NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 4.013 4.018 0.005 0.1% 3.881
High 4.085 4.243 0.158 3.9% 4.021
Low 3.979 3.991 0.012 0.3% 3.805
Close 4.010 4.234 0.224 5.6% 3.945
Range 0.106 0.252 0.146 137.7% 0.216
ATR 0.134 0.142 0.008 6.3% 0.000
Volume 103,604 87,741 -15,863 -15.3% 322,930
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.912 4.825 4.373
R3 4.660 4.573 4.303
R2 4.408 4.408 4.280
R1 4.321 4.321 4.257 4.365
PP 4.156 4.156 4.156 4.178
S1 4.069 4.069 4.211 4.113
S2 3.904 3.904 4.188
S3 3.652 3.817 4.165
S4 3.400 3.565 4.095
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 4.243 3.865 0.378 8.9% 0.169 4.0% 98% True False 76,243
10 4.243 3.805 0.438 10.3% 0.150 3.5% 98% True False 67,384
20 4.243 3.805 0.438 10.3% 0.140 3.3% 98% True False 51,517
40 4.822 3.805 1.017 24.0% 0.132 3.1% 42% False False 46,088
60 4.822 3.805 1.017 24.0% 0.130 3.1% 42% False False 35,611
80 4.822 3.805 1.017 24.0% 0.131 3.1% 42% False False 28,843
100 4.822 3.805 1.017 24.0% 0.132 3.1% 42% False False 24,026
120 4.822 3.805 1.017 24.0% 0.122 2.9% 42% False False 20,465
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.037
Widest range in 75 trading days
Fibonacci Retracements and Extensions
4.250 5.314
2.618 4.903
1.618 4.651
1.000 4.495
0.618 4.399
HIGH 4.243
0.618 4.147
0.500 4.117
0.382 4.087
LOW 3.991
0.618 3.835
1.000 3.739
1.618 3.583
2.618 3.331
4.250 2.920
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 4.195 4.174
PP 4.156 4.114
S1 4.117 4.054

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

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