NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 03-Mar-2011
Day Change Summary
Previous Current
02-Mar-2011 03-Mar-2011 Change Change % Previous Week
Open 4.015 3.958 -0.057 -1.4% 4.042
High 4.024 4.009 -0.015 -0.4% 4.158
Low 3.938 3.911 -0.027 -0.7% 3.960
Close 3.961 3.932 -0.029 -0.7% 4.133
Range 0.086 0.098 0.012 14.0% 0.198
ATR 0.123 0.122 -0.002 -1.5% 0.000
Volume 19,995 27,298 7,303 36.5% 51,185
Daily Pivots for day following 03-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.245 4.186 3.986
R3 4.147 4.088 3.959
R2 4.049 4.049 3.950
R1 3.990 3.990 3.941 3.971
PP 3.951 3.951 3.951 3.941
S1 3.892 3.892 3.923 3.873
S2 3.853 3.853 3.914
S3 3.755 3.794 3.905
S4 3.657 3.696 3.878
Weekly Pivots for week ending 25-Feb-2011
Classic Woodie Camarilla DeMark
R4 4.678 4.603 4.242
R3 4.480 4.405 4.187
R2 4.282 4.282 4.169
R1 4.207 4.207 4.151 4.245
PP 4.084 4.084 4.084 4.102
S1 4.009 4.009 4.115 4.047
S2 3.886 3.886 4.097
S3 3.688 3.811 4.079
S4 3.490 3.613 4.024
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.234 3.911 0.323 8.2% 0.140 3.6% 7% False True 21,602
10 4.234 3.911 0.323 8.2% 0.125 3.2% 7% False True 16,882
20 4.596 3.911 0.685 17.4% 0.116 2.9% 3% False True 18,794
40 4.850 3.911 0.939 23.9% 0.123 3.1% 2% False True 13,834
60 4.850 3.911 0.939 23.9% 0.125 3.2% 2% False True 10,785
80 4.850 3.911 0.939 23.9% 0.125 3.2% 2% False True 8,741
100 4.850 3.911 0.939 23.9% 0.120 3.0% 2% False True 7,308
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 0.032
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.426
2.618 4.266
1.618 4.168
1.000 4.107
0.618 4.070
HIGH 4.009
0.618 3.972
0.500 3.960
0.382 3.948
LOW 3.911
0.618 3.850
1.000 3.813
1.618 3.752
2.618 3.654
4.250 3.495
Fisher Pivots for day following 03-Mar-2011
Pivot 1 day 3 day
R1 3.960 4.047
PP 3.951 4.008
S1 3.941 3.970

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

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