NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 03-Feb-2011
Day Change Summary
Previous Current
02-Feb-2011 03-Feb-2011 Change Change % Previous Week
Open 4.559 4.635 0.076 1.7% 4.888
High 4.614 4.663 0.049 1.1% 4.888
Low 4.540 4.536 -0.004 -0.1% 4.450
Close 4.611 4.545 -0.066 -1.4% 4.511
Range 0.074 0.127 0.053 71.6% 0.438
ATR 0.118 0.118 0.001 0.6% 0.000
Volume 2,761 3,114 353 12.8% 19,051
Daily Pivots for day following 03-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.962 4.881 4.615
R3 4.835 4.754 4.580
R2 4.708 4.708 4.568
R1 4.627 4.627 4.557 4.604
PP 4.581 4.581 4.581 4.570
S1 4.500 4.500 4.533 4.477
S2 4.454 4.454 4.522
S3 4.327 4.373 4.510
S4 4.200 4.246 4.475
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 5.930 5.659 4.752
R3 5.492 5.221 4.631
R2 5.054 5.054 4.591
R1 4.783 4.783 4.551 4.700
PP 4.616 4.616 4.616 4.575
S1 4.345 4.345 4.471 4.262
S2 4.178 4.178 4.431
S3 3.740 3.907 4.391
S4 3.302 3.469 4.270
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.663 4.450 0.213 4.7% 0.095 2.1% 45% True False 2,823
10 4.888 4.450 0.438 9.6% 0.105 2.3% 22% False False 3,433
20 4.888 4.450 0.438 9.6% 0.110 2.4% 22% False False 3,196
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.203
2.618 4.995
1.618 4.868
1.000 4.790
0.618 4.741
HIGH 4.663
0.618 4.614
0.500 4.600
0.382 4.585
LOW 4.536
0.618 4.458
1.000 4.409
1.618 4.331
2.618 4.204
4.250 3.996
Fisher Pivots for day following 03-Feb-2011
Pivot 1 day 3 day
R1 4.600 4.589
PP 4.581 4.574
S1 4.563 4.560

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

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