NYMEX Natural Gas Future October 2011

Trading Metrics calculated at close of trading on 10-Feb-2011

Day Change Summary
	Previous	Current
	09-Feb-2011	10-Feb-2011	Change	Change %	Previous Week
Open	4.381	4.356	-0.025	-0.6%	4.574
High	4.390	4.450	0.060	1.4%	4.704
Low	4.292	4.295	0.003	0.1%	4.520
Close	4.363	4.325	-0.038	-0.9%	4.583
Range	0.098	0.155	0.057	58.2%	0.184
ATR
Volume	18,963	14,412	-4,551	-24.0%	63,752

Daily Pivots for day following 10-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.822	4.728	4.410
R3	4.667	4.573	4.368
R2	4.512	4.512	4.353
R1	4.418	4.418	4.339	4.388
PP	4.357	4.357	4.357	4.341
S1	4.263	4.263	4.311	4.233
S2	4.202	4.202	4.297
S3	4.047	4.108	4.282
S4	3.892	3.953	4.240

Weekly Pivots for week ending 04-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.154	5.053	4.684
R3	4.970	4.869	4.634
R2	4.786	4.786	4.617
R1	4.685	4.685	4.600	4.736
PP	4.602	4.602	4.602	4.628
S1	4.501	4.501	4.566	4.552
S2	4.418	4.418	4.549
S3	4.234	4.317	4.532
S4	4.050	4.133	4.482

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.609	4.292	0.317	7.3%	0.107	2.5%	10%	False	False	16,895
10	4.704	4.292	0.412	9.5%	0.103	2.4%	8%	False	False	14,621

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.023
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	5.109
2.618	4.856
1.618	4.701
1.000	4.605
0.618	4.546
HIGH	4.450
0.618	4.391
0.500	4.373
0.382	4.354
LOW	4.295
0.618	4.199
1.000	4.140
1.618	4.044
2.618	3.889
4.250	3.636

Fisher Pivots for day following 10-Feb-2011
Pivot	1 day	3 day
R1	4.373	4.371
PP	4.357	4.356
S1	4.341	4.340

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