NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 4.018 4.234 0.216 5.4% 3.985
High 4.243 4.272 0.029 0.7% 4.272
Low 3.991 4.174 0.183 4.6% 3.865
Close 4.234 4.246 0.012 0.3% 4.246
Range 0.252 0.098 -0.154 -61.1% 0.407
ATR 0.142 0.139 -0.003 -2.2% 0.000
Volume 87,741 117,478 29,737 33.9% 429,149
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.525 4.483 4.300
R3 4.427 4.385 4.273
R2 4.329 4.329 4.264
R1 4.287 4.287 4.255 4.308
PP 4.231 4.231 4.231 4.241
S1 4.189 4.189 4.237 4.210
S2 4.133 4.133 4.228
S3 4.035 4.091 4.219
S4 3.937 3.993 4.192
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.349 5.204 4.470
R3 4.942 4.797 4.358
R2 4.535 4.535 4.321
R1 4.390 4.390 4.283 4.463
PP 4.128 4.128 4.128 4.164
S1 3.983 3.983 4.209 4.056
S2 3.721 3.721 4.171
S3 3.314 3.576 4.134
S4 2.907 3.169 4.022
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.272 3.865 0.407 9.6% 0.161 3.8% 94% True False 85,829
10 4.272 3.805 0.467 11.0% 0.150 3.5% 94% True False 75,207
20 4.272 3.805 0.467 11.0% 0.139 3.3% 94% True False 55,870
40 4.822 3.805 1.017 24.0% 0.131 3.1% 43% False False 48,613
60 4.822 3.805 1.017 24.0% 0.129 3.0% 43% False False 37,457
80 4.822 3.805 1.017 24.0% 0.131 3.1% 43% False False 30,253
100 4.822 3.805 1.017 24.0% 0.132 3.1% 43% False False 25,174
120 4.822 3.805 1.017 24.0% 0.122 2.9% 43% False False 21,432
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 0.037
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 4.689
2.618 4.529
1.618 4.431
1.000 4.370
0.618 4.333
HIGH 4.272
0.618 4.235
0.500 4.223
0.382 4.211
LOW 4.174
0.618 4.113
1.000 4.076
1.618 4.015
2.618 3.917
4.250 3.758
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 4.238 4.206
PP 4.231 4.166
S1 4.223 4.126

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

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