NYMEX Natural Gas Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 4.034 3.959 -0.075 -1.9% 3.917
High 4.053 4.062 0.009 0.2% 4.081
Low 3.923 3.936 0.013 0.3% 3.877
Close 3.955 4.007 0.052 1.3% 4.007
Range 0.130 0.126 -0.004 -3.1% 0.204
ATR 0.122 0.123 0.000 0.2% 0.000
Volume 23,885 24,631 746 3.1% 145,583
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.380 4.319 4.076
R3 4.254 4.193 4.042
R2 4.128 4.128 4.030
R1 4.067 4.067 4.019 4.098
PP 4.002 4.002 4.002 4.017
S1 3.941 3.941 3.995 3.972
S2 3.876 3.876 3.984
S3 3.750 3.815 3.972
S4 3.624 3.689 3.938
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.600 4.508 4.119
R3 4.396 4.304 4.063
R2 4.192 4.192 4.044
R1 4.100 4.100 4.026 4.146
PP 3.988 3.988 3.988 4.012
S1 3.896 3.896 3.988 3.942
S2 3.784 3.784 3.970
S3 3.580 3.692 3.951
S4 3.376 3.488 3.895
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 5.1% 0.131 3.3% 64% False False 29,116
10 4.234 3.877 0.357 8.9% 0.125 3.1% 36% False False 26,570
20 4.234 3.877 0.357 8.9% 0.116 2.9% 36% False False 21,096
40 4.850 3.877 0.973 24.3% 0.121 3.0% 13% False False 16,927
60 4.850 3.877 0.973 24.3% 0.123 3.1% 13% False False 13,130
80 4.850 3.877 0.973 24.3% 0.125 3.1% 13% False False 10,769
100 4.850 3.877 0.973 24.3% 0.124 3.1% 13% False False 8,963
120 4.850 3.877 0.973 24.3% 0.115 2.9% 13% False False 7,712
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 False
Stretch 0.028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4.598
2.618 4.392
1.618 4.266
1.000 4.188
0.618 4.140
HIGH 4.062
0.618 4.014
0.500 3.999
0.382 3.984
LOW 3.936
0.618 3.858
1.000 3.810
1.618 3.732
2.618 3.606
4.250 3.401
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 4.004 4.002
PP 4.002 3.997
S1 3.999 3.993

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

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