NYMEX Natural Gas Future May 2011

Trading Metrics calculated at close of trading on 21-Mar-2011

Day Change Summary
	Previous	Current
	18-Mar-2011	21-Mar-2011	Change	Change %	Previous Week
Open	4.234	4.254	0.020	0.5%	3.985
High	4.272	4.309	0.037	0.9%	4.272
Low	4.174	4.200	0.026	0.6%	3.865
Close	4.246	4.241	-0.005	-0.1%	4.246
Range	0.098	0.109	0.011	11.2%	0.407
ATR	0.139	0.137	-0.002	-1.6%	0.000
Volume	117,478	90,659	-26,819	-22.8%	429,149

Daily Pivots for day following 21-Mar-2011
	Classic	Woodie	Camarilla	DeMark
R4	4.577	4.518	4.301
R3	4.468	4.409	4.271
R2	4.359	4.359	4.261
R1	4.300	4.300	4.251	4.275
PP	4.250	4.250	4.250	4.238
S1	4.191	4.191	4.231	4.166
S2	4.141	4.141	4.221
S3	4.032	4.082	4.211
S4	3.923	3.973	4.181

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	4.309	3.865	0.444	10.5%	0.153	3.6%	85%	True	False	90,796
10	4.309	3.855	0.454	10.7%	0.143	3.4%	85%	True	False	81,038
20	4.309	3.805	0.504	11.9%	0.142	3.3%	87%	True	False	58,739
40	4.822	3.805	1.017	24.0%	0.131	3.1%	43%	False	False	50,226
60	4.822	3.805	1.017	24.0%	0.129	3.0%	43%	False	False	38,868
80	4.822	3.805	1.017	24.0%	0.131	3.1%	43%	False	False	31,329
100	4.822	3.805	1.017	24.0%	0.132	3.1%	43%	False	False	26,055
120	4.822	3.805	1.017	24.0%	0.123	2.9%	43%	False	False	22,163

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	0.035
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	4.772
2.618	4.594
1.618	4.485
1.000	4.418
0.618	4.376
HIGH	4.309
0.618	4.267
0.500	4.255
0.382	4.242
LOW	4.200
0.618	4.133
1.000	4.091
1.618	4.024
2.618	3.915
4.250	3.737

Fisher Pivots for day following 21-Mar-2011
Pivot	1 day	3 day
R1	4.255	4.211
PP	4.250	4.180
S1	4.246	4.150

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols