NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 4.238 4.207 -0.031 -0.7% 4.495
High 4.250 4.239 -0.011 -0.3% 4.500
Low 4.210 4.165 -0.045 -1.1% 4.210
Close 4.227 4.220 -0.007 -0.2% 4.227
Range 0.040 0.074 0.034 85.0% 0.290
ATR 0.113 0.110 -0.003 -2.5% 0.000
Volume 6,578 6,858 280 4.3% 28,340
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.430 4.399 4.261
R3 4.356 4.325 4.240
R2 4.282 4.282 4.234
R1 4.251 4.251 4.227 4.267
PP 4.208 4.208 4.208 4.216
S1 4.177 4.177 4.213 4.193
S2 4.134 4.134 4.206
S3 4.060 4.103 4.200
S4 3.986 4.029 4.179
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 4.400 4.165 0.235 5.6% 0.088 2.1% 23% False True 5,907
10 4.663 4.165 0.498 11.8% 0.088 2.1% 11% False True 4,802
20 4.888 4.165 0.723 17.1% 0.100 2.4% 8% False True 4,048
40 4.888 4.165 0.723 17.1% 0.109 2.6% 8% False True 3,102
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 True
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 4.554
2.618 4.433
1.618 4.359
1.000 4.313
0.618 4.285
HIGH 4.239
0.618 4.211
0.500 4.202
0.382 4.193
LOW 4.165
0.618 4.119
1.000 4.091
1.618 4.045
2.618 3.971
4.250 3.851
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 4.214 4.283
PP 4.208 4.262
S1 4.202 4.241

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

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