NYMEX Natural Gas Future March 2011


Trading Metrics calculated at close of trading on 16-Sep-2010
Day Change Summary
Previous Current
15-Sep-2010 16-Sep-2010 Change Change % Previous Week
Open 4.534 4.542 0.008 0.2% 4.521
High 4.555 4.580 0.025 0.5% 4.568
Low 4.505 4.397 -0.108 -2.4% 4.403
Close 4.534 4.542 0.008 0.2% 4.546
Range 0.050 0.183 0.133 266.0% 0.165
ATR 0.103 0.108 0.006 5.6% 0.000
Volume 11,813 8,646 -3,167 -26.8% 38,863
Daily Pivots for day following 16-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.055 4.982 4.643
R3 4.872 4.799 4.592
R2 4.689 4.689 4.576
R1 4.616 4.616 4.559 4.634
PP 4.506 4.506 4.506 4.515
S1 4.433 4.433 4.525 4.451
S2 4.323 4.323 4.508
S3 4.140 4.250 4.492
S4 3.957 4.067 4.441
Weekly Pivots for week ending 10-Sep-2010
Classic Woodie Camarilla DeMark
R4 5.001 4.938 4.637
R3 4.836 4.773 4.591
R2 4.671 4.671 4.576
R1 4.608 4.608 4.561 4.640
PP 4.506 4.506 4.506 4.521
S1 4.443 4.443 4.531 4.475
S2 4.341 4.341 4.516
S3 4.176 4.278 4.501
S4 4.011 4.113 4.455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.613 4.397 0.216 4.8% 0.116 2.6% 67% False True 11,146
10 4.613 4.397 0.216 4.8% 0.111 2.5% 67% False True 9,486
20 4.850 4.397 0.453 10.0% 0.104 2.3% 32% False True 7,638
40 5.327 4.397 0.930 20.5% 0.100 2.2% 16% False True 6,570
60 5.582 4.397 1.185 26.1% 0.103 2.3% 12% False True 5,853
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 0.022
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 5.358
2.618 5.059
1.618 4.876
1.000 4.763
0.618 4.693
HIGH 4.580
0.618 4.510
0.500 4.489
0.382 4.467
LOW 4.397
0.618 4.284
1.000 4.214
1.618 4.101
2.618 3.918
4.250 3.619
Fisher Pivots for day following 16-Sep-2010
Pivot 1 day 3 day
R1 4.524 4.530
PP 4.506 4.517
S1 4.489 4.505

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

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