NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 4.020 4.128 0.108 2.7% 4.042
High 4.158 4.234 0.076 1.8% 4.158
Low 3.961 4.088 0.127 3.2% 3.960
Close 4.133 4.173 0.040 1.0% 4.133
Range 0.197 0.146 -0.051 -25.9% 0.198
ATR 0.121 0.122 0.002 1.5% 0.000
Volume 17,391 21,691 4,300 24.7% 51,185
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.603 4.534 4.253
R3 4.457 4.388 4.213
R2 4.311 4.311 4.200
R1 4.242 4.242 4.186 4.277
PP 4.165 4.165 4.165 4.182
S1 4.096 4.096 4.160 4.131
S2 4.019 4.019 4.146
S3 3.873 3.950 4.133
S4 3.727 3.804 4.093
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.603 4.242
R3 4.480 4.405 4.187
R2 4.282 4.282 4.169
R1 4.207 4.207 4.151 4.245
PP 4.084 4.084 4.084 4.102
S1 4.009 4.009 4.115 4.047
S2 3.886 3.886 4.097
S3 3.688 3.811 4.079
S4 3.490 3.613 4.024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.234 3.960 0.274 6.6% 0.145 3.5% 78% True False 14,575
10 4.234 3.960 0.274 6.6% 0.115 2.7% 78% True False 14,818
20 4.596 3.960 0.636 15.2% 0.114 2.7% 33% False False 16,829
40 4.850 3.960 0.890 21.3% 0.123 2.9% 24% False False 12,449
60 4.850 3.960 0.890 21.3% 0.124 3.0% 24% False False 9,832
80 4.850 3.960 0.890 21.3% 0.125 3.0% 24% False False 7,941
100 4.850 3.942 0.908 21.8% 0.119 2.8% 25% False False 6,676
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.036
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.855
2.618 4.616
1.618 4.470
1.000 4.380
0.618 4.324
HIGH 4.234
0.618 4.178
0.500 4.161
0.382 4.144
LOW 4.088
0.618 3.998
1.000 3.942
1.618 3.852
2.618 3.706
4.250 3.468
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 4.169 4.148
PP 4.165 4.122
S1 4.161 4.097

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

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