NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 02-Mar-2011
Day Change Summary
Previous Current
01-Mar-2011 02-Mar-2011 Change Change % Previous Week
Open 4.050 3.856 -0.194 -4.8% 3.905
High 4.056 3.885 -0.171 -4.2% 4.044
Low 3.856 3.796 -0.060 -1.6% 3.822
Close 3.862 3.818 -0.044 -1.1% 4.005
Range 0.200 0.089 -0.111 -55.5% 0.222
ATR 0.136 0.133 -0.003 -2.5% 0.000
Volume 128,788 89,267 -39,521 -30.7% 302,931
Daily Pivots for day following 02-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.100 4.048 3.867
R3 4.011 3.959 3.842
R2 3.922 3.922 3.834
R1 3.870 3.870 3.826 3.852
PP 3.833 3.833 3.833 3.824
S1 3.781 3.781 3.810 3.763
S2 3.744 3.744 3.802
S3 3.655 3.692 3.794
S4 3.566 3.603 3.769
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.623 4.536 4.127
R3 4.401 4.314 4.066
R2 4.179 4.179 4.046
R1 4.092 4.092 4.025 4.136
PP 3.957 3.957 3.957 3.979
S1 3.870 3.870 3.985 3.914
S2 3.735 3.735 3.964
S3 3.513 3.648 3.944
S4 3.291 3.426 3.883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.100 3.796 0.304 8.0% 0.156 4.1% 7% False True 111,654
10 4.100 3.796 0.304 8.0% 0.132 3.5% 7% False True 84,805
20 4.507 3.796 0.711 18.6% 0.123 3.2% 3% False True 84,593
40 4.800 3.796 1.004 26.3% 0.134 3.5% 2% False True 62,205
60 4.800 3.796 1.004 26.3% 0.138 3.6% 2% False True 48,968
80 4.800 3.796 1.004 26.3% 0.139 3.6% 2% False True 41,411
100 4.800 3.796 1.004 26.3% 0.133 3.5% 2% False True 35,527
120 4.800 3.796 1.004 26.3% 0.127 3.3% 2% False True 30,918
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 4.263
2.618 4.118
1.618 4.029
1.000 3.974
0.618 3.940
HIGH 3.885
0.618 3.851
0.500 3.841
0.382 3.830
LOW 3.796
0.618 3.741
1.000 3.707
1.618 3.652
2.618 3.563
4.250 3.418
Fisher Pivots for day following 02-Mar-2011
Pivot 1 day 3 day
R1 3.841 3.948
PP 3.833 3.905
S1 3.826 3.861

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

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