NYMEX Natural Gas Future May 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 4.260 4.374 0.114 2.7% 4.254
High 4.389 4.442 0.053 1.2% 4.509
Low 4.255 4.205 -0.050 -1.2% 4.200
Close 4.381 4.389 0.008 0.2% 4.490
Range 0.134 0.237 0.103 76.9% 0.309
ATR 0.145 0.152 0.007 4.5% 0.000
Volume 118,298 177,797 59,499 50.3% 426,643
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.056 4.960 4.519
R3 4.819 4.723 4.454
R2 4.582 4.582 4.432
R1 4.486 4.486 4.411 4.534
PP 4.345 4.345 4.345 4.370
S1 4.249 4.249 4.367 4.297
S2 4.108 4.108 4.346
S3 3.871 4.012 4.324
S4 3.634 3.775 4.259
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 4.205 0.354 8.1% 0.185 4.2% 52% False True 123,935
10 4.559 4.174 0.385 8.8% 0.153 3.5% 56% False False 105,520
20 4.559 3.805 0.754 17.2% 0.151 3.4% 77% False False 86,452
40 4.559 3.805 0.754 17.2% 0.136 3.1% 77% False False 67,362
60 4.822 3.805 1.017 23.2% 0.135 3.1% 57% False False 52,068
80 4.822 3.805 1.017 23.2% 0.135 3.1% 57% False False 41,209
100 4.822 3.805 1.017 23.2% 0.134 3.1% 57% False False 34,233
120 4.822 3.805 1.017 23.2% 0.129 2.9% 57% False False 29,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.032
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.449
2.618 5.062
1.618 4.825
1.000 4.679
0.618 4.588
HIGH 4.442
0.618 4.351
0.500 4.324
0.382 4.296
LOW 4.205
0.618 4.059
1.000 3.968
1.618 3.822
2.618 3.585
4.250 3.198
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 4.367 4.369
PP 4.345 4.349
S1 4.324 4.329

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

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