NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 10-Mar-2011
Day Change Summary
Previous Current
09-Mar-2011 10-Mar-2011 Change Change % Previous Week
Open 3.982 4.034 0.052 1.3% 4.128
High 4.061 4.053 -0.008 -0.2% 4.234
Low 3.957 3.923 -0.034 -0.9% 3.884
Close 4.046 3.955 -0.091 -2.2% 3.957
Range 0.104 0.130 0.026 25.0% 0.350
ATR 0.122 0.122 0.001 0.5% 0.000
Volume 33,890 23,885 -10,005 -29.5% 120,126
Daily Pivots for day following 10-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.367 4.291 4.027
R3 4.237 4.161 3.991
R2 4.107 4.107 3.979
R1 4.031 4.031 3.967 4.004
PP 3.977 3.977 3.977 3.964
S1 3.901 3.901 3.943 3.874
S2 3.847 3.847 3.931
S3 3.717 3.771 3.919
S4 3.587 3.641 3.884
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.075 4.866 4.150
R3 4.725 4.516 4.053
R2 4.375 4.375 4.021
R1 4.166 4.166 3.989 4.096
PP 4.025 4.025 4.025 3.990
S1 3.816 3.816 3.925 3.746
S2 3.675 3.675 3.893
S3 3.325 3.466 3.861
S4 2.975 3.116 3.765
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.081 3.877 0.204 5.2% 0.124 3.1% 38% False False 30,091
10 4.234 3.877 0.357 9.0% 0.132 3.3% 22% False False 25,846
20 4.290 3.877 0.413 10.4% 0.117 3.0% 19% False False 20,743
40 4.850 3.877 0.973 24.6% 0.120 3.0% 8% False False 16,510
60 4.850 3.877 0.973 24.6% 0.123 3.1% 8% False False 12,815
80 4.850 3.877 0.973 24.6% 0.125 3.2% 8% False False 10,490
100 4.850 3.877 0.973 24.6% 0.123 3.1% 8% False False 8,733
120 4.850 3.877 0.973 24.6% 0.115 2.9% 8% False False 7,517
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 3 trading days
Fibonacci Retracements and Extensions
4.250 4.606
2.618 4.393
1.618 4.263
1.000 4.183
0.618 4.133
HIGH 4.053
0.618 4.003
0.500 3.988
0.382 3.973
LOW 3.923
0.618 3.843
1.000 3.793
1.618 3.713
2.618 3.583
4.250 3.371
Fisher Pivots for day following 10-Mar-2011
Pivot 1 day 3 day
R1 3.988 4.002
PP 3.977 3.986
S1 3.966 3.971

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

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