NYMEX Natural Gas Future July 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 4.413 4.520 0.107 2.4% 4.420
High 4.523 4.580 0.057 1.3% 4.650
Low 4.404 4.360 -0.044 -1.0% 4.347
Close 4.502 4.533 0.031 0.7% 4.636
Range 0.119 0.220 0.101 84.9% 0.303
ATR 0.133 0.139 0.006 4.7% 0.000
Volume 21,722 28,164 6,442 29.7% 115,947
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 5.151 5.062 4.654
R3 4.931 4.842 4.594
R2 4.711 4.711 4.573
R1 4.622 4.622 4.553 4.667
PP 4.491 4.491 4.491 4.513
S1 4.402 4.402 4.513 4.447
S2 4.271 4.271 4.493
S3 4.051 4.182 4.473
S4 3.831 3.962 4.412
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 4.360 0.330 7.3% 0.171 3.8% 52% False True 25,826
10 4.690 4.311 0.379 8.4% 0.140 3.1% 59% False False 23,995
20 4.690 3.955 0.735 16.2% 0.139 3.1% 79% False False 22,358
40 4.690 3.955 0.735 16.2% 0.123 2.7% 79% False False 17,137
60 4.930 3.955 0.975 21.5% 0.124 2.7% 59% False False 14,282
80 4.930 3.955 0.975 21.5% 0.123 2.7% 59% False False 11,485
100 4.930 3.955 0.975 21.5% 0.122 2.7% 59% False False 9,532
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.027
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5.515
2.618 5.156
1.618 4.936
1.000 4.800
0.618 4.716
HIGH 4.580
0.618 4.496
0.500 4.470
0.382 4.444
LOW 4.360
0.618 4.224
1.000 4.140
1.618 4.004
2.618 3.784
4.250 3.425
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 4.512 4.516
PP 4.491 4.498
S1 4.470 4.481

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

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