NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 22-Feb-2011
Day Change Summary
Previous Current
18-Feb-2011 22-Feb-2011 Change Change % Previous Week
Open 4.120 4.158 0.038 0.9% 4.207
High 4.155 4.239 0.084 2.0% 4.268
Low 4.105 4.102 -0.003 -0.1% 4.097
Close 4.135 4.139 0.004 0.1% 4.135
Range 0.050 0.137 0.087 174.0% 0.171
ATR 0.102 0.105 0.002 2.4% 0.000
Volume 4,441 3,332 -1,109 -25.0% 29,343
Daily Pivots for day following 22-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.571 4.492 4.214
R3 4.434 4.355 4.177
R2 4.297 4.297 4.164
R1 4.218 4.218 4.152 4.189
PP 4.160 4.160 4.160 4.146
S1 4.081 4.081 4.126 4.052
S2 4.023 4.023 4.114
S3 3.886 3.944 4.101
S4 3.749 3.807 4.064
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.680 4.578 4.229
R3 4.509 4.407 4.182
R2 4.338 4.338 4.166
R1 4.236 4.236 4.151 4.202
PP 4.167 4.167 4.167 4.149
S1 4.065 4.065 4.119 4.031
S2 3.996 3.996 4.104
S3 3.825 3.894 4.088
S4 3.654 3.723 4.041
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.268 4.097 0.171 4.1% 0.091 2.2% 25% False False 5,163
10 4.400 4.097 0.303 7.3% 0.090 2.2% 14% False False 5,535
20 4.689 4.097 0.592 14.3% 0.094 2.3% 7% False False 4,471
40 4.888 4.097 0.791 19.1% 0.103 2.5% 5% False False 3,495
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.020
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.821
2.618 4.598
1.618 4.461
1.000 4.376
0.618 4.324
HIGH 4.239
0.618 4.187
0.500 4.171
0.382 4.154
LOW 4.102
0.618 4.017
1.000 3.965
1.618 3.880
2.618 3.743
4.250 3.520
Fisher Pivots for day following 22-Feb-2011
Pivot 1 day 3 day
R1 4.171 4.168
PP 4.160 4.158
S1 4.150 4.149

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

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