NYMEX Natural Gas Future August 2011


Trading Metrics calculated at close of trading on 07-Mar-2011
Day Change Summary
Previous Current
04-Mar-2011 07-Mar-2011 Change Change % Previous Week
Open 4.010 4.020 0.010 0.2% 4.215
High 4.082 4.153 0.071 1.7% 4.319
Low 3.994 3.999 0.005 0.1% 3.994
Close 4.071 4.149 0.078 1.9% 4.071
Range 0.088 0.154 0.066 75.0% 0.325
ATR 0.111 0.114 0.003 2.7% 0.000
Volume 10,361 5,645 -4,716 -45.5% 37,723
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.562 4.510 4.234
R3 4.408 4.356 4.191
R2 4.254 4.254 4.177
R1 4.202 4.202 4.163 4.228
PP 4.100 4.100 4.100 4.114
S1 4.048 4.048 4.135 4.074
S2 3.946 3.946 4.121
S3 3.792 3.894 4.107
S4 3.638 3.740 4.064
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.103 4.912 4.250
R3 4.778 4.587 4.160
R2 4.453 4.453 4.131
R1 4.262 4.262 4.101 4.195
PP 4.128 4.128 4.128 4.095
S1 3.937 3.937 4.041 3.870
S2 3.803 3.803 4.011
S3 3.478 3.612 3.982
S4 3.153 3.287 3.892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.270 3.994 0.276 6.7% 0.114 2.8% 56% False False 7,137
10 4.319 3.994 0.325 7.8% 0.125 3.0% 48% False False 5,868
20 4.491 3.994 0.497 12.0% 0.109 2.6% 31% False False 6,074
40 4.896 3.994 0.902 21.7% 0.108 2.6% 17% False False 5,253
60 4.896 3.994 0.902 21.7% 0.112 2.7% 17% False False 4,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.024
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4.808
2.618 4.556
1.618 4.402
1.000 4.307
0.618 4.248
HIGH 4.153
0.618 4.094
0.500 4.076
0.382 4.058
LOW 3.999
0.618 3.904
1.000 3.845
1.618 3.750
2.618 3.596
4.250 3.345
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 4.125 4.124
PP 4.100 4.099
S1 4.076 4.074

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

View Archives - Comment on this page... - Back to Index of Symbols