NYMEX Natural Gas Future September 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	4.293	4.238	-0.055	-1.3%	4.495
High	4.400	4.250	-0.150	-3.4%	4.500
Low	4.244	4.210	-0.034	-0.8%	4.210
Close	4.277	4.227	-0.050	-1.2%	4.227
Range	0.156	0.040	-0.116	-74.4%	0.290
ATR	0.117	0.113	-0.004	-3.0%	0.000
Volume	4,418	6,578	2,160	48.9%	28,340

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.349	4.328	4.249
R3	4.309	4.288	4.238
R2	4.269	4.269	4.234
R1	4.248	4.248	4.231	4.239
PP	4.229	4.229	4.229	4.224
S1	4.208	4.208	4.223	4.199
S2	4.189	4.189	4.220
S3	4.149	4.168	4.216
S4	4.109	4.128	4.205

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.182	4.995	4.387
R3	4.892	4.705	4.307
R2	4.602	4.602	4.280
R1	4.415	4.415	4.254	4.364
PP	4.312	4.312	4.312	4.287
S1	4.125	4.125	4.200	4.074
S2	4.022	4.022	4.174
S3	3.732	3.835	4.147
S4	3.442	3.545	4.068

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.500	4.210	0.290	6.9%	0.101	2.4%	6%	False	True	5,668
10	4.663	4.210	0.453	10.7%	0.095	2.2%	4%	False	True	4,307
20	4.888	4.210	0.678	16.0%	0.101	2.4%	3%	False	True	3,858
40	4.888	4.209	0.679	16.1%	0.110	2.6%	3%	False	False	2,967

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.019
Narrowest range in 46 trading days

Fibonacci Retracements and Extensions
4.250	4.420
2.618	4.355
1.618	4.315
1.000	4.290
0.618	4.275
HIGH	4.250
0.618	4.235
0.500	4.230
0.382	4.225
LOW	4.210
0.618	4.185
1.000	4.170
1.618	4.145
2.618	4.105
4.250	4.040

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	4.230	4.305
PP	4.229	4.279
S1	4.228	4.253

Download as Excel Spreadsheet

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

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