NYMEX Natural Gas Future April 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 3.856 3.814 -0.042 -1.1% 3.905
High 3.885 3.870 -0.015 -0.4% 4.044
Low 3.796 3.760 -0.036 -0.9% 3.822
Close 3.818 3.778 -0.040 -1.0% 4.005
Range 0.089 0.110 0.021 23.6% 0.222
ATR 0.133 0.131 -0.002 -1.2% 0.000
Volume 89,267 100,774 11,507 12.9% 302,931
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.133 4.065 3.839
R3 4.023 3.955 3.808
R2 3.913 3.913 3.798
R1 3.845 3.845 3.788 3.824
PP 3.803 3.803 3.803 3.792
S1 3.735 3.735 3.768 3.714
S2 3.693 3.693 3.758
S3 3.583 3.625 3.748
S4 3.473 3.515 3.718
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 3.760 0.340 9.0% 0.151 4.0% 5% False True 111,185
10 4.100 3.760 0.340 9.0% 0.133 3.5% 5% False True 87,507
20 4.507 3.760 0.747 19.8% 0.124 3.3% 2% False True 87,382
40 4.800 3.760 1.040 27.5% 0.133 3.5% 2% False True 63,641
60 4.800 3.760 1.040 27.5% 0.138 3.7% 2% False True 50,340
80 4.800 3.760 1.040 27.5% 0.139 3.7% 2% False True 42,432
100 4.800 3.760 1.040 27.5% 0.134 3.5% 2% False True 36,422
120 4.800 3.760 1.040 27.5% 0.127 3.4% 2% False True 31,707
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.034
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.338
2.618 4.158
1.618 4.048
1.000 3.980
0.618 3.938
HIGH 3.870
0.618 3.828
0.500 3.815
0.382 3.802
LOW 3.760
0.618 3.692
1.000 3.650
1.618 3.582
2.618 3.472
4.250 3.293
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 3.815 3.908
PP 3.803 3.865
S1 3.790 3.821

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

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