NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 4.658 4.605 -0.053 -1.1% 4.687
High 4.667 4.628 -0.039 -0.8% 4.727
Low 4.586 4.600 0.014 0.3% 4.586
Close 4.613 4.616 0.003 0.1% 4.616
Range 0.081 0.028 -0.053 -65.4% 0.141
ATR 0.083 0.079 -0.004 -4.7% 0.000
Volume 1,574 2,952 1,378 87.5% 11,996
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.699 4.685 4.631
R3 4.671 4.657 4.624
R2 4.643 4.643 4.621
R1 4.629 4.629 4.619 4.636
PP 4.615 4.615 4.615 4.618
S1 4.601 4.601 4.613 4.608
S2 4.587 4.587 4.611
S3 4.559 4.573 4.608
S4 4.531 4.545 4.601
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 5.066 4.982 4.694
R3 4.925 4.841 4.655
R2 4.784 4.784 4.642
R1 4.700 4.700 4.629 4.672
PP 4.643 4.643 4.643 4.629
S1 4.559 4.559 4.603 4.531
S2 4.502 4.502 4.590
S3 4.361 4.418 4.577
S4 4.220 4.277 4.538
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.727 4.586 0.141 3.1% 0.058 1.3% 21% False False 2,399
10 4.948 4.586 0.362 7.8% 0.071 1.5% 8% False False 2,547
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.013
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4.747
2.618 4.701
1.618 4.673
1.000 4.656
0.618 4.645
HIGH 4.628
0.618 4.617
0.500 4.614
0.382 4.611
LOW 4.600
0.618 4.583
1.000 4.572
1.618 4.555
2.618 4.527
4.250 4.481
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 4.615 4.650
PP 4.615 4.639
S1 4.614 4.627

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

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