NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 4.207 4.200 -0.007 -0.2% 4.257
High 4.290 4.246 -0.044 -1.0% 4.313
Low 4.150 4.144 -0.006 -0.1% 4.146
Close 4.185 4.219 0.034 0.8% 4.180
Range 0.140 0.102 -0.038 -27.1% 0.167
ATR 0.104 0.104 0.000 -0.2% 0.000
Volume 7,960 8,096 136 1.7% 68,600
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.509 4.466 4.275
R3 4.407 4.364 4.247
R2 4.305 4.305 4.238
R1 4.262 4.262 4.228 4.284
PP 4.203 4.203 4.203 4.214
S1 4.160 4.160 4.210 4.182
S2 4.101 4.101 4.200
S3 3.999 4.058 4.191
S4 3.897 3.956 4.163
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.714 4.614 4.272
R3 4.547 4.447 4.226
R2 4.380 4.380 4.211
R1 4.280 4.280 4.195 4.247
PP 4.213 4.213 4.213 4.196
S1 4.113 4.113 4.165 4.080
S2 4.046 4.046 4.149
S3 3.879 3.946 4.134
S4 3.712 3.779 4.088
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.300 4.144 0.156 3.7% 0.092 2.2% 48% False True 10,629
10 4.450 4.144 0.306 7.3% 0.092 2.2% 25% False True 13,931
20 4.714 4.144 0.570 13.5% 0.096 2.3% 13% False True 14,276
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.680
2.618 4.513
1.618 4.411
1.000 4.348
0.618 4.309
HIGH 4.246
0.618 4.207
0.500 4.195
0.382 4.183
LOW 4.144
0.618 4.081
1.000 4.042
1.618 3.979
2.618 3.877
4.250 3.711
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 4.211 4.218
PP 4.203 4.218
S1 4.195 4.217

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

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