NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 4.562 4.461 -0.101 -2.2% 4.420
High 4.610 4.650 0.040 0.9% 4.650
Low 4.432 4.461 0.029 0.7% 4.347
Close 4.467 4.636 0.169 3.8% 4.636
Range 0.178 0.189 0.011 6.2% 0.303
ATR 0.125 0.130 0.005 3.7% 0.000
Volume 26,573 27,069 496 1.9% 115,947
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.149 5.082 4.740
R3 4.960 4.893 4.688
R2 4.771 4.771 4.671
R1 4.704 4.704 4.653 4.738
PP 4.582 4.582 4.582 4.599
S1 4.515 4.515 4.619 4.549
S2 4.393 4.393 4.601
S3 4.204 4.326 4.584
S4 4.015 4.137 4.532
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.453 5.348 4.803
R3 5.150 5.045 4.719
R2 4.847 4.847 4.692
R1 4.742 4.742 4.664 4.795
PP 4.544 4.544 4.544 4.571
S1 4.439 4.439 4.608 4.492
S2 4.241 4.241 4.580
S3 3.938 4.136 4.553
S4 3.635 3.833 4.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.650 4.347 0.303 6.5% 0.129 2.8% 95% True False 23,189
10 4.650 4.019 0.631 13.6% 0.139 3.0% 98% True False 20,114
20 4.650 3.955 0.695 15.0% 0.130 2.8% 98% True False 20,607
40 4.650 3.955 0.695 15.0% 0.116 2.5% 98% True False 15,253
60 4.930 3.955 0.975 21.0% 0.120 2.6% 70% False False 12,785
80 4.930 3.955 0.975 21.0% 0.120 2.6% 70% False False 10,313
100 4.930 3.955 0.975 21.0% 0.119 2.6% 70% False False 8,560
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 0.026
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5.453
2.618 5.145
1.618 4.956
1.000 4.839
0.618 4.767
HIGH 4.650
0.618 4.578
0.500 4.556
0.382 4.533
LOW 4.461
0.618 4.344
1.000 4.272
1.618 4.155
2.618 3.966
4.250 3.658
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 4.609 4.604
PP 4.582 4.573
S1 4.556 4.541

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

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