NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 4.461 4.649 0.188 4.2% 4.420
High 4.650 4.690 0.040 0.9% 4.650
Low 4.461 4.558 0.097 2.2% 4.347
Close 4.636 4.594 -0.042 -0.9% 4.636
Range 0.189 0.132 -0.057 -30.2% 0.303
ATR 0.130 0.130 0.000 0.1% 0.000
Volume 27,069 27,463 394 1.5% 115,947
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.010 4.934 4.667
R3 4.878 4.802 4.630
R2 4.746 4.746 4.618
R1 4.670 4.670 4.606 4.642
PP 4.614 4.614 4.614 4.600
S1 4.538 4.538 4.582 4.510
S2 4.482 4.482 4.570
S3 4.350 4.406 4.558
S4 4.218 4.274 4.521
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.453 5.348 4.803
R3 5.150 5.045 4.719
R2 4.847 4.847 4.692
R1 4.742 4.742 4.664 4.795
PP 4.544 4.544 4.544 4.571
S1 4.439 4.439 4.608 4.492
S2 4.241 4.241 4.580
S3 3.938 4.136 4.553
S4 3.635 3.833 4.469
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.690 4.378 0.312 6.8% 0.135 2.9% 69% True False 25,075
10 4.690 4.019 0.671 14.6% 0.139 3.0% 86% True False 20,828
20 4.690 3.955 0.735 16.0% 0.129 2.8% 87% True False 21,207
40 4.690 3.955 0.735 16.0% 0.118 2.6% 87% True False 15,788
60 4.930 3.955 0.975 21.2% 0.120 2.6% 66% False False 13,210
80 4.930 3.955 0.975 21.2% 0.120 2.6% 66% False False 10,630
100 4.930 3.955 0.975 21.2% 0.119 2.6% 66% False False 8,820
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 3 trading days
Fibonacci Retracements and Extensions
4.250 5.251
2.618 5.036
1.618 4.904
1.000 4.822
0.618 4.772
HIGH 4.690
0.618 4.640
0.500 4.624
0.382 4.608
LOW 4.558
0.618 4.476
1.000 4.426
1.618 4.344
2.618 4.212
4.250 3.997
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 4.624 4.583
PP 4.614 4.572
S1 4.604 4.561

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

View Archives - Comment on this page... - Back to Index of Symbols