NYMEX Natural Gas Future May 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 3.861 3.881 0.020 0.5% 4.065
High 3.904 3.993 0.089 2.3% 4.171
Low 3.809 3.805 -0.004 -0.1% 3.809
Close 3.887 3.984 0.097 2.5% 3.887
Range 0.095 0.188 0.093 97.9% 0.362
ATR 0.125 0.129 0.005 3.6% 0.000
Volume 39,241 32,352 -6,889 -17.6% 219,867
Daily Pivots for day following 07-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.491 4.426 4.087
R3 4.303 4.238 4.036
R2 4.115 4.115 4.018
R1 4.050 4.050 4.001 4.083
PP 3.927 3.927 3.927 3.944
S1 3.862 3.862 3.967 3.895
S2 3.739 3.739 3.950
S3 3.551 3.674 3.932
S4 3.363 3.486 3.881
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.042 4.826 4.086
R3 4.680 4.464 3.987
R2 4.318 4.318 3.953
R1 4.102 4.102 3.920 4.029
PP 3.956 3.956 3.956 3.919
S1 3.740 3.740 3.854 3.667
S2 3.594 3.594 3.821
S3 3.232 3.378 3.787
S4 2.870 3.016 3.688
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.123 3.805 0.318 8.0% 0.132 3.3% 56% False True 41,841
10 4.171 3.805 0.366 9.2% 0.141 3.5% 49% False True 36,440
20 4.364 3.805 0.559 14.0% 0.123 3.1% 32% False True 48,363
40 4.822 3.805 1.017 25.5% 0.125 3.1% 18% False True 35,536
60 4.822 3.805 1.017 25.5% 0.129 3.2% 18% False True 26,917
80 4.822 3.805 1.017 25.5% 0.131 3.3% 18% False True 21,895
100 4.822 3.805 1.017 25.5% 0.126 3.2% 18% False True 18,222
120 4.822 3.805 1.017 25.5% 0.118 3.0% 18% False True 15,586
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.040
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4.792
2.618 4.485
1.618 4.297
1.000 4.181
0.618 4.109
HIGH 3.993
0.618 3.921
0.500 3.899
0.382 3.877
LOW 3.805
0.618 3.689
1.000 3.617
1.618 3.501
2.618 3.313
4.250 3.006
Fisher Pivots for day following 07-Mar-2011
Pivot 1 day 3 day
R1 3.956 3.956
PP 3.927 3.927
S1 3.899 3.899

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

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