NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 23-Mar-2011
Day Change Summary
Previous Current
22-Mar-2011 23-Mar-2011 Change Change % Previous Week
Open 4.382 4.468 0.086 2.0% 4.110
High 4.467 4.553 0.086 1.9% 4.407
Low 4.378 4.468 0.090 2.1% 4.019
Close 4.463 4.543 0.080 1.8% 4.388
Range 0.089 0.085 -0.004 -4.5% 0.388
ATR 0.123 0.121 -0.002 -1.9% 0.000
Volume 21,220 23,054 1,834 8.6% 85,198
Daily Pivots for day following 23-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.776 4.745 4.590
R3 4.691 4.660 4.566
R2 4.606 4.606 4.559
R1 4.575 4.575 4.551 4.591
PP 4.521 4.521 4.521 4.529
S1 4.490 4.490 4.535 4.506
S2 4.436 4.436 4.527
S3 4.351 4.405 4.520
S4 4.266 4.320 4.496
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.435 5.300 4.601
R3 5.047 4.912 4.495
R2 4.659 4.659 4.459
R1 4.524 4.524 4.424 4.592
PP 4.271 4.271 4.271 4.305
S1 4.136 4.136 4.352 4.204
S2 3.883 3.883 4.317
S3 3.495 3.748 4.281
S4 3.107 3.360 4.175
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.553 4.147 0.406 8.9% 0.121 2.7% 98% True False 19,867
10 4.553 4.000 0.553 12.2% 0.127 2.8% 98% True False 18,812
20 4.553 3.955 0.598 13.2% 0.127 2.8% 98% True False 18,763
40 4.660 3.955 0.705 15.5% 0.114 2.5% 83% False False 14,308
60 4.930 3.955 0.975 21.5% 0.118 2.6% 60% False False 11,971
80 4.930 3.955 0.975 21.5% 0.119 2.6% 60% False False 9,669
100 4.930 3.955 0.975 21.5% 0.119 2.6% 60% False False 8,065
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.023
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 4.914
2.618 4.776
1.618 4.691
1.000 4.638
0.618 4.606
HIGH 4.553
0.618 4.521
0.500 4.511
0.382 4.500
LOW 4.468
0.618 4.415
1.000 4.383
1.618 4.330
2.618 4.245
4.250 4.107
Fisher Pivots for day following 23-Mar-2011
Pivot 1 day 3 day
R1 4.532 4.512
PP 4.521 4.481
S1 4.511 4.450

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

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