% 0.126 3.1% 6% False False 9,741
60 4.850 4.039 0.811 19.7% 0.128 3.1% 10% False False 7,793
80 4.850 3.942 0.908 22.0% 0.126 3.0% 20% False False 6,288
100 4.850 3.942 0.908 22.0% 0.115 2.8% 20% False False 5,319
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 0.022
Narrowest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 4.416
2.618 4.318
1.618 4.258
1.000 4.221
0.618 4.198
HIGH 4.161
0.618 4.138
0.500 4.131
0.382 4.124
LOW 4.101
0.618 4.064
1.000 4.041
1.618 4.004
2.618 3.944
4.250 3.846
Fisher Pivots for day following 11-Feb-2011
Pivot 1 day 3 day
R1 4.131 4.196
PP 4.128 4.171
S1 4.124 4.146

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

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