NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 17-Feb-2011
Day Change Summary
Previous Current
16-Feb-2011 17-Feb-2011 Change Change % Previous Week
Open 4.143 4.087 -0.056 -1.4% 4.449
High 4.167 4.105 -0.062 -1.5% 4.449
Low 4.083 3.995 -0.088 -2.2% 4.101
Close 4.088 4.030 -0.058 -1.4% 4.121
Range 0.084 0.110 0.026 31.0% 0.348
ATR 0.117 0.116 0.000 -0.4% 0.000
Volume 17,189 12,191 -4,998 -29.1% 118,850
Daily Pivots for day following 17-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.373 4.312 4.091
R3 4.263 4.202 4.060
R2 4.153 4.153 4.050
R1 4.092 4.092 4.040 4.068
PP 4.043 4.043 4.043 4.031
S1 3.982 3.982 4.020 3.958
S2 3.933 3.933 4.010
S3 3.823 3.872 4.000
S4 3.713 3.762 3.970
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 4.172 3.995 0.177 4.4% 0.085 2.1% 20% False True 18,043
10 4.488 3.995 0.493 12.2% 0.102 2.5% 7% False True 19,792
20 4.850 3.995 0.855 21.2% 0.118 2.9% 4% False True 15,338
40 4.850 3.995 0.855 21.2% 0.119 3.0% 4% False True 10,766
60 4.850 3.995 0.855 21.2% 0.124 3.1% 4% False True 8,616
80 4.850 3.980 0.870 21.6% 0.125 3.1% 6% False False 6,989
100 4.850 3.942 0.908 22.5% 0.115 2.9% 10% False False 5,879
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.023
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4.573
2.618 4.393
1.618 4.283
1.000 4.215
0.618 4.173
HIGH 4.105
0.618 4.063
0.500 4.050
0.382 4.037
LOW 3.995
0.618 3.927
1.000 3.885
1.618 3.817
2.618 3.707
4.250 3.528
Fisher Pivots for day following 17-Feb-2011
Pivot 1 day 3 day
R1 4.050 4.084
PP 4.043 4.066
S1 4.037 4.048

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

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