NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 3.982 3.889 -0.093 -2.3% 3.881
High 3.995 4.002 0.007 0.2% 4.021
Low 3.855 3.867 0.012 0.3% 3.805
Close 3.892 3.945 0.053 1.4% 3.945
Range 0.140 0.135 -0.005 -3.6% 0.216
ATR 0.128 0.129 0.000 0.4% 0.000
Volume 71,195 69,548 -1,647 -2.3% 322,930
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.343 4.279 4.019
R3 4.208 4.144 3.982
R2 4.073 4.073 3.970
R1 4.009 4.009 3.957 4.041
PP 3.938 3.938 3.938 3.954
S1 3.874 3.874 3.933 3.906
S2 3.803 3.803 3.920
S3 3.668 3.739 3.908
S4 3.533 3.604 3.871
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.572 4.474 4.064
R3 4.356 4.258 4.004
R2 4.140 4.140 3.985
R1 4.042 4.042 3.965 4.091
PP 3.924 3.924 3.924 3.948
S1 3.826 3.826 3.925 3.875
S2 3.708 3.708 3.905
S3 3.492 3.610 3.886
S4 3.276 3.394 3.826
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.021 3.805 0.216 5.5% 0.139 3.5% 65% False False 64,586
10 4.171 3.805 0.366 9.3% 0.132 3.3% 38% False False 54,279
20 4.171 3.805 0.366 9.3% 0.122 3.1% 38% False False 47,502
40 4.822 3.805 1.017 25.8% 0.126 3.2% 14% False False 40,505
60 4.822 3.805 1.017 25.8% 0.128 3.3% 14% False False 30,956
80 4.822 3.805 1.017 25.8% 0.130 3.3% 14% False False 25,191
100 4.822 3.805 1.017 25.8% 0.128 3.3% 14% False False 20,996
120 4.822 3.805 1.017 25.8% 0.118 3.0% 14% False False 17,938
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 0.032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.576
2.618 4.355
1.618 4.220
1.000 4.137
0.618 4.085
HIGH 4.002
0.618 3.950
0.500 3.935
0.382 3.919
LOW 3.867
0.618 3.784
1.000 3.732
1.618 3.649
2.618 3.514
4.250 3.293
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 3.942 3.940
PP 3.938 3.934
S1 3.935 3.929

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

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