NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 4.104 4.190 0.086 2.1% 4.207
High 4.198 4.191 -0.007 -0.2% 4.268
Low 4.099 4.067 -0.032 -0.8% 4.097
Close 4.172 4.117 -0.055 -1.3% 4.135
Range 0.099 0.124 0.025 25.3% 0.171
ATR 0.104 0.106 0.001 1.3% 0.000
Volume 3,233 3,763 530 16.4% 29,343
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.497 4.431 4.185
R3 4.373 4.307 4.151
R2 4.249 4.249 4.140
R1 4.183 4.183 4.128 4.154
PP 4.125 4.125 4.125 4.111
S1 4.059 4.059 4.106 4.030
S2 4.001 4.001 4.094
S3 3.877 3.935 4.083
S4 3.753 3.811 4.049
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 4.239 4.067 0.172 4.2% 0.103 2.5% 29% False True 3,972
10 4.400 4.067 0.333 8.1% 0.095 2.3% 15% False True 5,066
20 4.663 4.067 0.596 14.5% 0.096 2.3% 8% False True 4,499
40 4.888 4.067 0.821 19.9% 0.103 2.5% 6% False True 3,629
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 0.020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.718
2.618 4.516
1.618 4.392
1.000 4.315
0.618 4.268
HIGH 4.191
0.618 4.144
0.500 4.129
0.382 4.114
LOW 4.067
0.618 3.990
1.000 3.943
1.618 3.866
2.618 3.742
4.250 3.540
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 4.129 4.153
PP 4.125 4.141
S1 4.121 4.129

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

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