NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 02-Feb-2011
Day Change Summary
Previous Current
01-Feb-2011 02-Feb-2011 Change Change % Previous Week
Open 4.548 4.506 -0.042 -0.9% 4.930
High 4.558 4.588 0.030 0.7% 4.930
Low 4.481 4.506 0.025 0.6% 4.430
Close 4.506 4.586 0.080 1.8% 4.478
Range 0.077 0.082 0.005 6.5% 0.500
ATR 0.130 0.127 -0.003 -2.6% 0.000
Volume 6,128 10,108 3,980 64.9% 43,764
Daily Pivots for day following 02-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.806 4.778 4.631
R3 4.724 4.696 4.609
R2 4.642 4.642 4.601
R1 4.614 4.614 4.594 4.628
PP 4.560 4.560 4.560 4.567
S1 4.532 4.532 4.578 4.546
S2 4.478 4.478 4.571
S3 4.396 4.450 4.563
S4 4.314 4.368 4.541
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6.113 5.795 4.753
R3 5.613 5.295 4.616
R2 5.113 5.113 4.570
R1 4.795 4.795 4.524 4.704
PP 4.613 4.613 4.613 4.567
S1 4.295 4.295 4.432 4.204
S2 4.113 4.113 4.386
S3 3.613 3.795 4.341
S4 3.113 3.295 4.203
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.610 4.430 0.180 3.9% 0.105 2.3% 87% False False 7,375
10 4.930 4.430 0.500 10.9% 0.131 2.9% 31% False False 8,191
20 4.930 4.426 0.504 11.0% 0.124 2.7% 32% False False 8,571
40 4.930 4.147 0.783 17.1% 0.123 2.7% 56% False False 5,833
60 4.930 4.043 0.887 19.3% 0.121 2.6% 61% False False 4,462
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.937
2.618 4.803
1.618 4.721
1.000 4.670
0.618 4.639
HIGH 4.588
0.618 4.557
0.500 4.547
0.382 4.537
LOW 4.506
0.618 4.455
1.000 4.424
1.618 4.373
2.618 4.291
4.250 4.158
Fisher Pivots for day following 02-Feb-2011
Pivot 1 day 3 day
R1 4.573 4.563
PP 4.560 4.540
S1 4.547 4.518

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

View Archives - Comment on this page... - Back to Index of Symbols