NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 4.235 4.344 0.109 2.6% 3.985
High 4.340 4.428 0.088 2.0% 4.272
Low 4.229 4.331 0.102 2.4% 3.865
Close 4.331 4.412 0.081 1.9% 4.246
Range 0.111 0.097 -0.014 -12.6% 0.407
ATR 0.135 0.132 -0.003 -2.0% 0.000
Volume 76,378 67,810 -8,568 -11.2% 429,149
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.681 4.644 4.465
R3 4.584 4.547 4.439
R2 4.487 4.487 4.430
R1 4.450 4.450 4.421 4.469
PP 4.390 4.390 4.390 4.400
S1 4.353 4.353 4.403 4.372
S2 4.293 4.293 4.394
S3 4.196 4.256 4.385
S4 4.099 4.159 4.359
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 4.428 3.991 0.437 9.9% 0.133 3.0% 96% True False 88,013
10 4.428 3.855 0.573 13.0% 0.140 3.2% 97% True False 80,473
20 4.428 3.805 0.623 14.1% 0.139 3.1% 97% True False 63,144
40 4.575 3.805 0.770 17.5% 0.126 2.9% 79% False False 52,651
60 4.822 3.805 1.017 23.1% 0.129 2.9% 60% False False 41,066
80 4.822 3.805 1.017 23.1% 0.131 3.0% 60% False False 32,949
100 4.822 3.805 1.017 23.1% 0.131 3.0% 60% False False 27,442
120 4.822 3.805 1.017 23.1% 0.123 2.8% 60% False False 23,340
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 0.032
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4.840
2.618 4.682
1.618 4.585
1.000 4.525
0.618 4.488
HIGH 4.428
0.618 4.391
0.500 4.380
0.382 4.368
LOW 4.331
0.618 4.271
1.000 4.234
1.618 4.174
2.618 4.077
4.250 3.919
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 4.401 4.379
PP 4.390 4.347
S1 4.380 4.314

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

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