NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 30-Mar-2011
Day Change Summary
Previous Current
29-Mar-2011 30-Mar-2011 Change Change % Previous Week
Open 4.559 4.413 -0.146 -3.2% 4.420
High 4.601 4.523 -0.078 -1.7% 4.650
Low 4.408 4.404 -0.004 -0.1% 4.347
Close 4.411 4.502 0.091 2.1% 4.636
Range 0.193 0.119 -0.074 -38.3% 0.303
ATR 0.134 0.133 -0.001 -0.8% 0.000
Volume 24,716 21,722 -2,994 -12.1% 115,947
Daily Pivots for day following 30-Mar-2011
Classic Woodie Camarilla DeMark
R4 4.833 4.787 4.567
R3 4.714 4.668 4.535
R2 4.595 4.595 4.524
R1 4.549 4.549 4.513 4.572
PP 4.476 4.476 4.476 4.488
S1 4.430 4.430 4.491 4.453
S2 4.357 4.357 4.480
S3 4.238 4.311 4.469
S4 4.119 4.192 4.437
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 4.404 0.286 6.4% 0.162 3.6% 34% False True 25,508
10 4.690 4.147 0.543 12.1% 0.141 3.1% 65% False False 22,687
20 4.690 3.955 0.735 16.3% 0.132 2.9% 74% False False 22,129
40 4.690 3.955 0.735 16.3% 0.120 2.7% 74% False False 16,685
60 4.930 3.955 0.975 21.7% 0.122 2.7% 56% False False 13,895
80 4.930 3.955 0.975 21.7% 0.122 2.7% 56% False False 11,156
100 4.930 3.955 0.975 21.7% 0.120 2.7% 56% False False 9,266
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.021
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5.029
2.618 4.835
1.618 4.716
1.000 4.642
0.618 4.597
HIGH 4.523
0.618 4.478
0.500 4.464
0.382 4.449
LOW 4.404
0.618 4.330
1.000 4.285
1.618 4.211
2.618 4.092
4.250 3.898
Fisher Pivots for day following 30-Mar-2011
Pivot 1 day 3 day
R1 4.489 4.547
PP 4.476 4.532
S1 4.464 4.517

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

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