NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 24-Mar-2011
Day Change Summary
Previous Current
23-Mar-2011 24-Mar-2011 Change Change % Previous Week
Open 4.468 4.562 0.094 2.1% 4.110
High 4.553 4.610 0.057 1.3% 4.407
Low 4.468 4.432 -0.036 -0.8% 4.019
Close 4.543 4.467 -0.076 -1.7% 4.388
Range 0.085 0.178 0.093 109.4% 0.388
ATR 0.121 0.125 0.004 3.4% 0.000
Volume 23,054 26,573 3,519 15.3% 85,198
Daily Pivots for day following 24-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.037 4.930 4.565
R3 4.859 4.752 4.516
R2 4.681 4.681 4.500
R1 4.574 4.574 4.483 4.539
PP 4.503 4.503 4.503 4.485
S1 4.396 4.396 4.451 4.361
S2 4.325 4.325 4.434
S3 4.147 4.218 4.418
S4 3.969 4.040 4.369
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 4.610 4.311 0.299 6.7% 0.110 2.5% 52% True False 22,163
10 4.610 4.012 0.598 13.4% 0.132 3.0% 76% True False 19,535
20 4.610 3.955 0.655 14.7% 0.130 2.9% 78% True False 19,766
40 4.641 3.955 0.686 15.4% 0.115 2.6% 75% False False 14,830
60 4.930 3.955 0.975 21.8% 0.118 2.6% 53% False False 12,392
80 4.930 3.955 0.975 21.8% 0.118 2.6% 53% False False 9,997
100 4.930 3.955 0.975 21.8% 0.119 2.7% 53% False False 8,316
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.367
2.618 5.076
1.618 4.898
1.000 4.788
0.618 4.720
HIGH 4.610
0.618 4.542
0.500 4.521
0.382 4.500
LOW 4.432
0.618 4.322
1.000 4.254
1.618 4.144
2.618 3.966
4.250 3.676
Fisher Pivots for day following 24-Mar-2011
Pivot 1 day 3 day
R1 4.521 4.494
PP 4.503 4.485
S1 4.485 4.476

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

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