NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 4.300 4.523 0.223 5.2% 4.254
High 4.509 4.559 0.050 1.1% 4.509
Low 4.300 4.413 0.113 2.6% 4.200
Close 4.490 4.448 -0.042 -0.9% 4.490
Range 0.209 0.146 -0.063 -30.1% 0.309
ATR 0.142 0.142 0.000 0.2% 0.000
Volume 108,599 86,335 -22,264 -20.5% 426,643
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.911 4.826 4.528
R3 4.765 4.680 4.488
R2 4.619 4.619 4.475
R1 4.534 4.534 4.461 4.504
PP 4.473 4.473 4.473 4.458
S1 4.388 4.388 4.435 4.358
S2 4.327 4.327 4.421
S3 4.181 4.242 4.408
S4 4.035 4.096 4.368
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.327 5.217 4.660
R3 5.018 4.908 4.575
R2 4.709 4.709 4.547
R1 4.599 4.599 4.518 4.654
PP 4.400 4.400 4.400 4.427
S1 4.290 4.290 4.462 4.345
S2 4.091 4.091 4.433
S3 3.782 3.981 4.405
S4 3.473 3.672 4.320
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.559 4.229 0.330 7.4% 0.150 3.4% 66% True False 84,463
10 4.559 3.865 0.694 15.6% 0.152 3.4% 84% True False 87,630
20 4.559 3.805 0.754 17.0% 0.142 3.2% 85% True False 72,095
40 4.559 3.805 0.754 17.0% 0.130 2.9% 85% True False 58,103
60 4.822 3.805 1.017 22.9% 0.132 3.0% 63% False False 45,443
80 4.822 3.805 1.017 22.9% 0.132 3.0% 63% False False 36,193
100 4.822 3.805 1.017 22.9% 0.132 3.0% 63% False False 30,085
120 4.822 3.805 1.017 22.9% 0.126 2.8% 63% False False 25,572
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 True
Stretch 0.035
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5.180
2.618 4.941
1.618 4.795
1.000 4.705
0.618 4.649
HIGH 4.559
0.618 4.503
0.500 4.486
0.382 4.469
LOW 4.413
0.618 4.323
1.000 4.267
1.618 4.177
2.618 4.031
4.250 3.793
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 4.486 4.441
PP 4.473 4.433
S1 4.461 4.426

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

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