NYMEX Natural Gas Future December 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 4.630 4.660 0.030 0.6% 4.687
High 4.686 4.677 -0.009 -0.2% 4.727
Low 4.596 4.593 -0.003 -0.1% 4.586
Close 4.627 4.654 0.027 0.6% 4.616
Range 0.090 0.084 -0.006 -6.7% 0.141
ATR 0.080 0.080 0.000 0.3% 0.000
Volume 994 1,628 634 63.8% 11,996
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.893 4.858 4.700
R3 4.809 4.774 4.677
R2 4.725 4.725 4.669
R1 4.690 4.690 4.662 4.666
PP 4.641 4.641 4.641 4.629
S1 4.606 4.606 4.646 4.582
S2 4.557 4.557 4.639
S3 4.473 4.522 4.631
S4 4.389 4.438 4.608
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 4.714 4.586 0.128 2.8% 0.069 1.5% 53% False False 1,843
10 4.828 4.586 0.242 5.2% 0.069 1.5% 28% False False 2,145
20 5.105 4.586 0.519 11.2% 0.076 1.6% 13% False False 2,562
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 0.017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5.034
2.618 4.897
1.618 4.813
1.000 4.761
0.618 4.729
HIGH 4.677
0.618 4.645
0.500 4.635
0.382 4.625
LOW 4.593
0.618 4.541
1.000 4.509
1.618 4.457
2.618 4.373
4.250 4.236
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 4.648 4.649
PP 4.641 4.644
S1 4.635 4.640

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

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