NYMEX Natural Gas Future October 2011


Trading Metrics calculated at close of trading on 04-Mar-2011
Day Change Summary
Previous Current
03-Mar-2011 04-Mar-2011 Change Change % Previous Week
Open 4.130 4.089 -0.041 -1.0% 4.284
High 4.172 4.140 -0.032 -0.8% 4.380
Low 4.082 4.051 -0.031 -0.8% 4.051
Close 4.106 4.129 0.023 0.6% 4.129
Range 0.090 0.089 -0.001 -1.1% 0.329
ATR 0.111 0.109 -0.002 -1.4% 0.000
Volume 18,611 15,434 -3,177 -17.1% 86,901
Daily Pivots for day following 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.374 4.340 4.178
R3 4.285 4.251 4.153
R2 4.196 4.196 4.145
R1 4.162 4.162 4.137 4.179
PP 4.107 4.107 4.107 4.115
S1 4.073 4.073 4.121 4.090
S2 4.018 4.018 4.113
S3 3.929 3.984 4.105
S4 3.840 3.895 4.080
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.174 4.980 4.310
R3 4.845 4.651 4.219
R2 4.516 4.516 4.189
R1 4.322 4.322 4.159 4.255
PP 4.187 4.187 4.187 4.153
S1 3.993 3.993 4.099 3.926
S2 3.858 3.858 4.069
S3 3.529 3.664 4.039
S4 3.200 3.335 3.948
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.380 4.051 0.329 8.0% 0.108 2.6% 24% False True 17,380
10 4.380 4.051 0.329 8.0% 0.113 2.7% 24% False True 15,329
20 4.609 4.051 0.558 13.5% 0.102 2.5% 14% False True 15,705
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 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.518
2.618 4.373
1.618 4.284
1.000 4.229
0.618 4.195
HIGH 4.140
0.618 4.106
0.500 4.096
0.382 4.085
LOW 4.051
0.618 3.996
1.000 3.962
1.618 3.907
2.618 3.818
4.250 3.673
Fisher Pivots for day following 04-Mar-2011
Pivot 1 day 3 day
R1 4.118 4.123
PP 4.107 4.118
S1 4.096 4.112

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

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