NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 28-Feb-2011
Day Change Summary
Previous Current
25-Feb-2011 28-Feb-2011 Change Change % Previous Week
Open 4.153 4.284 0.131 3.2% 4.207
High 4.300 4.380 0.080 1.9% 4.300
Low 4.118 4.245 0.127 3.1% 4.118
Close 4.282 4.322 0.040 0.9% 4.282
Range 0.182 0.135 -0.047 -25.8% 0.182
ATR 0.110 0.112 0.002 1.6% 0.000
Volume 17,862 15,942 -1,920 -10.7% 52,840
Daily Pivots for day following 28-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.721 4.656 4.396
R3 4.586 4.521 4.359
R2 4.451 4.451 4.347
R1 4.386 4.386 4.334 4.419
PP 4.316 4.316 4.316 4.332
S1 4.251 4.251 4.310 4.284
S2 4.181 4.181 4.297
S3 4.046 4.116 4.285
S4 3.911 3.981 4.248
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 4.380 4.118 0.262 6.1% 0.135 3.1% 78% True False 13,756
10 4.380 4.118 0.262 6.1% 0.106 2.4% 78% True False 13,738
20 4.704 4.118 0.586 13.6% 0.102 2.4% 35% False False 14,553
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 4.954
2.618 4.733
1.618 4.598
1.000 4.515
0.618 4.463
HIGH 4.380
0.618 4.328
0.500 4.313
0.382 4.297
LOW 4.245
0.618 4.162
1.000 4.110
1.618 4.027
2.618 3.892
4.250 3.671
Fisher Pivots for day following 28-Feb-2011
Pivot 1 day 3 day
R1 4.319 4.298
PP 4.316 4.273
S1 4.313 4.249

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

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