NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 25-Feb-2011
Day Change Summary
Previous Current
24-Feb-2011 25-Feb-2011 Change Change % Previous Week
Open 4.235 4.153 -0.082 -1.9% 4.207
High 4.235 4.300 0.065 1.5% 4.300
Low 4.120 4.118 -0.002 0.0% 4.118
Close 4.166 4.282 0.116 2.8% 4.282
Range 0.115 0.182 0.067 58.3% 0.182
ATR 0.105 0.110 0.006 5.2% 0.000
Volume 18,922 17,862 -1,060 -5.6% 52,840
Daily Pivots for day following 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.779 4.713 4.382
R3 4.597 4.531 4.332
R2 4.415 4.415 4.315
R1 4.349 4.349 4.299 4.382
PP 4.233 4.233 4.233 4.250
S1 4.167 4.167 4.265 4.200
S2 4.051 4.051 4.249
S3 3.869 3.985 4.232
S4 3.687 3.803 4.182
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.779 4.713 4.382
R3 4.597 4.531 4.332
R2 4.415 4.415 4.315
R1 4.349 4.349 4.299 4.382
PP 4.233 4.233 4.233 4.250
S1 4.167 4.167 4.265 4.200
S2 4.051 4.051 4.249
S3 3.869 3.985 4.232
S4 3.687 3.803 4.182
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.300 4.118 0.182 4.3% 0.118 2.7% 90% True True 13,278
10 4.313 4.118 0.195 4.6% 0.096 2.3% 84% False True 14,272
20 4.704 4.118 0.586 13.7% 0.100 2.3% 28% False True 14,447
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 0.021
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5.074
2.618 4.776
1.618 4.594
1.000 4.482
0.618 4.412
HIGH 4.300
0.618 4.230
0.500 4.209
0.382 4.188
LOW 4.118
0.618 4.006
1.000 3.936
1.618 3.824
2.618 3.642
4.250 3.345
Fisher Pivots for day following 25-Feb-2011
Pivot 1 day 3 day
R1 4.258 4.258
PP 4.233 4.233
S1 4.209 4.209

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

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