NYMEX Natural Gas Future December 2011

Trading Metrics calculated at close of trading on 17-Feb-2011

Day Change Summary
	Previous	Current
	16-Feb-2011	17-Feb-2011	Change	Change %	Previous Week
Open	4.714	4.658	-0.056	-1.2%	4.939
High	4.714	4.667	-0.047	-1.0%	4.948
Low	4.650	4.586	-0.064	-1.4%	4.696
Close	4.658	4.613	-0.045	-1.0%	4.707
Range	0.064	0.081	0.017	26.6%	0.252
ATR	0.084	0.083	0.000	-0.2%	0.000
Volume	2,070	1,574	-496	-24.0%	13,479

Daily Pivots for day following 17-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.865	4.820	4.658
R3	4.784	4.739	4.635
R2	4.703	4.703	4.628
R1	4.658	4.658	4.620	4.640
PP	4.622	4.622	4.622	4.613
S1	4.577	4.577	4.606	4.559
S2	4.541	4.541	4.598
S3	4.460	4.496	4.591
S4	4.379	4.415	4.568

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	5.540	5.375	4.846
R3	5.288	5.123	4.776
R2	5.036	5.036	4.753
R1	4.871	4.871	4.730	4.828
PP	4.784	4.784	4.784	4.762
S1	4.619	4.619	4.684	4.576
S2	4.532	4.532	4.661
S3	4.280	4.367	4.638
S4	4.028	4.115	4.568

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	4.731	4.586	0.145	3.1%	0.059	1.3%	19%	False	True	2,348
10	4.976	4.586	0.390	8.5%	0.073	1.6%	7%	False	True	2,470

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5.011
2.618	4.879
1.618	4.798
1.000	4.748
0.618	4.717
HIGH	4.667
0.618	4.636
0.500	4.627
0.382	4.617
LOW	4.586
0.618	4.536
1.000	4.505
1.618	4.455
2.618	4.374
4.250	4.242

Fisher Pivots for day following 17-Feb-2011
Pivot	1 day	3 day
R1	4.627	4.657
PP	4.622	4.642
S1	4.618	4.628

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