NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 09-Feb-2011
Day Change Summary
Previous Current
08-Feb-2011 09-Feb-2011 Change Change % Previous Week
Open 4.335 4.280 -0.055 -1.3% 4.500
High 4.335 4.307 -0.028 -0.6% 4.641
Low 4.244 4.209 -0.035 -0.8% 4.445
Close 4.262 4.274 0.012 0.3% 4.508
Range 0.091 0.098 0.007 7.7% 0.196
ATR 0.125 0.123 -0.002 -1.5% 0.000
Volume 16,515 17,423 908 5.5% 39,077
Daily Pivots for day following 09-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.557 4.514 4.328
R3 4.459 4.416 4.301
R2 4.361 4.361 4.292
R1 4.318 4.318 4.283 4.291
PP 4.263 4.263 4.263 4.250
S1 4.220 4.220 4.265 4.193
S2 4.165 4.165 4.256
S3 4.067 4.122 4.247
S4 3.969 4.024 4.220
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.119 5.010 4.616
R3 4.923 4.814 4.562
R2 4.727 4.727 4.544
R1 4.618 4.618 4.526 4.673
PP 4.531 4.531 4.531 4.559
S1 4.422 4.422 4.490 4.477
S2 4.335 4.335 4.472
S3 4.139 4.226 4.454
S4 3.943 4.030 4.400
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.641 4.209 0.432 10.1% 0.116 2.7% 15% False True 12,757
10 4.641 4.209 0.432 10.1% 0.110 2.6% 15% False True 10,066
20 4.930 4.209 0.721 16.9% 0.118 2.8% 9% False True 9,596
40 4.930 4.147 0.783 18.3% 0.119 2.8% 16% False False 6,998
60 4.930 4.043 0.887 20.8% 0.121 2.8% 26% False False 5,411
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 0.017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.724
2.618 4.564
1.618 4.466
1.000 4.405
0.618 4.368
HIGH 4.307
0.618 4.270
0.500 4.258
0.382 4.246
LOW 4.209
0.618 4.148
1.000 4.111
1.618 4.050
2.618 3.952
4.250 3.793
Fisher Pivots for day following 09-Feb-2011
Pivot 1 day 3 day
R1 4.269 4.356
PP 4.263 4.329
S1 4.258 4.301

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

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