NYMEX Natural Gas Future December 2011


Trading Metrics calculated at close of trading on 24-Feb-2011
Day Change Summary
Previous Current
23-Feb-2011 24-Feb-2011 Change Change % Previous Week
Open 4.660 4.654 -0.006 -0.1% 4.687
High 4.677 4.688 0.011 0.2% 4.727
Low 4.593 4.565 -0.028 -0.6% 4.586
Close 4.654 4.606 -0.048 -1.0% 4.616
Range 0.084 0.123 0.039 46.4% 0.141
ATR 0.080 0.083 0.003 3.8% 0.000
Volume 1,628 2,245 617 37.9% 11,996
Daily Pivots for day following 24-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.989 4.920 4.674
R3 4.866 4.797 4.640
R2 4.743 4.743 4.629
R1 4.674 4.674 4.617 4.647
PP 4.620 4.620 4.620 4.606
S1 4.551 4.551 4.595 4.524
S2 4.497 4.497 4.583
S3 4.374 4.428 4.572
S4 4.251 4.305 4.538
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 4.688 4.565 0.123 2.7% 0.081 1.8% 33% True True 1,878
10 4.828 4.565 0.263 5.7% 0.073 1.6% 16% False True 2,120
20 5.065 4.565 0.500 10.9% 0.077 1.7% 8% False True 2,470
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 0.020
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 5.211
2.618 5.010
1.618 4.887
1.000 4.811
0.618 4.764
HIGH 4.688
0.618 4.641
0.500 4.627
0.382 4.612
LOW 4.565
0.618 4.489
1.000 4.442
1.618 4.366
2.618 4.243
4.250 4.042
Fisher Pivots for day following 24-Feb-2011
Pivot 1 day 3 day
R1 4.627 4.627
PP 4.620 4.620
S1 4.613 4.613

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

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