NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 4.043 4.066 0.023 0.6% 4.105
High 4.100 4.082 -0.018 -0.4% 4.172
Low 3.992 3.960 -0.032 -0.8% 3.995
Close 4.068 4.007 -0.061 -1.5% 4.037
Range 0.108 0.122 0.014 13.0% 0.177
ATR 0.114 0.115 0.001 0.5% 0.000
Volume 11,723 9,210 -2,513 -21.4% 75,305
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.382 4.317 4.074
R3 4.260 4.195 4.041
R2 4.138 4.138 4.029
R1 4.073 4.073 4.018 4.045
PP 4.016 4.016 4.016 4.002
S1 3.951 3.951 3.996 3.923
S2 3.894 3.894 3.985
S3 3.772 3.829 3.973
S4 3.650 3.707 3.940
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.599 4.495 4.134
R3 4.422 4.318 4.086
R2 4.245 4.245 4.069
R1 4.141 4.141 4.053 4.105
PP 4.068 4.068 4.068 4.050
S1 3.964 3.964 4.021 3.928
S2 3.891 3.891 4.005
S3 3.714 3.787 3.988
S4 3.537 3.610 3.940
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.149 3.960 0.189 4.7% 0.110 2.7% 25% False True 12,162
10 4.290 3.960 0.330 8.2% 0.101 2.5% 14% False True 15,639
20 4.596 3.960 0.636 15.9% 0.110 2.7% 7% False True 15,902
40 4.850 3.960 0.890 22.2% 0.119 3.0% 5% False True 11,629
60 4.850 3.960 0.890 22.2% 0.121 3.0% 5% False True 9,296
80 4.850 3.960 0.890 22.2% 0.124 3.1% 5% False True 7,520
100 4.850 3.942 0.908 22.7% 0.117 2.9% 7% False False 6,313
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.601
2.618 4.401
1.618 4.279
1.000 4.204
0.618 4.157
HIGH 4.082
0.618 4.035
0.500 4.021
0.382 4.007
LOW 3.960
0.618 3.885
1.000 3.838
1.618 3.763
2.618 3.641
4.250 3.442
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 4.021 4.055
PP 4.016 4.039
S1 4.012 4.023

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

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